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Presentation of the Finance Institute of the University of Lugano

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Presentation of the Finance Institute of the University of Lugano Presentation of the Finance Institute of the University of Lugano Thursday 22 september, room 250, Main Building of the University of Lugano. The Institute of Finance coordinates the research and training activities in financial disciplines at the Faculty of Economic Sciences of the University of Lugano. Founded in 1999, it is part of the Swiss research network FINRISK. It offers Bachelor’s, Master’s and PhD programmes. The University of Lugano is very committed to financial education in Ticino. The importance of the financial area in the cantonal economy motivates the mission of the Finance Institute: to develop research about quantitative and institutional themes of the financial markets, collaborating with other universities and financial institutions. The teaching programmes aim to train the people required to meet the challenges of globalization and the increasing competition in financial markets. Web site: www.istfin.eco.unisi.ch/ • 14.30-14.50 Alessia De Martini: an overview of the Finance Institute. • 14.50-15.10 Alessandro Laurent: stochastic programming models in finance. • 15.10-15.30 Lorenzo Camponovo: robust bootstrap methods. CV of the speakers: Alessia De Martini: Alessia De Martini is assistant and coordinator of the finance institute since october 2004. She holds a master degree in communication science, business and institutional specialization. Alessandro Laurent: Obtained his degree in economics at the University of Bern in 2001, Alessandro Laurent attended the Master of Science program in economics at the University Pompeu Fabra in Barcelona. Since 2002 he is assistant professor at the University of Lugano where he is actually accomplishing his PhD in economics. His main research interest is the application of stochastic programming models in finance. Lorenzo Camponovo: Lorenzo Camponovo holds a master degree in mathematics of the Swiss Federal Institute of Technology (ETHZ). Since 2002 he is assistant and researcher at the finance institute of the University of Lugano. He his currently working on applications of robust statistics to the bootstrap method. Presentation of the chair of mathematics of the Academy of Architecture of Mendrisio The research group of Mathematics at the Academy of architecture of Mendrisio is directed by Prof. Sergio Albeverio and is working on mathematical modelling and applications of complex systems. It started its activities in 2001 with the SNF project “Mathematical modelling or urban growth processes: a cellular automata and statistical mechanical based approach”. In 2004 they organizes the international workshop “The Dynamics of Complex Urban Systems: an Interdisciplinary Approach” at the centre Monte Verità in Ascona. Present main activities are the collaboration with the Harbin Institute of Technology in China and the European project “Continuous State Cellular Automata and Random Equations”. Researchers of the group are: Denise Andrey, Paolo Giordano and Alberto Vancheri. Web site: www.mate.arch.unisi.ch/ACME Thursday 22 september, room 250, Main Building of the University of Lugano 15.30-16.30 A.Vancheri, P.Giordano: A mathematical model for urban systems. We present a mathematical model for urban systems based on a continuous valued cellular automaton. In the modelling we have an urban system, described through a specification cell by cell of built volumes and surfaces for different land uses and a system of agents interacting with the urban system and governed by fuzzy decision processes depending on the configuration of the urban system. For developers e.g. a point in the decision space specifies the cell and a set of continuous parameters describing the building quantitatively (e.g. surface and volume). The decision process of an agent is described as a random motion in the decision space where the agent can follow four possibilities: begin a decision process; make the decision modifying correspondingly the configuration of the urban system; jump towards another point in the space; abandon the decision space. Due to its continuum state space, the automaton’s dynamics can be describe using a suitable differential equation. Computer simulations about Capriasca – Val Colla, a region near Lugano, are presented. CV of the speakers: Paolo Giordano: Degree in Mathematics at the State University of Milan; he carried out didactical activities at the Universities of Novara and Milano and research activities at the University of Bonn. Now he is researcher at the Academy of architecture of Mendrisio thanks to a European Reintegration Grant. Alberto Vancheri: Degree and PhD in Physics at the University of Pavia; he taught Physics at the Liceo Cantonale of Bellinzona; presently he is researcher, assistant and professor of Physics at the Academy of architecture of Mendrisio. Short presentations Thursday 22 september, room 250, Main Building of the University of Lugano 1700-1720, Gabriele Losa, Danilo Merlini (CERFIM) : "CERFIM and ISSI". 1720-1745, Eugenio Rodriguez (Université de Genève) :"L'algorithme du charmeur de serpents". 1745-1810, Claude Pache (Université de Genève) : "On the codiameter of groups acting on compact homogeneous spaces". 1810-1835, Andrea Bonito (Ecole Polytechnique Fédérale de Lausanne) : "Analysis and numerical simulations of a stochastic model arising in viscoelastic flows". 1835-1900, Yves Stalder (Université de Neuchâtel) : "Classes de conjugaison infinies et moyennabilité intérieure pour les extensions HNN". Presentation of the Dalle Molle Institute of research in Artificial Intelligence (IDSIA) IDSIA (Istituto Dalle Molle di Studi sull'Intelligenza Artificiale) is a non-profit oriented research institute for artificial intelligence, affiliated with both the University of Lugano and SUPSI. They focus on machine learning (artificial neural networks, reinforcement learning), optimal universal artificial intelligence and optimal rational agents, operations research, environmental modeling, imprecise probability, and robotics. In Business Week's "X-Lab Survey" IDSIA was ranked in fourth place in the category "Computer Science - Biologically Inspired", after much larger institutions. IDSIA also ranked in the top 10 of the broader category "Artificial Intelligence." Web site: www.idsia.ch Friday 23 september, room 250, Main Building of the University of Lugano. • 9.00-9.15 Carlo Lepori: brief history of the IDSIA. • 9.15-9.35 Jürgen Schmidhuber: the research at IDSIA. • 9.35-9.55 Luca Maria Gambardella: bio-inspired heuristics. • 9.55-10.15 Alessandro Antonucci: classification with imprecise probabilities. • 10.15-10.45 Coffee Break. • 10.45-11.05 Andrea Rizzoli: environmental modeling. • 11.05-11.25 Marcus Hutter: universal artificial intelligence. CV of the speakers: Carlo Lepori: Carlo Lepori is professor for Computer Languages at the Department of Innovative Technologies of the University of Applied Sciences of Southern Switzerland SUPSI and co-director of the Dalle Molle Institute of Studies in Artificial Intelligence. He completed his studies at the Swiss Federal Institute of Technology Zurich (ETHZ) as a theoretical physicist and dr sc. nat in 1975, and was then active as a physics teacher at various school in Ticino and as a computer science teacher at the Engineering School in Lugano, now SUPSI. He has been collaborating with IDSIA since the creation of the institute in 1988. Jürgen Schmidhuber: Jürgen Schmidhuber is co-director of IDSIA since 1995. Since october 2004 he is professor of cognitive robotics and computer science at the Technical University München (TUM). His research interests include: Universal search and learning algorithms, Kolmogorov complexity, algorithmic probability, Speed Prior, minimal description length, generalization and data compression, recurrent neural networks, financial forecasting with low-complexity nets, independent component analysis, low-complexity codes, reinforcement learning in partially observable environments, adaptive subgoal generation, multiagent learning, probabilistic program evolution, metalearning, self-modifying policies, low-complexity art, theories of interestingness and beauty. Luca Maria Gambardella: Luca Maria Gambardella is co-director at IDSIA. He is Professor of Algorithms at DTI- SUPSI and Chief Scientific Officer of AntOptima, the spin-off company of IDSIA. His major research interests and publications are in the area of optimization, simulation, swarm robotics, multi-agent learning, applied to academic and real-world problems. He has invented and developed several Ant Colony Optimization algorithms able to compute best-known solutions for many benchmark instances: Sequential ordering problems (SOP), Vehicle routing problems (VRP), Travelling salesman problems (TSP), Quadratic assignment problems (QAP). He leads several research and applied projects, funded among other by the Swiss National Science Foundation, the European Commission, the Swiss Technology and Innovation Commission, the Swiss Hasler Foundation and private companies on topics such as: On- line Fleet Management, Resource Allocation and Scheduling in Flexible Manufacturing Systems, Simulation and Optimization for intermodal transport, Theory and practice of Metaheuristics, Ad-Hoc Networks, Swarm Intelligence and Cooperative Robotics. Alessandro Antonucci: Alessandro Antonucci is a Ph.D. student at IDSIA, where he works under the supervision of Marco Zaffalon. He holds a master degree in physics. His main research interest is uncertain reasoning using imprecise probabilities and graphical models. Andrea Rizzoli: Andrea
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