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Luca Mertens, Alberto Ciacci, Fabrizio Lillo and Giulia Livieri 2018
Frederic Bucci, Iacopo Mastromatteo, Zoltan Eisler, Fabrizio Lillo, Jean-Philippe Bouchaud and Charles‐Albert Lehalle 2018
Piero Mazzarisi, Fabrizio Lillo and Stefano Marmi 2018
HT User Info
CADS External Collaborator
- Full Professor in Mathematical Methods for Economics, Finance, and Actuarial Sciences (SECS-S/06) at the University of Bologna, Italy (from June 1, 2017)
- From 1 June 2017 contract professor at the Scuola Normale Superiore di Pisa
- From November 1, 2017 External Collaborator of the Italian Institute of Technology for the organization of the Center for Analysis, Decisions, and Society at the Human Technopole, Milano
- National scientic qualication to function as Associate professor in Italian Universities in the sector 02/B3 Fisica Applicata (Applied Physics), December 27, 2013
- PhD in Physics at Palermo University (1999). PhD thesis on \Fundamental aspects of interferometry with one and two photons"
- Degree in Physics (110/110 Cum Laude) at Palermo University (1994). Thesis: \Internal coherence and quantum visibility"
- From 1 Nov 1998 to 31 Jan 1999 research fellowship from the Comitato Regionale di Ricerche Nucleari e di Struttura della Materia (CRRNSM) for a reasearch project about "Sum rules in interferometry and Majorana representation"
- From 1 Apr 1999 to 4 Feb 2001 INFM two-year Post-Doc fellowship for research on the project: "Modeling of financial dynamics with advanced techniques of statistical mechanics". Tutor: Prof. R. N. Mantegna
- From 5 Feb 2001 to 4 Feb 2003 INFM Research Associate for research on the project: \Statistical modeling of non-coding DNA" at the INFM unit of Palermo
- From 17 Feb 2003 to 17 Dec 2003 Postdoctoral Fellow at the Santa Fe Institute, Santa Fe NM, USA
- From 5 Jan 2004 to 31 October 2014, Assistant Professor of Physics (Ricercatore) at the Palermo University
- From 1 Jul 2005 to 16 March 2009, External Faculty Member at the Santa Fe Institute (USA)
- From 17 March 2009 to 16 March 2012, Professor at the Santa Fe Institute (USA)
- From 1 January 2011 to 31 December 2013 full time Junior Research Professor in Mathematical Finance at the Scuola Normale Superiore di Pisa, Italy
- From 1 Nov 2014 to 31 May 2017 Associate Professor in Mathematical Finance (SECS-S/06) at the Scuola Normale Superiore, Pisa (Italy) and Leader of the group in Quantitative Finance at the Scuola Normale Superiore di Pisa