Stefania Corsaro, Giuseppe De Marco, Chiara Donnini, Federica Gioia, Zelda Marino, Francesca Perla, Armando Sacco, Salvatore Scognamiglio, Paolo Zanetti
The research activities of the Applied Mathematics Group of the UPN focus on the development of mathematical models, methods and algorithms and simulation procedures to solve complex problems in the financial-economic sector and support the growth of both traditional financial institutions, such as banks and insurance companies, and innovative companies. Research topics include, but are not limited to:
i) the definition of game theory models to understand and describe the interaction mechanisms among economic agents;
ii) the development of fast numerical methods and efficient simulation procedures to analyze future economic and financial scenarios;
iii) the study of the Artificial Intelligence paradigms with a focus on the development of algorithms based on explainable AI that encourages the safe introduction of data-driven tools in highly regulated sectors such as finance and insurance;
iv) the definition of stochastic models for the measurement and control of the longevity risks affecting the life-insurance companies and governments with social security pension obligations;
v) the developing of mathematical software based on High Performance Computing systems able to provide helpful insights to the decision-makers quickly.
The group is in the lead in the application of the HPC, machine learning and AI paradigms that are providing new opportunities within economic, financial and actuarial sciences.