Roberto Baviera

Roberto Baviera is associate professor in Financial Engineering at Politecnico di Milano; his main research interests are in the Fixed Income and Commodity markets. After a PhD thesis (in Physics) titled "Information in Finance" he has been researcher at HEC (Paris) at the Département Finance for two years and then trader in interest rates derivatives at major Italian investment banks for 8 years. Then, for more than 4 years, he has been specialist consultant on complex financial risks for leading banking institutions and insurance companies in Europe.

Articles by Roberto Baviera

Original research

Neural network middle-term probabilistic forecasting of daily power consumption

The authors propose a new modeling approach that incorporates trend, seasonality and weather conditions as explicative variables in a shallow neural network with an autoregressive feature.

02 Mar 2021