Curriculum vitae et studiorum. PhD Applied Economics and Quantitative Methods, University of Genova, Genova, Italy. 2003

Marina Resta

Curriculum vitae et studiorum

Education

2004

• PhD Applied Economics and Quantitative Methods, University of Genova, Genova, Italy.

2003

• Fractional Brownian Days,Faculty of Mathematics, University of Helsinki, Finland.

2003

• SIAM Summer school on Probability, Seattle, WA.

2002

• Summer School on Sensitivity Analysis of Model Output (SAMO 2002), Università Ca’ Foscari, Venice, Italy.

2002

• Summer School on Risk Monitoring and Controlling, Università di Roma La Sapienza, Rome, Italy.

2001

• Summer School in Stochastics and Finance, University of Barcelona, Barcelona, Spain.

2001

• Summer School in Econometrics,CIdE (Inter University Center for Econometrics), Bertinoro, Forlì, Italy.

2000

• Winter School in Finance: Coherent Measures of Risk, Scuola Normale Supe-riore, Pisa, Italy.

Lectures from Professor Freddie Delbaen

1999

• Winter School in Finance: Modeling Extremal Events in Insurance and Fi-nance,Scuola Normale Superiore, Pisa, Italy.

Lectures from Professor Paul Embrecht

1998

• Winter School in Finance: On Esscher trasform for option pricing, Scuola Normale Superiore, Pisa, Italy.

Lectures from Professor Hans Buhlmann

1996

• Summer School of Applied Mathematics in Finance, Università Ca’ Foscari, Auronzo di Cadore (BL), Italy.

1995

Institutional duties

2015

• Member of Commissione per l’Assicurazione della qualità (AQ), CdLM in Economia e Istituzioni Finanziari, School of Social Sciences, University of Genova, Italy.

Main duties: quality control on the courses activity

2013

• Member of Commissione Paritetica di Scuola,School of Social Sciences, Uni-versity of Genova, Italy.

Main duties: quality control on the teaching activity and funds assignments

2012

• Member of Commissione per l’Assicurazione della qualità (AQ), CdLM in Amministrazione, Finanza e Controllo, School of Social Sciences, University of Genova, Italy.

Main duties: quality control on the courses activity

2011

• Erasmus Academic Referee, School of Social Sciences, University of Genova, Italy.

Main duties: managing Ingoing/Outgoing students for the Universities: Turku–Salo (Finland), Centria (Finland), Gdansk (Poland), Augsburg (Germany), Wiesbaden (Germany), Chemnitz (Germany), Bremerhaven (Germany).

2010

• Commissione per la Valutazione della Produttività Scientifica, Faculty of Economics, University of Genova, Italy.

Main duties: quality control on the research activity of the Department

2009

2013 Commissione Paritetica Di Facoltà, Faculty of Economics, University of Genova,

Italy.

Main duties: quality control on the teaching activity and funds assignments

2006

2012 Board of the Doctoral program inEconomia Applicata e Metodi Quantitativi,

School of Social Sciences, University of Genova, Italy.

Appointments

2008

• Researcher,University of Genova, Genova, Italy. Research and Teaching duties

2005

• Assistant Professor,University of Genova, Genova, Italy.

2003

2005 Research Fellow,University of Genova, Genova, Italy.

Project: Metodi di indagine quantitativa per l’analisi e gestione del rischio nel mercato elettrico.

2002

2003 Professorships,University of Cassino, Cassino, Italy.

Teaching duties: Matematica Generale V

2002

2003 Fellowships,Acquirente Unico SpA, Rome, Italy. 1998

2001 Research Fellow,University of Genova, Genova, Italy.

Agenti artificiali nella previsione dei mercati finanziari

1998

• Research Fellow,Adaptive Economics Association, New York, USA. Internship

Research Grants

2015

• Scientific Coordinator,University of Genova, Genova, Italy. Big data analytics.

2014

• PRA Group Member,University of Genova, Genova, Italy. Dashboard supporting sustainable developments in urban territories.

2013

• PRA Group Coordinator,University of Genova, Genova, Italy.

Computational and Stochastic models for the evaluation of insurance risk within the Solvency II framework

2012

• PRA Group Member,University of Genova, Genova, Italy.

Mathematical models for the management and control of financial and insurance risk.

2011

• PRA Group Member,University of Genova, Genova, Italy. Mathematical models for risk management.

2010

• PRA Group Member,University of Genova, Genova, Italy. Activity and costs analysis of an hospital emergency room.

2010

• FIRB Group Member,National Project, Italian Scientific Research Ministry. Health care: organization and management models with a focus on patients

2008

• PRA Group Member,University of Genova, Genova, Italy. Mathematical models and Risk Management

2006

• PRA Group Member,University of Genova, Genova, Italy. Mathematical models and Risk Management

2004

2005 PRA Group Member,University of Genova, Genova, Italy.

Mathematical models and energy markets

2003

• Group Coordinator,University of Genova, Genova, Italy. Mathematical models and energy markets

2002

• PRIN Group Member,National Project, Italian Scientific Research Ministry. On the emergence of markets: istitutions, behavior and collective results

2001

• Group Coordinator,University of Genova, Genova, Italy. Computational methods to model electricity markets.

2000

• Group Coordinator,University of Genova, Genova, Italy. Artificial agents in financial markets forecasting.

1999

• Group Coordinator,University of Genova, Genova, Italy. Self organized criticality in economic systems.

Teaching appointments

2015

• Metodi computazionali per la valutazione di opzioni e poste attuariali (Com-putational methods for option pricing and actuarial estimations), 1st Year Graduate Course, Department of Economics, University of Genova, Genova, Italy. CdLM in Amministrazione, Finanza e Controllo (AFC), 6 CFU

2015

• Teoria Matematica del Portafoglio Finanziario (Portfolio Theory), 1st Year Graduate Course, Department of Economics, University of Genova, Genova, Italy. CdLM in Economia e Istituzioni Finanziarie (EIF), 6 CFU

2015

• Programmazione in R (Programming in R), 1st Year Graduate Course, De-partment of Economics, University of Genova, Genova, Italy.

CdLM in Economia e Istituzioni Finanziarie (EIF), 3 CFU

2014

• Teoria Matematica del Portafoglio Finanziario (Portfolio Theory), 1st Year Graduate Course, Department of Economics, University of Genova, Genova, Italy. CdLM in Economia e Istituzioni Finanziarie (EIF), 9 CFU

2005

2013 Matematica Generale (Calculus for Undergraduates), 1st Year Course,

De-partment of Economics, University of Genova, Genova, Italy. 9 CFU

2005

2013 Matematica per l’analisi e il controllo dei processi aziendali (Applied

Math-ematics), 1st Year Graduate Course, Department of Economics, University of Genova, Genova, Italy.

CdLM in Amministrazione, Finanza e Controllo (AFC), 6 CFU

2005

2009 Matematica Generale (Calculus for Undergraduates), 1st Year Course,Polo

Universitario di Savona, University of Genova, Genova, Italy. CdL in Economia del Turismo, 9 CFU

2005

2012 Matematica Finanziaria (Financial Mathematics), 2nd Year Course, Polo

Universitario di Savona, University of Genova, Genova, Italy. CdL in Economia del Turismo, 4–5 CFU

International activity

Journals Refereeing activity

AI Communications; American Journal of Intelligent Systems; American Journal of Mathematics and Statistics; Applied Soft Computing; Computers and Mathematics with Applications; Economics Bulletin; Eurasian Economic Review; Hybrid Intelligent Systems; IEEE Computational Intelligence Magazine; IEEE Transactions on Neural Networks; Intelligent Systems in Accounting, Finance and Management; International Journal of Computer Mathematics; Journal of International Financial Markets, Institutions & Money; Journal of Systemics, Cybernetics and Informatics; KES; Manage-ment; Neurocomputing; New Mathematics and Natural Computing; Pattern Recognition Letters; Quantitative Finance; Soft Computing and Automation Journal; The Open Artificial Intelligence Journal.

Journals scientific board memberships

Applied Mathematics; American Journal of Intelligent Systems; American Journal of Mathematics and Statistics; Frontiers in Applied Mathematics and Statistics; Management; Global Research Journal on Humanities and Social Science Teachers.

Conferences scientific board memberships

ICANN 2014. The World Congress on Engineering 2013 (WCE2013). WSOM 2012, Workshop on Self Organizing Maps, Santiago del Chile, 12-14 December 2012. 16thWorldMulti-Conference on Systemics, Cybernetics and Informatics: WMSCI 2012. International Symposium On Engineering Education and Educational Technologies (EEET 2012), Orlando, Florida, USA. 10th International Conference on Computing, Communications and Control Technologies: CCCT 2012. 10th In-ternational Conference on Education and Information Systems, Technologies and Applications: EISTA 2012. The World Congress on Engineering 2012 (WCE2012) The World Congress on

Engineering 2011 (WCE2011). KES 2011, September 2011, Kaiserslautern, Germany. Workshop on Self Organizing Maps (WSOM2011), Helsinki, Finland, June 2011 International Symposium On Engineering Education and Educational Technologies (EEET 2011), Orlando, Florida, USA. 9th International Conference on Computing, Communications and Control Technologies: CCCT 2011. 15thWorldMulti-Conference on Systemics, Cybernetics and Informatics: WMSCI 2011. 9th International Conference on Education and Information Systems, Technologies and Applications: EISTA 2011. The World Congress on Engineering 2010 (WCE2010). World Congress on Engineering 2009 (WCE2009), March 2009, London 12th International Conference on Knowledge-Based and Intelligent Information & Engineering Systems:KES2008, 3, 4 and 5 September 2008, Zagreb, Croatia. ICOR 2007, International Conference on Operations Research, Hong Kong, 21-23 March, 2007. 2007 International Conference of Financial Engineering (ICFE), London, U.K., 2-4 July, 2007. Multiconference IMECS 2007, Hong Kong, 21-23 March, 2007 10th World Multi-Conference on Systemics, Cybernetics and Informatics: WMSCI 2006 CIEF 2005 Special Session on Forecasting Volatility in Financial Market, July 21-26, 2005 Salt Lake City, Utah. WSEAS Int. Conf. on Automation and Information (ICAI’04) WSEAS Int. Conf. on Engineering Education (EE’04) 6th WSEAS Int. Conf. on Mathematical Methods and Computational Techniques in Electrical Engineering (MMACTEE 2004) 3rd WSEAS Int. Conf. on Non-linear Analysis, Non-linear Sys-tems and Chaos (NOLASC 2004) 4th WSEAS Int. Conf. on Wawelet Analysis and Multirate Systems (WAMUS 2004) 2004 World Multiconference on Systemics, Cybernetics and Informatics (IWWC2004) 2003 World Multiconference on Systemics, Cybernetics and Informatics (IWWC2003) 2002 World Multiconference on Systemics, Cybernetics and Informatics (IWWC2002) 2001 World Multiconference on Systemics, Cybernetics and Informatics (IWWC2001)

Conference Chair

WSOM 2012, Workshop on Self Organizing Maps, Santiago del Chile, 12-14 December 2012. KES 2011, September 2011, Kaiserslautern, Germany International Multiconference of Engineers and Computer Scientists 2008: IMECS 2008, Hong Kong, 19-21 March, 2008 ICOR 2007, International Conference on Operations Research, Hong Kong, 21-23 March, 2007.

Conference Referee

ICANN 2014. WSOM 2012, Workshop on Self Organizing Maps, Santiago del Chile, 12-14 De-cember 2012. KES 2012, September 2012, San Sebastian, Spain International Symposium On Engineering Education and Educational Technologies (EEET 2012), Orlando, Florida, USA. 10th International Conference on Computing, Communications and Control Technologies: CCCT 2012. 10th International Conference on Education and Information Systems, Technologies and Applications: EISTA 2012. 15th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, Kaiserslautern, Germany, September 2011. International Symposium On Engineering Education and Educational Technologies (EEET 2011), Orlando, Florida, USA. International Symposium On Engineering Education and Educational Technologies (EEET 2010), Orlando, Florida, USA. 8th International Conference on Computing, Communications and Control Technologies: CCCT 2010. 14thWorldMulti-Conference on Systemics, Cybernetics and Informatics: WMSCI 2010. 8th International Conference on Education and Information Systems, Technologies and Applications: EISTA 2010. International Symposium On Engineering Education and Educational Technologies (EEET 2009), Orlando, Florida, USA 10-13 July 2009. International Conference on Computers & Industrial Engineering (CIE39) 6-8 July 2009, Troyes, France. 3rd International Conference on Knowledge Generation, Communication and Management: KGCM q) International Symposium On Engineering Education and Educational Technologies (EEET 2009), Orlando, Florida,

USA on July 10th - 13th, 2009., 6th International Conference on Computing, Communications and Control Technologies: CCCT 2008. 12thWorld Multi-Conference on Systemics, Cybernetics and Informatics: WMSCI 2008. 6th International Conference on Education and Information Systems, Technologies and Applications: EISTA 2008. 11thWorld Multi-Conference on Systemics, Cyber-netics and Informatics: WMSCI 2007,8-11 July , 2007, Orlando, Florida, USA. 2007 International Conference of Financial Engineering (ICFE), London, U.K., 2-4 July, 2007 ISDA 2005, Wroclaw, Polonia. 9th World Multi-Conference on Systemics, Cybernetics and Informatics: WMSCI 2005

Recent Conferences

ITAIS 2014, Genova, Italy, 21-22 November 2014. ICANN 2014, Hamburg , Germany 15-19 September 2014. WIRN 2014, Salerno, Italy, May 2014. MAF 2014, Vietri sul Mare, Salerno, Italy, 22-24 April 2014. RACR 2013, Istanbul, Turkey, 28-30 August 2013. INFORMS 2013, Rome, Italy, 1-5 July 2013. WIRN 2013, Salerno, Italy, 21-24 May 2013. WSOM 2012, Workshop on Self Organizing Maps, Santiago del Chile, 12-14 December 2012. 19th Conference on Risk Theory, Università del Molise, Campobasso, 6 September 2012. MAF 2012, Fifth International Conference on Mathematical and Statistical Methods for Actuarial Science and Finance, 10-12 Aprile 2012, Venice, Italy. KES 2011, 15th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, Karlsruhe, Germany, September 2011. 18th Conference on Risk Theory, Università del Molise, Campobasso, 7 September 2011. WSOM 2011, Workshop on Self Organizing Maps, Helsinki, Finland, June 2011. 17th Conference on Risk Theory, Università del Molise, Campobasso, Italy, September 2010. KES 2010 14th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, Cardiff, Galles, September 2010. ORAHS 2010, OR for patient-centered healthcare delivery, Genova, Italy, July 2010. 2nd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO’08), Metz, France, September 2008. 15th Conference on Risk Theory, Università del Molise, Campobasso, Italy, 27 June 2008. CEF 2008, 14th International Conference on Computing in Economics and Finance, University Sorbona, Paris, 26-28 June 2008. APMOD 2008, International Conference on Applied Mathematical Programming and Modelling, Bratislava, Slovak Republic, 27-30 May 2008. WIRN 2008, Salerno, Italy, 21-24 May 2008. 09/2007 KES 2007 11th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, Vietri sul Mare (Salerno), Italy, September 2007. AIRO 2007, the 38th Italian Operations Research Society Annual International Conference, Genova, Italy,5-11 September 2007. WSOM07 7th International Workshop on SelfOrganizing Maps, Bielefeld, Germany, 3–6 September 2007. WILF 2007, International Workshop on Fuzzy Logic and Applications, Portofino Vetta - Ruta di Camogli, Genova (Italy), Luglio 7-10, 2007. 14th Conference on Risk theory, Università del Molise, Campobasso, Italy, June 27, 2007.

Books and Monographies

2015

• Resta, M. Handbook of Computational Intelligent Paradigms in Economic and Fi-nancial Decision Making. Ed. by L Jain. Springer Verlag.

2011

• Resta, M. Esercizi di Matematica. Ed. by Giappichelli. ISBN: 9788834819258. Giappichelli.

1999

• Resta, M. and D. Sciutti. Cenni Introduttivi di Algebra Lineare. -. Ed. by Cedam. ISBN: 9788813223397, Attuale:Bologna: Il Mulino. Cedam Spa:Padua Italy.

Articles in Journals

2015

• Resta, M. “An agent based simulator driven by variants of Self Organizing Maps.” In:Neurocomputing 247. DOI 10.1016/j.neucom.2014.02.062, pp. 247–265.

2015

• Resta, M. “VaRSOM: a tool to monitor markets stability based on Value at Risk and Self-Organizing Maps”. In: Intelligent Systems in Accounting, Finance and Management -. forthcoming, pp. –.

2015

• Resta, M. and M.E. Marina. “On a new index aimed at comparing risks.” In:Journal of Mathematical Finance 2.5. doi: 10.4236/jmf.2015.52011, pp. 119–128.

2014

• Resta, M. and M. E. Marina. “On a New Index of Riskiness: Theoretical Re-sults And Some Applications”. In: SSRN 0. http://ssrn.com/abstract=2417887 or http://dx.doi.org/10.2139/ssrn.2417887, pp. 1–21.

2013

• Resta, M. “Social Networks Design of Hospital Facilitators: An Empirical Study of the Case of Italy.” In: Journal Of Modern Accounting And Auditing 9.2. ISSN: 1548-6583, pp. 1–21.

2012

• Cremonesi, P., M. Montefiori, and M. Resta. “Hospital Emergency Department: an Insight by Means of Quantitative Methods.” In:The Open Pharmacoeconomics & Health Economics Journal 4. ISSN: 1876-8245, pp. 26–35.

2012

• Resta, M. “Hurst Exponent and its Applications in Time-series Analysis.” In: Recent Patents On Computer Science 5.3. ISSN: 2213-2759, pp. 211–219.

2012

• Resta, M. “Portfolio Optimization: new challenges and perspectives.” In: Recent Patents On Computer Science 5.1. ISSN: 1874-4796, doi: 10.2174/1874479611205010059, pp. 59–65.

2009

• Montefiori, M. and Resta M. “A computational approach for the health care market.” In: Health Care Management Science 12.4. ISSN: 1386-9620, doi: 10.1007/s10729-008-9072-9, pp. 344–350.

2009

• Resta, M. “Seize the (intra)day: Features selection and rules extraction for tradings on high frequency data”. In: Neurocomputing 72.16-18. ISSN: 0925-2312, doi: 10.1016/j.neucom.2008.09.028, pp. 3413–3427.

2000

• Resta, M. “TRN: picking up the challenge of non lin earity testing by means of Topology Representing Networks”. In: Neural Network World 10. ISSN: 1210-0552, pp. 173–186.

1999

• Resta, M. “Sistemi di reti neurali per il trading sui mercati.” In: Scienza & Business 1. ISSN: 1594-1418, pp. 15–21.

Articles in Books

2015

• Dameri, R.P., R. Garelli, and M. Resta. “Unsupervised neural networks for the analysis of business performance at infra-city level”. In: Managing Information and Technology for Organizational Innovation and Change. Ed. by C. Rossignoli, M. Gatti, and R. Agrifoglio. Lecture Notes in Information Systems and Organisation (LNISO). Springer Verlag, pp. 1–10.

2015

• Mahmoud, H., F. Masulli, M. Resta, S. Rovetta, and A. Amr. “Hubs and Communities Identification in Financial Networks”. In:Recent Advances of Neural Network Models and Applications Smart Innovation, Systems and Technologies. Ed. by S. Bassis, A. Esposito, and F. C. Morabito. Springer Verlag, pp. 215–223.

2014

• Marina, M.E. and M. Resta. “Investment Rankings via an Objective Measure of Riskiness: A Case Study”. English. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance. Ed. by Marco Corazza and Claudio Pizzi. Springer International Publishing, pp. 195–204.

2014

• Piscopo, G. and M. Resta. “Multi-Country Mortality Analysis Using Self Organizing Maps”. English. In: Recent Advances of Neural Network Models and Applications. Ed. by Simone Bassis, Anna Esposito, and Francesco Carlo Morabito. Vol. 26. Smart Innovation, Systems and Technologies. Springer International Publishing, pp. 233– 240.

2014

• Resta, M. “Financial Self-Organizing Maps”. English. In: Artificial Neural Networks and Machine Learning – ICANN 2014. Ed. by Stefan Wermter, Cornelius Weber, Wlodzislaw Duch, Timo Honkela, Petia Koprinkova-Hristova, Sven Magg, Günther Palm, and AlessandroE.P. Villa. Vol. 8681. Lecture Notes in Computer Science. Springer International Publishing, pp. 781–788.

2014

• Resta, M. “On a Data Mining Framework for the Identification of Frequent Pattern Trends”. English. In:Mathematical and Statistical Methods for Actuarial Sciences and Finance. Ed. by Cira Perna and Marilena Sibillo. Springer International Publish-ing, pp. 173–176.

2014

• Resta, M. “On the Fractal Characterization of a System for Tradings on Eurozone Stocks”. English. In: Complexity in Economics: Cutting Edge Research. Ed. by Marisa Faggini and Anna Parziale. New Economic Windows. Springer International Publishing, pp. 63–80.

2014

• Resta, M. “Variants of Self Organizing Maps in Social Systems Simulation”. In: Soft-Computing in Capital Market: Research and Methods of Computational Finance for Measuring Risk of Financial Instruments. Ed. by J.K. Mantri. Universal Publishers.

2013

• Resta, M. “Exploring Social Systems Dynamics with SOM Variants”. English. In: Advances in Self-Organizing Maps. Ed. by Pablo A. Estévez, José C. Príncipe, and Pablo Zegers. Vol. 198. Advances in Intelligent Systems and Computing. Springer Berlin Heidelberg, pp. 353–362.

2013

• Resta, M. “Self organizing maps with value at risk similarities for monitoring financial markets”. In:Intelligent Systems and Decision Making for Risk Analysis and Crisis Response. Proceedings of the 4th International Conference on Risk Analysis and Crisis Response, Istanbul, Turkey, 27-29 August 2013. Ed. by C. Kahraman. Print ISBN: 978-1-138-00019-3, eBook ISBN: 978-0-203-77147-1. CRC Press, 855–860.

2013

• Resta, M. and M. Ravera. “A Model for Mortality Forecasting Based on Self Organizing Maps”. English. In:Advances in Self-Organizing Maps. Ed. by Pablo A. Estévez, José C. Príncipe, and Pablo Zegers. Vol. 198. Advances in Intelligent Systems and Computing. Springer Berlin Heidelberg, pp. 335–343.

2013

• Resta, M. and R. Spinelli. “Understanding Firms’ International Growth: A Proposal via Self Organizing Maps”. English. In: Advances in Self-Organizing Maps. Ed. by Pablo A. Estévez, José C. Príncipe, and Pablo Zegers. Vol. 198. Advances in Intelligent Systems and Computing. Springer Berlin Heidelberg, pp. 305–314.

2012

• Resta, M. “An analysis of the financial statements of Italian health care providers through correlation-based networks”. English. In: Advanced Decision Making Meth-ods Applied to Health Care. Ed. by Elena Tànfani and Angela Testi. Vol. 173. International Series in Operations Research & Management Science. Springer Milan, pp. 155–171.

2012

• Resta, M. “Graph Mining based SOM: a Tool to Analyze Economic Stability.” In: Developments and Applications of Self-Organizing Maps. Ed. by M. Johnsson. doi: 10.5772/51240. InTech.

2012

• Resta, M. “Portfolio Optimization with neural dimension reduction techniques: a comprehensive simulation study.” In:Neurocomputing: Learning, Architectures, and Modeling.Ed. by E. T. Mueller. ISBN: 9781613246993. Nova Publishers, pp. 93– 118.

2012

• Resta, M. “The Shape of Crisis Lessons from Self Organizing Maps”. English. In: Computational Intelligence Systems in Industrial Engineering. Ed. by Cengiz Kahraman. Vol. 6. Atlantis Computational Intelligence Systems. Atlantis Press, pp. 535–555.

2011

• Resta, M. “A New Framework for Assets Selection Based on Dimensions Reduction Techniques”. English. In: Knowlege-Based and Intelligent Information and Engi-neering Systems. Ed. by Andreas König, Andreas Dengel, Knut Hinkelmann, Koichi Kise, RobertJ. Howlett, and LakhmiC. Jain. Vol. 6882. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 372–381.

2011

• Resta, M. “Assessing the Efficiency of Health Care Providers: A SOM Perspective”. English. In:Advances in Self-Organizing Maps. Ed. by Jorma Laaksonen and Timo Honkela. Vol. 6731. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 30–39.

2010

• Resta, M. “On the Impact of the Metrics Choice in SOM Learning: Some Empirical Results from Financial Data”. English. In:Knowledge-Based and Intelligent Infor-mation and Engineering Systems. Ed. by Rossitza Setchi, Ivan Jordanov, RobertJ. Howlett, and LakhmiC. Jain. Vol. 6278. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 583–591.

2009

• Resta, M. “Early Warning Systems: an approach via Self Organizing Maps with applications to emergent markets”. In:New Directions in Neural Networks. Vol. 193. Frontiers in Artificial Intelligence and Applications. DOI: 10.3233/978-1-58603-984-4-176. IOS Press, pp. 176 –184.

2008

• Resta, M. and S. Santini. “Robust Hedging of Electricity Retail Portfolios with CVaR Constraints.” In:Modelling, Computation and Optimization in Information Systems and Management Sciences. Ed. by H. Le Thi, P. Bouvry, and D.T. Pham. Commu-nications in Computer and Information Science. http://dx.doi.org/10.1007/978-3-540-87477-529. Spri, pp. 264–272.

2008

• Resta, M. and S. Santini. “Robust Hedging of Electricity Retail Portfolios with CVaR Constraints”. English. In: Modelling, Computation and Optimization in Information Systems and Management Sciences. Ed. by HoaiAn Le Thi, Pascal Bouvry, and Tao Pham Dinh. Vol. 14. Communications in Computer and Information Science. Springer Berlin Heidelberg, pp. 264–272.

2007

• Resta, M. “Portfolio Optimization Through Elastic Maps: Some Evidence from the Italian Stock Exchange”. English. In: Knowledge-Based Intelligent Information and Engineering Systems. Ed. by Bruno Apolloni, RobertJ. Howlett, and Lakhmi Jain. Vol. 4693. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 635–641.

2006

• Resta, M. “On the Profitability of Scalping Strategies Based on Neural Networks”. English. In: Knowledge-Based Intelligent Information and Engineering Systems. Ed. by Bogdan Gabrys, RobertJ. Howlett, and LakhmiC. Jain. Vol. 4253. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 641–646.

2005

• Resta, M. “A R/S Approach to Trends Breaks Detection”. English. In: Knowledge-Based Intelligent Information and Engineering Systems. Ed. by Rajiv Khosla, RobertJ. Howlett, and LakhmiC. Jain. Vol. 3681. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 21–26.

2004

• Cattaneo Adorno, M. and M. Resta. “Reliability and Convergence on Kohonen Maps: An Empirical Study”. English. In: Knowledge-Based Intelligent Information and Engineering Systems. Ed. by MirceaGh. Negoita, RobertJ. Howlett, and LakhmiC. Jain. Vol. 3213. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 426–433.

2003

• Cattaneo Adorno, M. and M. Resta. “A Note on the Sensitivity to Parameters in the Convergence of Self–Organizing Maps”. English. In: Knowledge-Based Intelligent Information and Engineering Systems. Ed. by Vasile Palade, RobertJ. Howlett, and Lakhmi Jain. Vol. 2773. Lecture Notes in Computer Science. Springer Berlin Heidelberg, pp. 1088–1094.

2002

• Resta, M. “Network Competitive Strategies in Financial Engineering”. In: Knowledge-Based Intelligent Information Engineering Systems and Allied Technologies-KES2002. Frontiers In Artificial Intelligence And Applications. ISBN: 9781586032807, ISSN: 0922-6389. IOS Press, pp. 369–373.

2002

• Resta, M. “Self-Organizing Maps and Financial Forecasting: an Application”. English. In:Self-Organizing Neural Networks. Ed. by Udo Seiffert and LakhmiC. Jain. Vol. 78. Studies in Fuzziness and Soft Computing. Physica-Verlag HD, pp. 185–216.

2001

• Resta, M. “A Stability Test Tool for parameters Estimation in Portfolio Manage-ment.” In:Knowledge-Based Intelligent Information Engineering Systems and Allied Technologies KES2001. Frontiers In Artificial Intelligence And Applications. ISBN: 9781586031923, ISSN: 0922-6389. IOS Press, pp. 717–722.

1998

• Resta, M. “An hybrid neural network system for market trading strategies.” In: Visual Explorations in Finance. Ed. by G.J. Deboeck and T. Kohonen. ISBN: 9783540762669. Springer Verlag, pp. 106–116.

Publications in Conference Proceedings

2015

• Resta, M., R.P. Dameri, and R. Garelli. “Exploiting patterns of activity of firms at urban level: a soft computing approach”. In:EURO 2015.

2014

• Resta, M., E. C. Lari, and M. Ravera. “On the clustering of Holderian function values: a copula framework”. In:Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2014), Book of Abstracts.

2014

• Resta, M. and M.E. Marina. “On a framework for portfolio selection with safety levels of action”. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2014), Book of Abstracts.

2013

• Resta. “Gb–SOM: a new tool for monitoring markets and visualizing financial information”. In: INFORMS.

2012

• Resta, M. “On the fractal characterization of a system for tradings on Eurozone stocks.” In:MAF2012.

2012

• Resta, M. and M.E. Marina. “Investment rankings via an objective measure of riskiness: a case study.” In: MAF2012. Electronic Book of Abstracts.

2012

• Resta, M. and M.E Marina. “On some measures for riskiness.” In:XVIII Conference on Actuarial Risk Theory. ISBN: 9788867350278. Libellula.

2012

• Resta, M. and Uberti P. “Evaluating Equity Curves via Concentration Indexes.” In: MAF 2012. MAF2012. Venezia, 10 Aprile 1012.

2011

• Chicco, D. and M. Resta. “An Intraday Trading Model Based on Artificial Im-mune Systems”. In: Proceedings of the 2011 Conference on Neural Nets WIRN10: Proceedings of the 20th Italian Workshop on Neural Nets. Amsterdam, The Nether-lands, The Netherlands: IOS Press, pp. 62–68.

2011

• Cremonesi, G., P. Cremonesi, M. Montefiori, and Resta M. “Data mining e analisi di performance.” In: 12th Conference on Public Economics.

2011

• Montefiori, M. and M. Resta. “Emergency Department: a data mining perspective.” In:AIES 2011.

2010

• Resta, M. “On the financial health of Italian hospital facilitators: an empirical investigation through correlation-based networks”. In:ORAHS book of abstract.

2010

• Resta, M. and M. Ravera. “Pensionmetrics revisited: an application to the Italian case with new risk indicators..” In: Proceedings of XVII Meeting on Risk Theory. ISBN: 9788896818671. Libellula Edizioni, pp. 165–179.

2009

• Resta, M. “Managing energy risk in a robust framework: the case of retail-ers.” In: Atti del XV Convegno di teoria del rischio. ISBN:9788854826601,doi: 0.4399/97888548266019. Aracne, pp. 220–231.

2009

• Resta, M. and S. Santini. “Managing Risk of Electricity Retailers via Robust Constraints”. In: 20th International Conference on Electricity Distribution (CIRED 2009). Prague, 8-11 June 2009.

2008

• Resta, M. “On a regimes switching model based on stable laws: characterization and some applications.” In:Atti del 14 Convegno di teoria del rischio. Campobasso, 27 Giugno 2007. ISBN: 9788854818279. Aracne, pp. 185–202.

2008

• Resta, M. and S. Santini. “Managing risk in a wind generation company: a robust optimization approach.” In:9th Conference on Applied mathematical programming and Modelling APMOD 2008. Bratislava, 28-30 May 2008.

2008

• Resta, M. and S. Santini. “Managing risk of hydrothermal generation portfolios: a robust optimization approach.” In: 14th International Conference on Computing in Economics and Finance CEF2008. Paris, France, 26-28 June 2008.

2007

• Resta, M. “Intraday trading rules based on Self Organizing Maps.” In: Proceedings of WSOM2007.doi: 10.2390/biecoll-wsom2007-108.

2007

• Resta, M. and S. Santini. “Risk Management via Robust Optimization for Hydrother-mal Generation Portfolios”. In: 38th Conference of AIRO (AIRO 2007). Genova, Italy 5-8 September 2007.

2006

• Gosio, C., E. C. Lari, and Resta M. “Exponential upper bounds in a modified model of collective risk theory.” In: Atti del XII convegno di Teoria del Rischio. Campobasso, 16 giugno 2005, ISBN: 8854806374. Aracne Editrice, pp. 211–218.

2003

• Resta, M. and D. Sciutti. “A characterization of self-affine processes in finance through their scaling function.” In: Complexity 2003.Aix en Provence, France, May 2003.

2002

• Resta, M. “Una caratterizzazione di tipo tau(q) per i processi auto-affini nella modellazione in ambito attuariale e finanziario.” In: Atti del IX Convegno sulla Teoria del Rischio. Campobasso, 26Giugno 2002.

2000

• Resta, M. “ATA: the Artificial Technical Analyst. Building intra-day market strate-gies”. In:Knowledge-Based Intelligent Engineering Systems and Allied Technologies, 2000. Proceedings. Fourth International Conference on. Vol. 2, 729–732 vol.2.

2000

• Resta, M. “Soft computing techniques to model the economics of incentives”. In: Knowledge-Based Intelligent Engineering Systems and Allied Technologies, 2000. Proceedings. Fourth International Conference on. Vol. 2, 716–719 vol.2.

2000

• Resta, M. “Towards an artificial technical analysis of financial markets”. In: Neural Networks, 2000. IJCNN 2000, Proceedings of the IEEE-INNS-ENNS International Joint Conference on. Vol. 5, 117–122 vol.5.

1999

• Resta, M. “Hybrid Neural Networks vs Non Linear Time Series Models in Financial Forecasting.” In:Proceedings of SCFM’99.Best session paper award.

1999

• Resta, M. “On a model for stable laws.” In: Atti del XXIII Convegno AMASES. Rende (CS), Settembre 1999. Best Paper Award, pp. 609–621.

1998

• Resta, M. “Evolutionary hybrid algorithms in market trading strategies.” In:Atti del XXII Convegno AMASES.

1997

• Resta, M. “Self-Organizing Evolutionary Models in Financial Markets Forecasting.” In: Proceedings of Workshop on Self-Organizing Maps. June 4-6,1997. Helsinki University of Technology, Espoo, Finland, pp. 182–187.

Technical Reports

2011

• Resta, M.Portfolio Optimization via Dimension Reduction Techniques.ICANN 2011 -Machine learning re-inspired by brain and cognition.

2008

• Montefiori, M. and M. Resta. Social influence and neighbourhood effects in the health care market.Università del Piemonte Orientale. WP.

2003

• Cattaneo Adorno, M. and M. Resta. A sensitivity analysis approach to the conver-gence of Kohonen Maps.

2000

• Resta, M.A Computational approach on neighbourhood structures in the simulation of dichotomous development. Computing in Economics and Finance 2000.

1999

• Resta, M.A comparison among predictive methods in finance.

1997

• Resta, M.Un sistema di trading neural network oriented per le decisioni di borsa.

1996

• Resta, M.Reti SOFM come strumento predittivo per l’analisi dei mercati finanziari: un’applicazione alla previsione del MIB.

1995

• Resta, M.Un confronto tra architetture neurali utilizzate nella gestione di portafogli finanziari.

Thesis

2004

• Resta, M. “Some issues on quantitative methods applied in financial and deregulated power markets.” PhD thesis. School of Social Sciences, Department of Economics, University of Genova, Italy.

Works in progress

– Enhancing SOM capabilities with graph clustering: an application to financial markets. Submitted. – On representing stock market topology using Tree-Based SOMs. (with Jorge A. Poblete, John B.

Oommen and Cesar A. Astudillo) Submitted.

– Spectral biclustering in the mortality context (with Gabriella Piscopo). In progress.

– The impact of social networks in developing and managing chronic care models (with Elisabetta Arato). In progress.

Awards

{ Best paper award, 1999 CIMA Conference, Rochester NY

{ Best paper award, 1999 AMASES Conference, Rende (CS), Italy

{ CIdE scholarship, 2001

Languages

Italian Native Mother Tongue

English Fluent German Fair Spanish Fair Latin Good Ancient Greek Good

Modern Greek

Fair

Skills

Development