Advanced Financepaolo [dot] coletti [at] advanced-finance [dot] com
Free University of BolzanoPaolo [dot] Coletti [at] unibz [dot] it
Personal websitewww.paolocoletti.it
Profile
Paolo Coletti is a mathematician and researcher in computer science applied to financial modelling.
He holds a Master’s degree in Mathematics from the University of Trento, Italy. After a PhD in Applied Mathematics in computational fluid dynamics, he researched statistical language models and user–machine dialogue interfaces. He is a researcher in computer science applied to financial modelling at the School of Economics and Management of the Free University of Bolzano, Italy, working on concept extraction from financial news, statistical models for financial decisions and technical analysis. He joined Advanced Finance as an associate in 2005, bringing expertise in natural language understanding and quantitative stochastic methods.
ExpertiseNatural language understanding and quantitative stochastic methods.
ResearchConcept extraction from financial news, statistical models for financial decisions, technical analysis.
AcademiaFree University of Bolzano, School of Economics and Management.
At Advanced FinanceAssociate since 2005; co-author of Information Extraction in Finance.
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
- P. Coletti, K. Thaler and T. Aichner, The Impact of US Government Backing Announcements on CDS spreads during the 2008 Financial Crisis, submitted for review; December 2014.
- P. Coletti and M. Murgia, Design and Construction of a Historical Financial Database of the Italian Stock Market, submitted for review; July 2014.
- P. Coletti, Basic Computer course book, University course handout, Free University of Bolzano Bozen, Bolzano (Italy), February 2014.
- P. Coletti, Databases course book, University course handout, Free University of Bolzano Bozen, Bolzano (Italy), February 2014.
- P. Coletti, Infographics course book, University course handout, Free University of Bolzano Bozen, Bolzano (Italy), February 2014.
- T. Aichner and P. Coletti, Customers' Online Shopping Preferences in Mass Customisation, Journal of Direct, Data and Digital Marketing Practice, vol. 15, n. 1, September 2013.
- P. Coletti, Excel and financial functions video course; 7 hours; Free University of Bolzano Bozen; Bolzano (Italy); August 2013.
- P. Coletti, Using MySQL with HeidiSQL client video course; 4.2 hours; Free University of Bolzano Bozen; Bolzano (Italy); June 2013.
- P. Coletti, R statistical package video course; 4.8 hours; Free University of Bolzano Bozen; Bolzano (Italy); June 2013.
- P. Coletti and J.G. Brida, Tourist's Intention of Returning to a Visited Destination: Cruise Ship Passengers in Cartagena De Indias, Colombia, Tourism in Marine Environments, vol. 8, n. 3, December 2012.
- M.C. Joris and P. Coletti, Gestione di progetti e del rischio clinico, Il pensiero scientifico, October 2012, ISBN 978-88-490-0422-9.
- P. Coletti, Access video course; 6 hours; Free University of Bolzano Bozen; Bolzano (Italy); April 2012.
- P. Coletti, SPSS video course; 6 hours; Free University of Bolzano Bozen; Bolzano (Italy); November 2011.
- P. Coletti and T. Aichner, Mass Customization, An Exploration of European Characteristics, Springer, April 2011, ISBN 978-3-642-18389-8.
- M. Costantino and P. Coletti, Information Extraction in Finance, WIT Press, 2008, ISBN 978-1-84564-146-7.
- P. Coletti, Algorithms course book, University course handout, Free University of Bolzano Bozen, Bolzano (Italy), March 2008.
- P. Coletti, OWL-S for Virtual Travel Agency web service composition, ITC-irst, Trento (Italy), November 2005.
- A. Brutti et al., Use of Multiple Speech Recognition Units in an In-car Assistance System, DSP for Vehicle and Mobile Systems, Springer, 2005, ISBN 978-0-387-22979-9.
- A. Brutti et al., Progetto VICO: sviluppo di un prototipo per interazione vocale in automobile, Primo convegno Associazione Italiana Scienze della Voce, Padova (Italy), December 2004.
- A. Brutti et al., On the development of an in-car speech interaction system at Irst, Special Workshop in Maui, Hawaii (USA), January 2004.
- P. Coletti et al., A speech driven in-car assistance system, Proceedings of the Intelligent Vehicles Symposium [IV 2003], pp. 622-626, Columbus (Ohio, USA), June 2003.
- P. Coletti, L. Cristoforetti, M. Matassoni, M. Omologo, P. Svaizer, Developing a speech interaction system for the car, Proceedings of the 8th International Conference on Human Aspects of Advanced Manufacturing: Agility & Hybrid Automation, Rome (Italy), May 2003.
- S. Burger et al., The NESPOLE! Voice over IP Dialogue Database, Proceedings of EUROSPEECH, 7th European Conference on Speech Communication and Technology, Aalborg (Denmark), September 2001.
- A. Lavie et al., Architecture and Design Considerations in NESPOLE!: a Speech Translation System for E-commerce Applications, Proceedings of EUROSPEECH, 7th European Conference on Speech Communication and Technology, Aalborg (Denmark), September 2001.
- A. Palombini et al., Cervelli in fuga, Avverbi Edizioni, Rome (Italy), June 2001, ISBN 978-8-88732-827-1.
- M. Federico, D. Giordani and P. Coletti, Development and Evaluation of an Italian Broadcast News Corpus, Proceedings of the Second International Conference on Language Resources and Evaluation, pp. 921-924, Athens (Greece), June 2000.
- P. Coletti and M. Federico, A two-stage speech recognition method for information retrieval applications, Proceedings of EUROSPEECH, 6th European Conference on Speech Communication and Technology, pp. 459-462, Budapest (Hungary), September 1999.
- P. Coletti, Analytical and Numerical Analysis of k-e and Large Eddy Simulation Turbulence Models, Ph.D. Thesis, Dipartimento di Matematica, Università di Trento, February 1998.
- P. Coletti, Existence for any Reynolds number for Large Eddy Simulation Turbulence Model, Dipartimento di Matematica, Università di Trento, February 1998.
- P. Coletti, A Global Existence Theorem for Large Eddy Simulation Turbulence Model, Mathematical Methods and Models in Applied Science, vol. 7, n. 5, pp. 579-591, May 1997.
- P. Coletti, Risoluzione numerica di modelli di turbolenza in acque basse, tesi di laurea, Facoltà di Scienze Matematiche Fisiche e Naturali, Università di Trento, July 1992.
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