MAZZARISI PIERO

Piero
Mazzarisi
Ricercatore Legge 240/10 - tempo determinato

Presentation

Tenure-track Assistant Professor (RTD-B, SSD: SECS-S/06) at the University of SienaDepartment of Economics and Statistics.

My research interests fall mainly in Quantitative Finance and, more broadly, in the intersection of discrete mathematics with other fields, including statistics, probability, and statistical physics. My work has been focused in particular on network models and time series analysis. The main applications has been devoted to the study of financial networks and systemic risk. Recently, I investigate new applications of machine learning techniques and neural networks to solve problems of statistical inference of nonlinear dynamic models.

Office hours

  • Friday from 10:00 to 12:00
    Place: in presenza - Studio 216 - o online, su appuntamento (prenotare ricevimento tramite email - piero.mazzarisi@unisi.it)

Friday 10am-12am (by appointment)

Curriculum Vitae

Teaching activities

Completion accademic year: 2024/2025

Course year: 2 First cycle degree (DM 270) ECONOMICS AND BANKING A.Y. 2023/2024
Course year: 2 Second cycle degree (Laurea Magistrale) FINANCE A.Y. 2023/2024

Completion accademic year: 2023/2024

Course year: 2 First cycle degree (DM 270) ECONOMICS AND BANKING A.Y. 2022/2023
Course year: 2 Second cycle degree (Laurea Magistrale) FINANCE A.Y. 2022/2023

Completion accademic year: 2022/2023

Course year: 2 First cycle degree (DM 270) ECONOMICS AND BANKING A.Y. 2021/2022

Research

Ultime pubblicazioni:

  • Shternshis, A., Mazzarisi, P. (2024). Variance of entropy for testing time-varying regimes with an application to meme stocks. DECISIONS IN ECONOMICS AND FINANCE [10.1007/s10203-023-00427-9]. - view more
  • Shternshis, A., Mazzarisi, P., Marmi, S. (2022). Efficiency of the Moscow Stock Exchange before 2022. ENTROPY, 24(9), 1-22 [10.3390/e24091184]. - view more
  • Williams, O.E., Mazzarisi, P., Lillo, F., Latora, V. (2022). Non-Markovian temporal networks with auto- and cross-correlated link dynamics. PHYSICAL REVIEW. E, 105(3) [10.1103/PhysRevE.105.034301]. - view more
  • Shternshis, A., Mazzarisi, P., Marmi, S. (2022). Measuring market efficiency: The Shannon entropy of high-frequency financial time series. CHAOS, SOLITONS AND FRACTALS, 162, 1-16 [10.1016/j.chaos.2022.112403]. - view more
  • Zaoli, S., Mazzarisi, P., Lillo, F. (2021). Betweenness centrality for temporal multiplexes. SCIENTIFIC REPORTS, 11(1), 1-9 [10.1038/s41598-021-84418-z]. - view more