1. Department of Engineering University of Perugia VIa G. Duranti 93 Perugia Umbria 06125 Italy
2. University of Rome ‘Tor Vergata’ Via Cracovia 50 Rome 00133 Italy
3. Department of Data Science and Analytics BI Norwegian Business School and Free University of Bozen‐Bolzano Nydalsveien 37 Oslo 0484 Norway
4. Laboratoire de Finance et assurance ENSAE—École nationale de la Statistique et de l'Administration Économique ‐ Institut Polytechnique de Paris, CREST, Institut Louis Bachelier and CREATES 5 Avenue Henry Le Chatelier Palaiseau cedex 91764 France