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Dr. Marina Resta
Assistant Professor (It. Ricercatore)
Ph.D. University Genova, Italy
DIEM, sezione di Matematica Finanziaria,
via Vivaldi5, 16126, Genova, Italy
[email protected]
www.economia.unige.it/diem
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Marina Resta�s research interests focus on time series
analysis and soft computing techniques applied to the study of
financial and energy markets. She has researched topics such as
predicting stock returns using neural networks and business cycle
variables, understanding financial market anomalies,
investing in equity mutual funds, autocorrelations in stock
returns, and stock return volatility. More recently she focused on
topics related to the investigation of the actuarial side of the
International Accounting Standards (IAS), and to the analysis of
the behaviour of power markets.
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