Training and Research

PhD Programme Courses/classes

Mathematical Statistics

Credits: 5

Language: English

Teacher:  Catia Scricciolo

Microeconomics 1

Credits: 7.5

Language: English

Teacher:  Simona Fiore, Claudio Zoli, Martina Menon

Continuous Time Econometrics

Credits: 5

Language: English

Teacher:  Cecilia Mancini

Probability

Credits: 7.5

Language: English

Teacher:  Marco Minozzo

Macroeconomics I

Credits: 7.5

Language: English

Teacher:  Tamara Fioroni, Alessia Campolmi

Game Theory

Credits: 5

Language: English

Teacher:  Francesco De Sinopoli

Mathematics

Credits: 4.5

Language: English

Teacher:  Andrea Mazzon, Jonathan Yick Yeung Tam

Advice to Young Economists

Credits: 4

Language: English

Teacher:  Marco Piovesan

Stochastic Optimization and Control

Credits: 5

Language: English

Teacher:  Athena Picarelli

Financial Time Series

Credits: 5

Language: English

Teacher:  Giuseppe Buccheri, Francesca Rossi

Mean Field Games (part I)

Credits: 2.5

Language: English

Teacher:  Luciano Campi

Job Market Orientation

Credits: 1

Language: English

Teacher:  Joan Madia, Simone Quercia

Discretization of Processes

Credits: 4.5

Language: English

Teacher:  Jean Jacod

Topics in applied economics with administrative data

Credits: 1

Language: English

Teacher:  Edoardo Di Porto

Multivariate Analysis with Latent Variables: The SEM Approach

Credits: 3

Language: English

Teacher:  Albert Satorra

Finanza Matematica

Credits: 5

Language: English

Teacher:  Alessandro Gnoatto

Political Economy

Credits: 4

Language: English

Teacher:  Emanuele Bracco, Roberto Ricciuti

Finite Mixture Models in Health Economics: Theory and Applications

Credits: 1

Language: English

Teacher:  Paolo Li Donni

Inequality

Credits: 4

Language: English

Teacher:  Francesco Andreoli, Claudio Zoli

Behavioral and Experimental Economics

Credits: 4

Language: English

Teacher:  Simone Quercia, Maria Vittoria Levati, Marco Piovesan

Health Economics

Credits: 4

Language: English

Teacher:  Paolo Pertile

Development economics

Credits: 4

Language: English

Teacher:  Federico Perali

Finance

Credits: 4

Language: English

Teacher:  Giorgio Vocalelli

Mean Field Games (part II)

Credits: 2.5

Language: English

Teacher:  Giulia Liveri

Stochastic Processes in Finance

Credits: 5

Language: English

Teacher:  Sara Svaluto-Ferro, Christa Cuchiero

Dynamic Corporate Finance

Credits: 2

Language: Englìsh

Academic staff

Andrea Mazzon , Jonathan Yick Yeung Tam

Credits

4.5

Language

English

Class attendance

Free Choice

Location

VERONA

Learning objectives

This course is intended to review some concepts of linear algebra and calculus for several variables
and develop the most important topics on unconstrained and constrained optimization.

Prerequisites and basic notions

You are expected to be familiar with standard calculus in one variable

Program

Linear algebra: matrix algebra, determinants, rank, quadratic forms, sign of a quadratic form and
definite matrices.
Calculus: functions of several variables, level sets, differential calculus for functions of several
variables, convex functions.
Unconstrained optimization: first order optimality conditions, second order optimality conditions.
Constrained Optimization: the Weierstrass Theorem. Constrained optimization with equality
constraints, Lagrange theorem. Lagrangian function and optimality conditions. Constrained
optimization with inequality constraints, Kuhn-Tucker theorem. Convex problems.

Bibliography

Visualizza la bibliografia con Leganto, strumento che il Sistema Bibliotecario mette a disposizione per recuperare i testi in programma d'esame in modo semplice e innovativo.

Didactic methods

Lesson and execises in class

Learning assessment procedures

Written exam.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Assessment

The ability to solve the exercises, the knowledge of the basic definitions and the important theorems, the critical attitude will be considered fundamental

Criteria for the composition of the final grade

Global evaluation on the knowledge of the different topics presented during the course

Scheduled Lessons

When Classroom Teacher topics
Friday 20 October 2023
10:00 - 13:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon Mathematics
Friday 27 October 2023
10:00 - 13:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon Mathematics
Tuesday 31 October 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon Mathematics
Friday 03 November 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon Mathematics
Wednesday 08 November 2023
09:00 - 12:00
Duration: 2:50 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon Mathematics
Wednesday 15 November 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon
Jonathan Yick Yeung Tam
Mathematics
Mathematics
Friday 17 November 2023
14:00 - 17:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon
Jonathan Yick Yeung Tam
Mathematics
Mathematics
Friday 24 November 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon
Jonathan Yick Yeung Tam
Mathematics
Mathematics
Wednesday 29 November 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon
Jonathan Yick Yeung Tam
Mathematics
Mathematics
Monday 04 December 2023
09:00 - 12:00
Duration: 3:00 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon
Jonathan Yick Yeung Tam
Mathematics
Mathematics
Tuesday 09 January 2024
10:00 - 13:00
Duration: 12:10 AM
Polo Santa Marta - SMT.07 [SMT.7 - terra] Andrea Mazzon EXAM: Mathematics