19 March 2018

• Enrico Trogolo. Applicazione di modelli di ottimizzazione per portafogli di asset finanziari = Application of optimization models for portfolios of financial assets. Rel. Franco Pellerey, Franco Varetto. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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• Giorgio Bella. Strumenti quantitativi e loro implementazione software per l'analisi di portafogli finanziari con approfondimenti sui modelli GARCH multivariati = Quantitative tools and their software implementation for financial portfolios analysis with insights on multivariate GARCH models. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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• Fabrizio Lasaponara. Strumenti quantitativi e loro implementazione software per l’analisi di portafogli finanziari con approfondimenti sui modelli GARCHL avanzati = Quantitative instruments and their software implementation for financial portfolios analysis with insights on advanced GARCH model. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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19 December 2018

• Kamand Taghaboni. Time series modelling and analysis. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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28 March 2019

• Francesca Leo. Statistics and Volleyball: detection of the most significant skills and their importance in the results prediction. Rel. Franco Pellerey, José Maria Fernandez Ponce. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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15 July 2019

• Francesca Garibaldi. Extreme value theory with application to huge rainfalls. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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30 November 2020

• Luca Serri. Gamma processes and their applications. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2020
  

  

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28 October 2022

• Stefano Frigiola. Robust Bootstrap and GARCH process application for heating demand in Germany. Rel. Franco Pellerey, Abdelhak M. Zoubir. Politecnico di Torino, Master of science program in Communications And Computer Networks Engineering, 2022
  

  

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20 March 2024

• Filippo Grobbo. Vine copulas for capital requirements: a probability equivalent level analysis. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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20 March 2026

• Sofia Iani. Analisi Statistica e Quantificazione del Rischio nell’Estrazione Dati Automatizzata tramite AI: Un Caso Studio nel Settore Assicurativo = Statistical Analysis and Risk Quantification in Automated Data Extraction Using AI: A Case Study in the Insurance Sector. Rel. Franco Pellerey. Politecnico di Torino, Master of science program in Mathematical Engineering, 2026
  

  

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21 July 2026

• Hossein Baroozeh. Beyond Heuristics: A Data-Driven Approach to TOD Typologies in the Milan Functional Urban Area. Rel. Elisabetta Vitale Brovarone, Franco Pellerey. Politecnico di Torino, Master of science program in Urban And Regional Planning, 2026
  

  

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