Marcello Mastroleo

was born in Rivolta d'Adda (CR) – Italy, January 5, 1982.

Academic Endeavors

Postdoctoral Research Fellow on “Study and Development of Methods and Models for Electronic Negotiation”, Department of Mathematics for Economics and Social Sciences, University Bologna (Italy), December 2009 – November 2011.

Lecturer on Mathematical Finance, Faculty of Economics, Polo Scientifico – Didattico di Forlì, University of Bologna (Italy), September 2009 – July 2010

Postdoctoral Research Fellow on “Decision Support Systems for Fund Raising Management”, Polo Scientifico – Didattico di Forlì, University of Bologna, November 2008 – October 2009.

Ph.D. in “Mathematics and Informatics for the Representation and Management of Information and Knowledge”, Department of Mathematics and Computer Science – University of Perugia (Italy), February 5 2009, Dissertation: “Evidence Theory in a Coherent Setting”, Supervisor: Prof. G. Coletti.

Visiting student at Massachusetts Institute of Technology, project: “Logic attack to R.S.A. Cryptographic System”. MIT Faculty host: Prof. Silvio Micali, Department of Electrical Engineering and Computer Science, Cambridge MA, USA, Winter semester 2007 – Spring semester 2008.

Lecturer on Programming Methodology 1, Department of Mathematics and Computer Science, University of Perugia (Italy), November 2006 – March 2007

Studies

International School REASON PARK on “Bruno de Finetti’s Probabilistic Logic”, Foligno (Italy), November 22–25, 2006.

S.M.I. Summer School on “Mathematical Finance”, Palazzone della Scuola Normale Superiore – Cortona (Italy), July 23 – August 12, 2006. (link)

International School REASON PARK on “Fuzzy Theory”, Foligno (Italy), December 9–14, 2005.

Master of Science in Mathematics, Department of Mathematics and Computer Science, University of Perugia (Italy), October 27, 2005, Graduation Mark: 110/110 with distinction, Thesys: “Indipendenza per Funzioni Belief” (Belief Function Independence), Advisor: Prof. G. Coletti.

High Training Course on “Esperto in Metodi Quantitativi e Strumenti Informatici per la Gestione Economica Finanziaria” (Expert on Quantitative Methods and Informatics Tools for Finance and Economics Management) gaining the qualification of “Esperto in Metodi Quantitativi e Strumenti Informatici per la Gestione Economica e Finanziaria”, Department of Mathematics and Computer Science, University of Perugia, May 05, 2005.

Internship at Sintesi Consulting s.r.l. - Task: Mathematical Modeling of a Default Probability framework, thus does not distort the borrower's true distribution, September 2004 – November 2004. (slides of the realized model)

International School REASON PARK on “Fuzzy Theory”, Foligno (Italy), September 16–26, 2004.

Bachelor of Applied Mathematics for Information Theory, Coding and Cryptography, Department of Mathematics and Computer Science, University of Perugia (Italy), September 29, 2003, Graduation Mark: 110/110, Thesys: “RSA & Algoritmi Genetici – un approccio alternativo” (RSA & Genetic Algorithms – an alternative approach), Advisors: Prof. G. Faina, Prof. A. Milani.

High Training Course on “Esperto in lettura della Scienza & Metodo Biostoria” (Expert on Biohistorical readings), Il Filo s.r.l. – Learning Organizer – Acquaviva delle Fonti (Italy), Dicember 30, 2002

Scientific High School Leaving Qualification, Liceo “R. Canudo” in Gioia del Colle (Italy), July 13, 2000, Final Mark: 100/100.

Awards and Study Grants

Selected by Unione Matematica Italiana and by MISTI MIT–Italy as one of the best three Italian Ph.D. in Mathematics to spend a one year visiting student period at the Massachusetts Institute of Technology, 2007. (record in the MISTI MIT-Italy website)

Final Awards of the Istituto Nazionale di Alta Matematica “F. Severi” (National Institute of Advanced Mathematics) to gain the Master of Science in Mathematics, 2005.

Study Grant of the Istituto Nazionale di Alta Matematica “F. Severi” (National Institute of Advanced Mathematics), September 2000 – September 2003.

Fellowship of the Istituto Nazionale di Previdenza per i Dipendenti dell'Amministrazione Pubblica (National Insurance Institute for Employees of Public Administration ), September 1997 – July 2000.

Olympics - Finals of the International Games on Logic, Linguistics and Mathematics “Mathesis”, June 1, 1996.

Mentions

Prof. Ignazio Licata, Director of the Institute for Scientific Methodology in Palermo (Italy), ending note of “I Cigni Neri sono poi così neri? Taleb, De Finetti e la Probabilità”: “...devo molto ai dibattiti sulla probabilità con l’amico Marcello Mastroleo, un giovane, brillante matematico.” (I owe a lot to the debates about probability with my friend Marcello Mastroleo, a brilliant young mathematician) (link to the Prof. I. Licata blog on “il Sole 24 ore”)

Attivities

Mathematical Consultant on Cryptanalysis, Mathematical Modeling, Financial Derivative Modeling, Portfolio Optimization Techniques, Automated Trading Agents, Negotiation Techniques, Risk Analysis, Information Analysis.

Founding Member of the Laboratorio di Matematica Computazionale “S. Tulipani" (Laboratory of Computational Mathematics), University of Perugia (Italy). (link)

Sole Director, since June 2000, of Il Filo s.r.l. – Learning Organizer – Palestre della Mente – Acquaviva delle Fonti (Italy), licensee of Biostoria trademark.

Realized Software and Mathematical Models

Automated Trading Software for the Forex Market, implementing: high frequency trading strategies, statistical arbitrages, correlation hedging, robust portfolio optimization, evolutionary portfolio optimization, ARIMA fitting, predictive adaptive non-linear filtering, evolutionary forecasting (in MQL4, MQL5, C++ and Java)

Probabilistic Negotiation Framework thus constrains manipulatory behaviors (in C++ and Matlab)

Negotiating Agent which is able to understand and exploit others utilities in order to manipulate a negotiation process (in C++ and Matlab)

Expert System for the Management and the Optimization of the Fund Raising Champaign (in C++, Prolog and Java)

Ground State Logic Engine to invert digital circuits (in C++ with OpenMP and Matlab)

Fuzzy Decision Support System to evaluate Default Probability (in C++)

Evolutionary Decision Tree Engine to Rank borrowers (in C++)

Evolutionary Integer Factorization Engine (in C and Maple)

Scientific Publications

“On the Actual Inefficiency of Efficient Negotiation Methods”, arXiv:1201.5478v1 [math.OC], 01/2012, (with L. Barzanti). (link)

“An Improved Two-Party Negotiation Over Continues Issues Method Secure Against Manipulatory Behavior”, submitted, 10/2011, (with L. Barzanti)

“The Effect of Information on the Performance of Negotiation Models.”, Economic Performance, Editor Richard K. Benson, Nova Science Publishers NYC, 2011, pp. 167-207, ISBN: 978-1-61324-702-0, 09/2011, (with L. Barzanti). (link)

“An Enhanced Approach for Developing an Expert System for Fund Raising Management.”, Expert System Software: Engineering, Advantages and Applications, Editors Jason M. Segura and Albert C. Reiter, Nova Science Publishers NYC, ISBN: 978-1-61209-114-3, 12/2010, (with L. Barzanti). (link)

“Genetic Blind Image Restoration With Dynamical Local Evaluation.”, The International Conference On Computational Science And Its Application 2008 (ICCSA 2008), pp. 497-506, 6/2008, (with I. Gerace, A. Milani, S. Moraglia). (link)

“An Independence Concept Under Plausibility Function”, International Symposium on Imprecise Probability:Theories and Applications, pp. 287-296, 7/2007, Prague (with B. Vantaggi). (link)

“An Evolutionary Approach to Inverse Gray Level Quantization.”, LNCS Volume 4781/2007, pp. 242-253, 6/2007, (with I. Gerace, A. Milani, S. Moraglia). (link)

“Conditional belief functions: a comparison among different definitions”, 7 Workshop on Uncertainty Processing (WUPES 2007), 9/2006, Mikulow (with G. Coletti). (link)

Other Publications

“Le Geometrie della Vita nel Salto Eco-biostorico - Verso una Topologia a occhio infinito nella relazione Mente/Mondo”, 12/2010, (with A. Colamonico), (link).

“Verso una Geometria Multi-Proiettiva della Mente”, 09/2010, (with A. Colamonico ), (link).

“Palestre della Mente: Gioco dei Numeri e delle Civiltà”, 9/2008, blog “Palestre della mente”, (link).

“Il ruolo dell’Emozione nel Pensiero Razionale”, 6/2008, blog “Occhio Biostorico”, (link).

“Organizzazione della Conoscenza per una Stesura di Ipertesto”, 2/2008, blog “Palestre della mente”, (link).

Presentations

“Introduzione alla Teoria dei Giochi” (Introduction to Game Theory), Homo Ludens - Ludologica and men. Theories, Models and Analyses about Games and Players, organized by M. Esposito, on Second Life, November 18, 2009. (program and slides).

“Algoritmi genetici per la ricostruzione di immagini” (Genetic Algorithm for Image Reconstruction), Giornate di Algebra Lineare Numerica e Applicazioni, 2/2009, Perugia (Italy) (program and slides in the LMC website)

“Genetic Blind Image Restoration With Dynamical Local Evaluation.”, The International Conference On Computational Science And Its Application 2008 (ICCSA 2008), June 2008, Perugia (Italy)

“Belief functions: conditioning and independence”, Workshop: Modelli e metodi per la gestione dell’informazione e dell’incertezza nei processi di acquisizione della conoscenza, January 2008, Perugia (Italy) (link)

“Conditional belief functions: a comparison among different definitions”, 7 Workshop on Uncertainty Processing (WUPES 2007), Mikulow (Czech Republic), September 2007.

Espert on Mathematics in the courses “Dall’esperienza al problema” and “Le competenze matematiche di base”, ITIS G. Giorgi – Il Filo s.r.l., September 2005 – July 2006, Brindisi (Italy). (link to an example of a game designed to separate the notion of number from its representation so to let the concept of cardinality emerge).

“Analisi della Probabilità di Default: Modello Fuzzy per la Mediazione tra Giudici e Giudizi Differenti” (Default Probability Analysis: A Fuzzy Model to Mediate among Different Scores), Le Nuove Figure Professionali per Banche, PMI e Mondo Consulenziale alla luce delle innovazioni di Basilea 2, January 2005, University of Perugia (Italy) (slides)

“La Funzione dei Simboli nell’Organizzazione della Conoscenza” (The Role of Symbols in Knowledge Organization), Ordini Complessi. Carte Biostoriche di Approccio ad una Conoscenza a Cinque Dimensioni, September 2002, Bari (Italy)

Attended Schools and Conferences

Festival del Fundraising, Castrocaro Terme (FC), May 11–13, 2011.

2008 edition of “The International Conference on Computational Science and its Applications”, Perugia, June 30 – July 3, 2008.

Meeting dei borsisti INdAM, Department of Mathematics and Computer Science, University of Perugia (Italy), August 3–6, 2003

Seminario “La Mente: Caleidoscopio della Realtà” organized by Il Filo Learning Organizer - Palestre della Mente, Acquaviva delle Fonti (Italy), April 25, 2003

Coferenza Nazionale dell'A.D.T. su “Nuovi obiettivi, curricoli e metodologie nella didattica matematica e delle scienze”, Monopoli (Italy), October 11-13, 2002

Meeting dei borsisti INdAM, Department of Mathematics and Computer Science, University of Perugia (Italy), August 5–10, 2002

perCorso “La Stanza: Comunicazione e dinamiche relazionali in un gruppo di lavoro” organized by Il Filo Learning Organizer -– Palestre della Mente, Acquaviva delle Fonti (Italy), September - November 2001

Meeting dei borsisti INdAM, Department of Mathematics and Computer Science, University of Perugia (Italy), August 5–7 2001

perCorso: “Costruzione di sé costruzione di società: possibili percorsi per la ricerca del benessere personale e sociale” organized by Il Filo Learning Organizer - Palestre della Mente, Acquaviva delle Fonti (Italy), November 30 – December 2, 2000