Università Commerciale Luigi Bocconi

These notes cover advanced simulation models with a focus on Agent-based Models (ABM) and Network Science. ABM is covered with details on agents, decision rules, environment and interactions, including Schelling's segregation model and the Axelrod model. In network science, concepts such as centrality, clustering coefficient, random and scale-free network models, and the small-world phenomenon are discussed. Finally, epidemiological models on networks, including SI, SIS and SIR, and community d...

These notes cover the main simulation and modeling models of population growth and interaction, with epidemiological applications. Euler's geometric growth model with introduction of births and deaths, and the Lotka-Volterra model for prey and predators are covered. Advanced models such as the SIR model for epidemics are also explored, including variants such as SEIR and population structure. Methods of calibration and parameter estimation using the Maximum Verisimilitude and Markov Chain Monte...

These notes cover advanced concepts in econometrics, with a focus on linear regressions and microeconometric models. The Potential Outcome Framework and regressions with binary dependent variables such as the Linear Probability Model (LPM) are examined. Estimation methods such as the Method of Moments and the use of instrumental variables to solve endogeneity problems are covered. Other topics include Difference-in-Difference (DiD) and Average Treatment Effect (ATE) to estimate causal effects in...

Full handout for DSBA's Digital Privacy Seminar (course 20601) at Bocconi University.

These notes discuss the application of Big Data in finance, including Markowitz Portfolio Theory, the CAPM model, and APT for asset management and valuation. Topics such as the Fama-French model and the use of Artificial Intelligence in financial management are also explored. New technologies such as blockchain, cryptocurrencies (Bitcoin, Ethereum) and smart contracts are analyzed, with a focus on stablecoins and Proof of Stake. Ideal for those who want to understand how data and advanced techno...

These notes provide a comprehensive overview of the fundamental and advanced concepts of Statistics covered in the DSBA course, divided into four main sections: Probability Theory: Probability Review, discrete and continuous random variables, principal distributions (Bernoulli, Binomial, Poisson, Normal, Exponential, Gamma, and others). Key concepts such as conditional probabilities, Bayes' theorem, and convergence of random variables are also covered. Statistical Inference: Point estimat...

This is the summary of the book written by Mark Tushnet about the process of constitution making and the characteristics of comparative constitutional law.