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Paolo Coletti

Ph.D. in Mathematics · Researcher in Computational Finance · Associate since 2005

Activities

  • High School Degree at Liceo Linguistico Rainerum in Bolzano, Italy. Major subjects: English, German and French language and literature.
  • Laurea (Master) Degree in Mathematics at the Faculty of Sciences of the University of Trento, Italy. Major subjects: mathematical analysis and computer algorithms. Thesis in numerical analysis applied to turbulence hydraulics problems.
  • Dottorato di Ricerca (PhD) in Mathematics at the University of Naples, Italy. Major subjects: turbulence models in hydraulics, numerical analysis, functional analysis applied to fluid dynamics. Thesis in numerical and functional analysis applied to turbulence differential equations.
  • Assistant professor of mathematical physics at the Faculty of Sciences of the University of Trento.
  • Researcher at the Interactive Sensorial Systems Division of ITC-irst in the field of automatic speech recognition.
  • Project Speech Interface for a Network Scanner, financed by Hewlett Packard.
  • Project Negotiating Through Spoken Language in E-Commerce, financed by the Fifth European Framework Programme, to develop a human-to-human translation system.
  • Project Virtual Intelligent Codriver, financed by the Sixth European Framework Programme.
  • Webmaster of the Associazione Dottorandi e Dottori di Ricerca website, the Italian PhD Association.
  • President of the Trento site of the Associazione Dottorandi e Dottori di Ricerca, the Italian PhD Association.
  • Researcher at the Automatic Reasoning Systems Division of ITC-irst in the field of web services and the semantic web.
  • Professor of statistics at the master degree course in Nursing Management Coordination at the University of Rome Tor Vergata.
  • Professor of computer science at the School of Economics and Management of the Free University of Bolzano Bozen.
  • Professor of statistics at the Faculty of Technology and Natural Sciences of the Free University of Bolzano Bozen.
  • Associate at Advanced Financial Systems Research.
  • Researcher in Computational Finance at the School of Economics and Management of the Free University of Bolzano Bozen.

Knowledge

LanguagesItalian, English, German, French.
ProgrammingPERL, shell scripting, Java, SQL and databases, C++, HTML and XML, FORTRAN, Visual Basic for Applications.
SoftwareWord, Excel, PowerPoint, Access, MySQL, DreamWeaver, Matlab, R, movie editing, image editing, LaTeX.
StatisticsDescriptive statistics, probability and distributions, sampling and surveys, indexes, univariate analysis, confidence intervals and significance tests, independence tests, contingency tables, correlations, inference, multivariate analysis, causal relations, linear, logistic and log-linear regression models, causal models, latent variables, history data analysis and longitudinal temporal data events, non-parametric tests, SPSS.
Decision theoryExpected utility theory, premium at risk, certainty equivalent, small risks, stochastic dominance, insurance and premiums, value functions, investor's problem with benchmark, value at risk, risk spreading, mean-variance approach, inventory management, auctions.
MathematicsNumerical analysis and matrix calculation, finite elements and finite differences numerical methods for ordinary differential equations, analytical methods for partial and convection-diffusion differential equations, functional analysis applied to partial differential equations.
PhysicsClassical mechanics of point and rigid bodies, Lagrange mechanics, continuous mechanics, hydraulics, mathematical models for fluid dynamics, turbulence models.
Language technologiesAcoustic models and training, grammars for language models, search algorithms, interpretation and generation of natural language.
FinanceNPV and IRR, financial markets, technical analysis, utility theory, decision theory for asset allocation.

Publications

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