INSANA Alessandra

I) Personal information
-E-mail: alessandrainsana@gmail.com
-Current occupation: Postdoctoral Researcher at University of Messina

II) Education within the Ph.D.
-Dissertation title: Beta Estimation on Different Trading Periods
-Tutor (and eventual co-tutor): Prof. Edoardo Otranto, Prof. Walter Distaso (co-tutor)
-Participation in courses/summer or winter school:
           July 2016 School of Scientific calculus with Matlab (SCSM). University of Palermo
                            Module 1: MATLAB e Simulink for scientific calculus
                            Module 2: Tools and techniques for parallel computing, program learning and big data analysis.

           July 2016 SIdE Summer School of Econometrics. Società Italiana di Econometria (SIdE)
                            Big Data Econometrics and Machine Learning

-Area (whether Economic, Business or Statistics): Statistics
 
III) Other information
-Research interests: Finance, Market risk dynamics, Capital Asset Pricing Model, Beta estimation models.
-Publications:
          Alessandra Insana. “The Dynamics of Daily, Intraday and Overnight Betas”, 2020. SSRN: https://ssrn.com/abstract=3686528 ,

          R. Fazio, A. Insana, and A. Jannelli. "Front fixing finite difference schemes for American put options model." 
          INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM 2015). Vol. 1738. No. 1. AIP Publishing, 2016.

-Presentation of papers at conferences or congress:
         13th International Conference on Computational and Financial Econometrics (CFE 2019)
         Senate House, University of London. 14-16 December 2019, London, UK  http://www.cfenetwork.org/CFE2019/index.php
         Talk: A. Insana “Daily, intraday and overnight beta”

 
        4th Conference of the International Society for Nonparametric Statistics (ISPNS) - June 11-15 2018, Salerno http://www.isnps2018.it
        Talk: W. Distaso, A. Insana “INTRADAY VS OVERNIGHT BETAS” 
 
 (October 2016 - March 2017) Post Graduate Diploma in Mathematical Finance - Alma Mater Studiorum, University of Bologna - Department of Mathematics

(June 2015 - September 2015) Post Graduate Scholarship University of Messina - Department of Economics
Research on mathematical models and numerical methods for American Options pricing

(March 2014 - January 2015) Post Graduate Diploma and Internship - Euro-Mediterranean Center on Climate Change (CMCC), Lecce
Operational Oceanography and Information Technology on Maritime Safety
Stage activities: Research on shortest path algorithms; Market analysis on ship routing software