July 2011

• Annalisa Piccolo. Riflessioni su arte contemporanea, musei e management. Il caso del Pav a Torino. Rel. Cristina Coscia, Patrizia Semeraro. Politecnico di Torino, Master of science program in Architecture (Rehabilitation And Revaluation), 2011

December 2012

• Federica Paolasso. Rischio di credito e probabilità di default negli investimenti immobiliari: applicazioni per un caso studio. Rel. Elena Fregonara, Patrizia Semeraro. Politecnico di Torino, Master of science program in Architecture For Sustainability, 2012

July 2015

• Paola Marinò. In un momento di crisi, possono tanti piccoli contributi salvare una grande opera? : la potenzialità del crowfunding per il finanziamento del progetto di riqualificazione di "Torino esposizioni". Rel. Rocco Curto, Patrizia Semeraro. Politecnico di Torino, Master of science program in Architecture For The Sustainability Design, 2015

December 2015

• Francesca Benedicenti, Francesca Caruso. Il progetto del Campus Luigi Einaudi : l'impatto sul mercato immobiliare quale tassello di una piattaforma collaborativa. Rel. Cristina Coscia, Patrizia Semeraro. Politecnico di Torino, Master of science program in Architecture Heritage Preservation And Enhancement, 2015

11 December 2019

• Simone Partenza. Lévy Process in finance and estimation of the Variance Gamma parameters. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Engineering And Management, 2019
  

  

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6 October 2020

• Giorgio Pisaroni. Var bounds for the distribution of the loss portfolio: exchangeable Bernoulli models. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2020
  

  

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21 July 2021

• Piercarmelo Saracino. Value at Risk for financial portfolio risk management. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Engineering And Management, 2021
  

  

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5 October 2021

• Margherita Doria. Machine Learning approach for credit score analysis. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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• Erika Milletti. Scambiabilità nei modelli di rischio di credito = Exchangeability in credit risk models. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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19 October 2021

• Xinyang Long. Asian Option pricing methods Construction and Realization. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Engineering And Management, 2021
  

  

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26 October 2021

• Marco Gullotto. Portfolio management and Deep learning: Reinforcement learning and Transformer applied to stock market data. Rel. Enrico Bibbona, Patrizia Semeraro. Politecnico di Torino, Master of science program in Data Science And Engineering, 2021
  

  

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15 March 2022

• Maria Margherita Lovera. Reinsurance pricing model with Python application on client data. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022
  

  

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4 October 2022

• Martina Scagliola. Credit Risk Assessment Using Machine Learning Techniques. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022
  

  

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• Fabrizio Santoriello. Machine learning applications to credit risk analysis. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022
  

  

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25 November 2022

• Aurora Costantino. Definizione e sviluppo del Sentiment Score per l’analisi del mercato azionario = Definition and development of Sentiment Score for stock market analysis. Rel. Patrizia Semeraro, Francesco Guaiana. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022

24 March 2023

• Michele Carone. High-dimensional simulations of portfolio credit risk. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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• Carmen Frasca. Tecniche di Machine Learning per la stima delle probabilità di default e applicazione ad un caso di pricing di una cartolarizzazione = Machine Learning Techniques for estimating default probabilities and application to a case of pricing of a securitization. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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30 March 2023

• Lorenzo Basilico. Operational and Financial risks in supply chain management. Rel. Patrizia Semeraro, Anna Corinna Cagliano. Politecnico di Torino, Master of science program in Engineering And Management, 2023
  

  

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3 October 2023

• Francesca Vogliotti. Modeling Credit Default: A Portfolio-Based Comparison of CreditMetrics and CreditRisk. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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• Ornella Elena Grassi. Valutation risk in margin loan pricing. Rel. Patrizia Semeraro, Diego Pier Luigi Giovannini. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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23 November 2023

• Vittorio Gallo. Large portfolios credit risk analysis with LT-Archimedean copulas and application to a case of securitised ABS. Rel. Patrizia Semeraro, Diego Pier Luigi Giovannini. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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19 July 2024

• Raffaella Gomez Serito. Informing probability distributions in Equity Portfolio Optimization with Fundamental performances of stocks. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024

25 November 2024

• Filippo Scaramozzino. Pricing of Financial Derivatives: Focus on American Put Options. Rel. Patrizia Semeraro, Claudio Mattalia. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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28 November 2024

• Davide Borda Bossana. The role of Value at Risk and Expected Shortfall in Credit Risk Management . A comparative analysis of Basel guidelines and through a Beta Mixture Model application. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Engineering And Management, 2024
  

  

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18 July 2025

• Simone Lucio Cannavo'. Metodi di Machine Learning per il Rischio di credito. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Alessandro Baronti. Tecniche di machine learning per la valutazione del rischio di default: previsione multi-periodale = Machine learning techniques for default risk assessment: multi-period prediction. Rel. Patrizia Semeraro. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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10 October 2025

• Giulio Ruffinello. Machine learning approaches to LGD estimation: a methodological evolution and applications to the Intesa Sanpaolo case. Rel. Patrizia Semeraro, Francesco Grande. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Vittoria Drago. Reconstructing Historical Rating Distributions for Long-Run PD Calibration: An Intesa Sanpaolo Case Study. Rel. Patrizia Semeraro, Francesco Grande. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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