جست‌وجوی استاد و پژوهشگر

Claudia Ceciمشاهده پروفایل

استاد

• Stochastic models
• Economics
• Finance
• +۷ مورد دیگر

Claudia Ceci is a Full Professor at the Department of Methods and Models for Economy, Territory, and Finance (MEMOTEF) at Sapienza University of Rome. Her academic work focuses on stochastic models in economics, finance, and insurance, with a particular emphasis on optimal stochastic control, filtering, asset pricing, credit risk, and self-protection strategies. Coordinates internationalization initiatives within MEMOTEF Leads the Rome Sapienza unit in the 2022 PRIN project "Stochastic control and games and the role of information" Manages the 2023 Grande Sapienza project "Stochastic Optimization Problems in Insurance, Finance and Economics" Member of the UMI-PRISMA group (Probability in Statistics, Mathematics, and Applications) Featured in the "100 Esperte STEM" initiative (Mathematics category) Her research explores risk management, counterparty credit risk, and reinsurance optimization under partial observation. She has contributed extensively to journals in quantitative finance, insurance mathematics, and stochastic control. Recent projects analyze climate-related financial risks and reinsurance strategies under contagion models. Claudia teaches foundational mathematics and risk management courses across multiple campuses. Exam procedures for her mathematics course involve computerized written tests with mandatory oral components under specific conditions, reflecting her analytical approach to assessment.

• Actuarial Science
• Life Insurance
• Pension Funds
• +۶ مورد دیگر

Annamaria Olivieri is a Professor of Actuarial Science at the Department of Economics and Business , School of Business , University of Parma , Italy. Her research focuses on actuarial mathematics for life insurance and pension funds , particularly in longevity risk valuation, solvency requirements, and risk-sharing frameworks. She has held visiting positions at the School of Actuarial Studies and CEPAR , University of New South Wales , and contributed to institutional teaching and PhD programs in Italy. Her work appears in leading journals such as Insurance: Mathematics & Economics and ASTIN Bulletin . Degree in Business Economics, University of Parma Degree in Statistics and Actuarial Science, University of Florence PhD in Mathematics for Financial Markets, University of Brescia Her research spans stochastic mortality modeling , capital allocation for life annuities, and multistate models for insurance valuation. Recent publications explore longevity-linked annuities , time-restricted annuity benefits , and mortality shock risk . As an Associate Editor of the European Actuarial Journal , she contributes to advancing actuarial research. Scientific Awards: Bob Alting von Gesau Prize 2010 (with Ermanno Pitacco) for longevity risk research She has participated in Italian MUR-funded projects and served on PhD scientific committees at the University of Udine , University of Parma , and University of Trieste . Her editorial and refereeing roles include ASTIN Bulletin , Insurance: Mathematics & Economics , and Journal of Risk and Insurance .

Marco Pirraمشاهده پروفایل

پژوهشگر

• Actuarial Science
• Risk Management
• Insurance
• +۲ مورد دیگر

Marco Pirra is a Researcher in the Department of Economics, Statistics and Finance at the University of Calabria, Italy. He holds a position in the academic rank of Researcher and is actively involved in teaching and research within the Finance and Insurance master's program. His contact information includes the email marco.pirra@unical.it and phone number 0984/492436. Marco Pirra's primary research areas encompass: Actuarial Science, with focus on insurance reserving, Solvency II, and technical provisions Risk Management in insurance, including cyber risk, agricultural risk, and long-term care insurance Stochastic modeling for mortality, disability, and financial markets Application of econometric and statistical methods to insurance and finance problems His research is characterized by the use of advanced quantitative techniques to address complex challenges in the insurance industry. Analysis of his recent publications (2020-2025) reveals a consistent focus on actuarial applications, particularly in the areas of claims reserving, Solvency II compliance, and emerging risks. He has made significant contributions to the understanding of cyber risk insurance and weather index-based insurance for agriculture. His work often involves collaboration with colleagues from the University of Calabria and other institutions. No scientific awards were mentioned in the provided text. Details about Marco Pirra's advisees and research grants were not provided in the available information. He is a member of the research group "Metodi quantitativi per l'economia, la finanza ed il management" (Quantitative Methods for Economics, Finance and Management) at the DESF department. This group conducts research using mathematical programming, econometric techniques, and statistical methods. Additionally, he is associated with the "Finance & Insurance Atelier" laboratory, which focuses on research in finance and insurance.

Alex Weissensteinerمشاهده پروفایل

استاد

• Quantitative Finance
• Financial Engineering
• Asset Allocation
• +۴ مورد دیگر

Alex Weissensteiner is a Full Professor of Quantitative Finance and Rector at the Free University of Bozen-Bolzano (unibz). He previously held academic positions at Leopold Franzens University in Innsbruck, the University of Liechtenstein, and served as Professor of Financial Engineering at the Technical University of Denmark from 2013–2015. At unibz, he held leadership roles including Director of the Bachelor's Degree in Economics and Management (2015–2020) and Pro-Rector for Studies (2020–2024) before becoming Rector in 2024. His research focuses on Life-cycle asset allocation Parameter uncertainty in financial models Scenario generation for investment decisions Asset-liability management Market microstructure dynamics Information economics in financial markets Recent publications emphasize portfolio optimization under uncertainty, option-implied risk analysis, and agricultural risk management. His work combines theoretical finance with empirical validation, often applying quantitative methods to banking, insurance, and pension systems. Scientific recognition includes EU grants for "Understanding Pensions in Europe" (2016) and "Understanding Saving in Europe" (2019) Regular contributions to leading journals like Journal of Banking & Finance and Quantitative Finance Invited presentations at major finance conferences (Jackson Hole, AFA, DGF) As Rector, he maintains active research collaborations with scholars including Mogens Steffensen (University of Copenhagen), N. Branger, T. Dangl, and L. Garlappi. He serves on the editorial board of Risks journal and has consulted for provincial education policy bodies.

• Nanomechanical sensing
• Memristive nanodevices
• Biosensors
• +۶ مورد دیگر

Carlo Ricciardi is a Full Professor in the Department of Applied Science and Technology (DISAT) at the Polytechnic University of Turin, where he serves as Coordinator of basic subjects for the 2nd year of Engineering and is a member of the Interdepartmental Center CWC - CleanWaterCenter@PoliTo. His research focuses on nanomechanical sensing and memristive nanodevices, with applications spanning biomedical engineering, environmental monitoring, and brain-inspired computing systems. His research interests center on the intersection of nanotechnology and biological systems, particularly in developing bio-inspired nanodevices for sensing applications. Ricciardi's work bridges fundamental nanoscience with practical implementations in memristive devices , nanomechanical sensors , and brain-inspired computing architectures . His research group explores how nanoscale phenomena can be harnessed for biomedical applications, environmental monitoring, and next-generation computing paradigms that mimic neural processing. The recent publications reveal a strong trend toward neuromorphic computing using nanowire networks, with significant work on self-organizing systems that exhibit brain-like computational properties. His research spans multiple disciplines including nanotechnology, materials science, electronics, and biophysics, with a particular emphasis on creating sustainable and efficient computing systems inspired by biological principles. The work often combines experimental fabrication with theoretical modeling to understand complex phenomena at the nanoscale. Young Scientist Award (European Materials Research Society, 2002) Keynote Paper Finalist, Biosensors 2010 (2010) Premio Giovedì Scienza (2012) National Scientific Qualification as Associate Professor Sector 02/B1 (MIUR, 2013) National Scientific Qualification - Second Band - Sector 02/B3 (MIUR, 2013) Ricciardi actively mentors doctoral students and serves on multiple PhD program committees across Physics and Engineering disciplines. He has secured substantial research funding through competitive national and international projects including the EU-funded GreenChips-EDU (2023-2027), NEURONE (2023-2025), and MEMQuD (2021-2024) projects. His collaborations span academia and industry, with partnerships including the University of California Berkeley and various European research institutions. As Principal Investigator of the NaMeS research group, Ricciardi leads investigations into two interconnected research domains: nanomechanical sensing and memristive nanodevices. The group operates specialized laboratories including the CHILAB Laboratory in Chivasso and the Nanoscience Vibrometric Lab, focusing on developing innovative sensor technologies and neuromorphic computing architectures that draw inspiration from biological systems.

SALVATORE NISTICOمشاهده پروفایل

استاد

• Dynamic Stochastic General Equilibrium (DSGE) Models
• Monetary Policy
• Fiscal Policy
• +۴ مورد دیگر

Salvatore Nistico is a Full Professor in the Department of Social and Economic Sciences at Sapienza University of Rome and Vice-Dean of the Faculty of Political Sciences, Sociology, and Communication since 2024. He holds a Ph.D. in Economics from the University of Rome Tor Vergata (2004) and a BA with Summa cum Laude from LUISS Guido Carli (1998). Education: Ph.D. Economics, University of Rome Tor Vergata (2004) BA Economics, LUISS Guido Carli (1998) His research focuses on Dynamic Stochastic General Equilibrium (DSGE) Models for monetary and fiscal policy analysis, central banking, open-economy macroeconomics, and international finance. He has contributed to understanding unconventional monetary policies, asset bubbles, and exchange rate dynamics through advanced modeling. Recent work includes peer-reviewed publications in top journals like the Journal of Monetary Economics and European Economic Review , alongside working papers on topics such as helicopter money and idiosyncratic risk. His scientific awards include: PRIN 2020 Scientific Coordinator ERC Consolidator Grant (2014) Sapienza Ricerca Award for Excellence (2011) ERC Starting Grant (2009) He has held visiting positions at the University of Melbourne, CREI (Barcelona), Drexel University, Northwestern University, NYU, and others. His grants include PRIN projects (2010–2025) and Sapienza Research Grants (2013–2014). Nistico has also organized macroeconomic workshops and served on advisory boards for institutions like EURISPES and the Raffaele D'Addario Foundation. His teaching portfolio spans Advanced Macroeconomics, Monetary Policy, and International Finance at Sapienza and EDHEC Business School. He is an Associate Editor for Economia Italiana and Economic Notes , and has reviewed for major journals including the American Economic Review and Journal of Political Economy .

• Securities Markets
• Corporate Finance
• Financial Intermediaries
• +۵ مورد دیگر

Dr. Manuela Geranio is a Full Professor of Finance at the Department of Management, University of Bergamo , where she serves as Director of the Master of Science in Management, Innovation and Finance . She also holds an Adjunct Professor role at Bocconi University . Her professional affiliations include board membership at Banca di Asti , the Euribor Oversight Committee , and the ESMA Financial Stability Working Group . PhD in Business Administration (Finance) and CEMS MIM from Bocconi University Research focuses on securities markets , IPOs , financial technology , home bias in international investments , and exchange industry evolution Her 10 most recent publications (2010-2022) span topics from AI in market infrastructures to historical financial systems , with methodological expertise in stochastic frontier analysis and GARCH modeling . She teaches Asset Management , Risk Management , and Private Banking courses.

• Macroeconometrics
• Time Series Econometrics
• Forecasting
• +۳ مورد دیگر

Giovanni Angelini is an Associate Professor in the Department of Economic Sciences at the University of Bologna. His research focuses on macroeconometrics, time series analysis, forecasting methodologies, and quantitative sport economics. He holds a permanent position and is affiliated with the Department of Economic Sciences, contributing to both academic research and teaching in economics. Research interests include advanced econometric techniques for analyzing macroeconomic trends, climate change impacts on public perception, and applications of stochastic models to tourism and sports economics. Notable recent work explores price competition dynamics in tourism, extreme event forecasting using Poisson autoregressions, and the identification of structural economic shocks via proxy-SVAR approaches. His publications span topics like DSGE model validation, uncertainty spillovers in the Euro area, and forecasting methodologies in cryptocurrency markets. He is actively engaged in methodological advancements in structural vector autoregressions and bootstrap testing for macroeconomic models.

Guido Ascariمشاهده پروفایل

استاد

• Monetary Economics
• DSGE Models
• Monetary and Fiscal Policy Interaction
• +۶ مورد دیگر

Guido Ascari is a Professor of Economics at the University of Pavia and Economic Advisor & Head of Monetary Policy Research at De Nederlandsche Bank (DNB). Previously, he held a professorship at the University of Oxford (2014–2021). His research focuses on monetary economics, DSGE models, fiscal-monetary policy interactions, inflation dynamics, and expectations-driven fluctuations. He has published in top journals like the American Economic Review and Journal of Monetary Economics. Key research interests include the effects of government spending via tax foresight, fiscal policy’s role in Euro-area inflation, and the macroeconomic implications of inflation expectations. Recent work addresses green transition inequality and global supply chain pressures. Recent presentations include keynote roles at the 2024 Joint Workshop in Macroeconomics (Adelaide) and the Australasian Macroeconomic Society (Perth). Upcoming events include a seminar at the University of Ottawa’s Marleau Lecture Series (March 2025) on government spending and fiscal foresight. No explicit scientific awards are listed, but his extensive publication record reflects recognition in the field. He advises doctoral students through his academic role but no specific names are provided. Labs/teams: Affiliated with the University of Pavia’s Department of Economics and BDN’s Monetary Policy Research division. Active in CEPR’s Discussion Paper series and VoxEU columns.

Maria Giuseppina Brunoمشاهده پروفایل

دانشیار

• Financial and Actuarial Mathematics
• Quantitative Methods for Economics, Finance and Insurance
• Valuation of Derivative Financial Instruments
• +۷ مورد دیگر

Maria Giuseppina Bruno is an Associate Professor in the Department of Methods and Models for Economy, Territory, and Finance (MEMOTEF) at Sapienza University of Rome's Faculty of Economics. She has been serving in this capacity since December 29, 2003, specializing in the scientific disciplinary sector STAT-04/A (Mathematical Methods of Economics and Actuarial and Financial Sciences). Her institutional email is Giuseppina.Bruno@uniroma1.it and she maintains office hours at room 149 on the first floor, wing B of the MEMOTEF Department. Her academic background includes a PhD in 'Mathematics for Financial Market Analysis' from the University of Brescia (1995), where she defended her thesis 'Memory functions as a tool for evaluating American options,' and a first-class honors degree in Economics and Commerce from LUISS University of Rome (1990) with thesis 'Valuation of convertible bonds. An interpretation using physics models.' Professor Bruno's research spans financial and actuarial mathematics, quantitative methods for economics and finance, derivative instrument valuation, risk management models, stochastic processes, and computational methods. Her work demonstrates strong interdisciplinary connections between mathematics, finance, insurance, and even physics through her interest in econophysics and applications of physical models to financial problems. Her recent publications show a consistent focus on innovative insurance products, risk modeling, and financial engineering. From Tailor-made CDOs (2024) to Pay-as-you-drive insurance models (2023) and specialized insurance products like ALEA and MICROTAKAFUL (2021), her research addresses contemporary challenges in risk transfer mechanisms and insurance market dynamics. Her work on long-term care annuities (2020) and option pricing with stochastic volatility (2019) demonstrates expertise in both theoretical and practical aspects of financial mathematics. As a respected academic, she serves as Managing Editor of Annali MEMOTEF and referees for prestigious journals including Insurance: Mathematics and Economics. She has been actively involved in professional organizations including AMASES, AAI, and Istituto Italiano degli Attuari. Professor Bruno currently teaches Actuarial Mathematics for Private Insurance (Master's Degree in Finance and Insurance) and Basic Mathematics course (Bachelor's Degree in Economics and Finance). She has extensive experience in curriculum development, serving as reference teacher for the Master's Degree Course FINASS and as tutor for the Bachelor's Degree in Economics and Finance. Her institutional service includes membership on various committees related to quality assurance, publications, and doctoral programs. Her professional activities extend beyond academia, with participation in Bank of Italy examination boards (2016, 2019, 2023) and previous teaching roles for financial professionals at INPDAP and Banca di Roma. Her technical expertise includes programming in C++, VBA, and Python, which supports her computational research in financial mathematics.

Emilio Russoمشاهده پروفایل

استاد

• Mathematical Finance
• Actuarial Mathematics
• Option Pricing Theory
• +۳ مورد دیگر

Emilio Russo is a Full Professor in the Department of Economics, Statistics and Finance at the University of Calabria, Italy, where he has maintained continuous academic appointments since 2003. His career progression includes teaching assistant positions (2003-2007), Researcher (2007-2015), Associate Professor (2015-2024), and Full Professor (2024-present), with consistent teaching responsibilities in Financial Mathematics and Mathematical Methods for Economics across undergraduate and graduate programs in Economics, Business Administration, and Mathematics. He holds a Degree in Statistics and Actuarial Science (cum laude, 2003) from the University of Calabria, an MPhil from Brunel University (2005), and a PhD in Computational Methods for Economic and Financial Forecasts and Decisions from the University of Bergamo (2006). His research focuses on mathematical finance and actuarial mathematics, particularly option pricing theory, interest rate models, regime-switching frameworks, and insurance policy valuation under stochastic environments. Analysis of his recent publications reveals a dominant trend in developing lattice-based numerical methods for pricing complex financial derivatives and insurance products under multiple risk factors, including fractional Brownian motion, stochastic volatility, and regime-switching dynamics. His work frequently addresses path-dependent features in variable annuities, surrender options, and the impact of exogenous factors on policyholder behavior, with strong emphasis on computational efficiency and model flexibility. Professor Russo serves as Principal Investigator for the PRIN 2022 project "Building resilience to emerging risks in financial and insurance markets" and Task Leader for PNRR 2022's "Age-It" project (Spoke 6, Work Package 5). He actively contributes to academic discourse as a reviewer for Quantitative Finance, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal, and other leading publications. He is a core member of the University of Calabria's research group "Metodi quantitativi per l'economia, la finanza ed il management," which specializes in quantitative decision-making models for finance, actuarial science, industrial economics, and logistics using mathematical programming, econometric techniques, and statistical methods.

• Microeconometrics
• Financial Econometrics
• Semi- and Non-parametric Statistics
• +۳ مورد دیگر

Antonio Cosma is a faculty member at the Department of Business Sciences, University of Bergamo. He holds a Doctorate in Economics and a Master’s in Financial Economics from Université catholique de Louvain. His research focuses on microeconometrics, financial econometrics, and semi/non-parametric statistical methods. Doctorate: Economics, Université catholique de Louvain Master’s: Financial Economics, Université catholique de Louvain His work analyzes conditional moment restrictions, tail dependence in global markets, and wavelet-based estimation techniques. Publications appear in journals like Journal of Financial and Quantitative Analysis and Bernoulli , with a focus on computational finance and statistical modeling for economic data. Recent articles investigate stochastic volatility in American options, stratification effects in econometric inference, and diversification risks in hedge fund markets. He teaches Elementi di Matematica and Strumenti per la Misurazione del Rischio at the University of Bergamo.

Chiara Guardasoniمشاهده پروفایل

دانشیار

• Numerical Analysis
• Computational Mathematics
• Wave Propagation
• +۲ مورد دیگر

Chiara Guardasoni is an Associate Professor at the Department of Mathematical, Physical and Computer Sciences of the University of Parma . She holds a full-time position in the scientific disciplinary sector MAT/08 (Numerical Analysis) and has been actively involved in teaching, research, and academic organization since 2010. Current Teachings: Numerical Methods for Differential and Integral Equations, Computational Finance, Numerical Calculus Past Positions: Full Professor (2018), Type B Researcher (2013-2017), Research Grants (2010-2013) Research Interests focus on: Numerical solutions of hyperbolic equations for transient wave propagation (energy formulations, BEM/FEM coupling, fast solvers) Numerical methods in quantitative finance and extended kinetic theory Her scientific awards include: INDAM-SIMAI 2010 award for best doctoral theses in Applied Mathematics FFABR grant (2017) for basic research funding Dr. Guardasoni collaborates with the GNCS-INdAM and has served on organizing committees for conferences such as SIMAI 2020 and the Boundary Integral Equation Workshops at the University of Parma. Contact: chiara.guardasoni@unipr.it

• Econometrics
• Time Series Analysis
• Bootstrap Inference
• +۳ مورد دیگر

Iliyan Georgiev is an Associate Professor of Econometrics at the Faculty of Economics, University of Bologna, since 2018. Previously, he held roles at Nova School of Business and Economics (2011–2015) and the Agency for Economic Analysis and Forecasting in Sofia (1995–1998). He obtained a PhD in Economics from the European University Institute (2004), and degrees in Mathematics and International Economic Relations from Sofia University and Karl Marx Institute of Economics. His research focuses on econometric theory, time series analysis, bootstrap inference, and spurious correlations. He teaches Econometrics and Mathematics, including differential calculus and stochastic calculus. Georgiev’s work emphasizes robust statistical methods for non-stationary processes and rare events, with applications in financial and economic forecasting. His recent publications explore predictive regression, canonical correlation analysis, and unit root testing under heavy-tailed distributions. He has contributed to methodologies addressing parameter instability and spurious correlations in time series data. No explicit scientific awards are listed, but he achieved National Scientific Qualification for Full Professor in Econometrics (MIUR, 2018). No grants or lab affiliations are mentioned in the provided texts.

• Financial Risk Management
• Quantitative Finance
• Econometrics
• +۴ مورد دیگر

Arturo Leccadito serves as Associate Professor in the Department of Economics, Statistics and Finance (DESF) at the University of Calabria, where he has held academic positions since 2009. His current role builds on prior experience as Assistant Professor (2009-2018) and multiple visiting appointments at Cass Business School in London. As Course Director for the Master Programme in Finance and Insurance (2020-2023), he oversees advanced financial education while maintaining active research and teaching responsibilities in Financial Econometrics and Risk Management courses. Ph.D. in Computational Methods for Financial and Economic Forecasting (University of Bergamo, 2008) Marie Curie Fellow at Cass Business School (2005) Degree in Statistics and Actuarial Science (University of Calabria, 2004; 110/110 cum Laude) Leccadito's research focuses on quantitative financial modeling with specialization in risk management frameworks, commodity market dynamics, and cryptocurrency forecasting methodologies. His work integrates advanced econometric techniques with practical financial applications, particularly in covariance matrix estimation, tail risk prediction, and derivative pricing. Recent publications demonstrate increasing emphasis on sustainable finance applications including green bonds and energy markets. Analysis of his 15 most recent publications reveals strong methodological consistency in nonlinear time series modeling and extreme value theory , with expanding applications from traditional commodities to digital assets. The research portfolio shows progressive complexity from early binomial tree models to current wavelet-based geopolitical risk analysis, maintaining focus on practical risk management solutions. As member of the Metodi quantitativi per l'economia, la finanza ed il management research group, Leccadito collaborates on developing quantitative models for decision-making across finance, actuarial science, and industrial economics. His teaching portfolio spans undergraduate Probability and Financial Mathematics courses to graduate-level Financial Risk Management instruction in English.