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  1. Asset-allocation-project Asset-allocation-project Public

    We undertook an in-depth exploration of asset allocation techniques on selected stocks from the Italian stock market. Our primary goal was to optimize investment portfolios, focusing on effective d…

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  2. Econometrics-of-Financial-Markets-University-Project Econometrics-of-Financial-Markets-University-Project Public

    This is a university project for the Econometrics of Financial Markets course, completed over a week by Marco Contucci (marco.contucci@studio.unibo.it). The project's findings and methodologies are…

    Jupyter Notebook 1

  3. PCA-italian-companies PCA-italian-companies Public

    This is a university project on the analysis of the software production sector using Principal Component Analysis (PCA). The work was carried out in 2020 by Gabriele Pillitteri, Simone Benzi, and M…

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  4. RWA_Surface-CRR_575-2013 RWA_Surface-CRR_575-2013 Public

    A simple tool to visualize how Risk Weights (RW) evolve with PD, LGD, and Maturity, based on the CRR 575/2013 formula. Outputs an interactive 3D HTML plot with a maturity slider.

    HTML