Carlo Lucheroni

Carlo Lucheroni has a degree in Theoretical Physics and a PhD in Nonlinear and Complex Systems. He is assistant professor at University of Camerino, where he teaches courses on Mathematical Finance and on Stochastic and Dynamic Optimization in Finance and Economics. In the last years has been doing research on dynamic models and econometrics of electricity prices, developing and estimating nonlinear stochastic continuous-time and discrete-time systems of equations to model jointly spikes and other mean reversions, typical of electricity prices. He is currently working on risk measures applied to the choice of optimal energy investment portfolios, and on machine learning techiques to model  atmospehric phenomena linked to renewable energy production. He is also interested in Monetary Economics.