Roberto is Full Professor of Mathematical Finance at the Department of Economics of the University of Verona. Previously, he was Associate Professor and Assistant Professor of Mathematical Finance at the Department of Economics and Statistics at the University of Siena. He has been visiting scholar at the Carey Business School at the Johns Hopkins University of Baltimore, Fernand Braudel Fellow at the European University Institute in Florence, and Visiting Professor at IMT, Lucca. He holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, Italy, and a Degree in Physics at the University of Pisa. His research focuses on financial mathematics, financial econometrics and finance, and specifically on asset pricing, volatility modeling and forecasting, nonparametric statistics. He published more than 50 research papers on finance, economics, econometrics, mathematics and physics journals.

Massimiliano is Professor of Economic Statistics at the University of Padua. He holds a PhD in Quantitative Economics at the University Ca' Foscari of Venice. His research activities focus on the development of time series methods and models and on their application in various frameworks including finance, management, business, macroeconomics, energy and official statistics. His most recent research interests are related to high frequency data analysis and modeling, systemic risk measuring and monitoring, and applications of quantile regression methods in economics, finance and management. Prof. Caporin has published more than 100 contributions appeared in conference proceedings, book chapters and scientific journals including the Journal of Econometrics, the Journal of Financial Economics, the Journal of Financial Econometrics, Econometric Reviews, the Journal of Banking and Finance, the Journal of Empirical Finance, Computational Statistics and Data Analysis, the Journal of Economic Surveys, and Energy Economics.

Loriana is Full Professor of Economics at the Ca’ Foscari University of Venice as well as head of the Financial Market department and coordinator of Gender Equality at the Leibniz Institute for Financial Research SAFE. She is also Research Affiliate at MIT Sloan. She graduated from the London Business School with a doctorate in Finance. Her research interests are on risk measurement and management, hedge funds, market microstructure, financial institutions, systemic risk, sovereign risk and financial crisis. She was one of the coordinators of the European Finance Association (EFA) Doctoral Tutorial, member of the EFA Executive Committee and member of the BSI GAMMA Foundation Board. She has been involved in NBER and FDIC projects as well as EU projects (Marie Curie, FP7 and H2020), Europlace and Inquire Europe, EIEF, Bank of France projects, MIUR, DFG, and VolkswagenStiftung: Europe and Global Challenges. She was a member of the EIOPA’s Insurance and Reinsurance Stakeholder Group and is currently Co-Vice President of the Advisory Scientific Committee of the European Systemic Risk Board, member of the EU independent expert advice team in the field of Banking Union and external Expert for the EU commission on digital currency and blockchain technology.

Davide is associate professor at the Department of Economics and Finance of the University of Rome "Tor Vergata". He holds a PhD in Physics from the University of Pisa. His recent research interests are focused on realized measures of illiquidity in financial markets. He is the coordinator of the unit of Tor Vergara of the PRIN project HiDEA.

Maria Michela is Assistant Professor in Economic Statistics at Department of Economics and Management, University of Trento. She held a PhD in Economic Statistics at University “Sapienza”, Rome. Her research interests are in sampling methodologies and estimation techniques for finite populations, with particular reference to methods and algorithms for spatial data in economy, ecology and criminology. She is the author of many publications on these topics and she is referee for international journals in the field. She worked also on several national and european projects as statistic consultant, in collaboration with many Universities and research centers.

Pietro is Associate Professor of Economics at the Ca’ Foscari University of Venice. After having obtained a MSc in Theoretical Physics at the Univeristy of Milan, and a brief experience as quantitative analyst at Mediobanca, also in Milan, he moved to Amsterdam where he obtained a MSc in Economics at the Tinbergen Institute followed by a PhD in Economics at the University of Amsterdam. His thesis work asses the impact of bounded rationality and heterogeneity in benchmark economic dynamic models. Since then, he has focused on the theoretical investigation of the market selection hypothesis, stating that self-interested, well informed, rational agents are the only who shape aggregate economic outcomes, proving that the latter holds only in specific environments. This work has been financed by a Marie Curie fellowship that allowed him to spend two year at Cornell University and has been published in leading field journals such as Journal of Economic Theory, Theoretical Economics, Economic Theory, Journal of Economics Dynamic and Control. His current research interests include evolutionary finance, asset pricing, technical trading strategies, financial regulation, financial intermediation, model misspecification, beliefs heterogeneity, dynamics of culture and norms.

Annalisa is Assistant Professor in Mathematics at the Department of Economics and Finance, University of Rome Tor Vergata, Italy. Her research activity comprises contract theory, portfolio management, random probability, market microstructure and agent based modelling. Several results of her research have been presented in international conferences and workshops. She is (co-)author of book chapters and papers published on peer reviewed international journals, including European Journal of Finance, Journal of Interaction and Coordination, Operation Research Letters, Decision in Economics and Finance, Knowledge and Information System and Electronic Journal of Statistics.

Maria is a Post-Doctoral Fellow at the Department of Economics of University of Verona (Italy). Maria completed her Ph.D. at University of Padova (Italy) in 2019, under the supervision of Professor Tiziano Vargiolu . During her Ph.D. experience, she has been a Visiting Research Scholar (in 2017-2018) at the Mathematical Institute , University of Oxford (UK). From November 2020, she is Post-Doctoral Fellow at CREST, Paris.

Mariangela is Assistant Professor in Economic Statistics at the University of Padova, Dept. of Statistical Sciences. She earned her PhD in Economics and Management from the University of Padova in 2008. Her current research interests include diffusion modeling with a combination of techniques and methodologies, such as spatio-temporal models based on systems of differential equations, network models, and complex systems analysis, with Applications ranging from the spread of new epidemics to the massive adoption of new technologies and products, from the fast diffusion of news to the wide acceptance of new trends and social norms.

Stefano is professor of Mathematical Finance at the Department of Economics and Finance of the University of Rome "Tor Vergata". He holds a PhD in Applied Mathematics from Cornell University. He worked on several issues related to hedging and pricing of financial derivatives. His more recent research interests are focused on optimal portfolio strategies under partial information.

Marcella is Associate Professor in Economics and Finance at Ca’ Foscari University in Venice. She holds a PhD in Economics and the Certification of Doctoral Europaeus (European Quantitative Doctorate) University of Venice Ca’ Foscari, Advanced School of Economics (Italy) in collaboration with Venice International University, and part of the Quantitative Economics Doctorate (Q.E.D.). Her fields of research are systemic real and financial risks, macro models, government policy for financial markets, banking in general equilibrium, competition and financial stability, liquidity and interbank markets. She was visiting the ECB (European Central Bank) in Frankfurt Am Main where she worked on banks competition and financial stability. She had a Senior Fellowship to the Ente Einaudi for the research project “bank competition and financial stability” financed by ABI-Bank of Italy. She was also a visiting scholar to the “Early macro and systemic risk warning” of the IMF (International Monetary Fund) in Washington DC from 2009 to 2014. Recently she has become an expert reviewer for the Luxembourg National Research Fund), she was a Jean Monet fellow at the European University Institute in Firenze and she visited the Oxford center for Complex Economics to study ho to develop a model that links financial and social studies. She published in the NBER volume and in the IMF working papers series, she has publications in international journals such as Annals of Finance, Review of Financial Studies and the Journal of Applied Econometrics.

Francesco holds a Masters' Degree in Economics and Finance at the Ca' Foscari University of Venice, which he completed in 2020. During the Masters' courses he has been an exchange student at the University of Zürich (2020, Spring Semester). From October 2020 he is a post-doc at Ca' Foscari University (sponsored by HiDEA).

Francesco holds a PhD in Economics and Management from the University of Padova and is Research Fellow at the University of Padova (dept. of Statistical Sciences, sponsored by HiDEA). He was previously Research Assistant at the SAFE Research Center (Goethe University, Frankfurt) and the Imperial College London Business School. Francesco worked in the banking sector before starting his PhD. His research interests are: financial econometrics, news impact on asset price dynamics, price jumps, market microstructure, sentiment analysis, trading strategies, machine learning and big data.

Francesca received her Ph.D. from the London School of Economics in 2011. Her main field of research is econometric theory, and in particular she works on inference techniques for spatial data. After working for five years at the University of Southampton as an Assistant Professor, she joined the University of Verona in September 2016 under the scheme Rita Levi Montalcini.

Paolo Santucci de Magistris is Associate Professor of Econometrics at the Department of Economics and Finance of LUISS (Rome) since February 2018. Previously, he has been Associate Professor at the Department of Economics and Business Economics of Aarhus University (Denmark). He is research fellow at the Center for Research in Econometric Analysis of Time Series, CREATES. Paolo Santucci de Magistris obtained his Phd at the University of Pavia in February 2010. During his PhD, he has visited CREATES from September 2008 to April 2009. Subsequently, he was post doctoral research fellow at the Department of Economics of the University of Padova from April 2010 to March 2011, and in April 2011 he joined CREATES as Post Doc researcher fully financed by a FSE fellowship. From April 2013 to April 2016 he was Assistant Professor at the Department of Economics and Management Economics of Aarhus University. The main research fields are Time Series and Financial Econometrics, with a focus on the statistical treatment of univariate and multivariate fractionally integrated processes (potentially subject to parameter instability), and on the modeling of high-frequency prices for the analysis of realized measures of volatility and VIX.