Sergio Bianchi

Current Position

•   Full professor of Mathematics for Economics, Actuarial Science and Finance at “Sapienza” University of Rome, Italy
•   International Affiliate Professor, Department of Finance and Risk Engineering, Tandon School of Engineering, New York University (NY)

Previous Positions

  • 01/09/2014 - 31/08/2015 Industry Professor at Polytechnic Institute of the New York University, School of Engineering, Department of Finance and Risk Engineering
  • 01/04/2006 – 15/01/2020 Full Professor at University of Cassino – Dept. Economics and Law
  • 01/10/2001 - 30/03/2006 Associate Professor at University of Cassino – Dept. Economia e Territorio
  • 30/06/1998 - 01/10/2001 Assistant Professor at University of Cassino – Dept. Economia e Territorio
  • 01/09/1997 – 31/10/1998 Contract Professor of Financial Mathematics at University of Sassari (Italy)
  • 01/07/1998 – 30/06/2001 Invited Professor of Elements of Calculus I and II at Pontificia Università Gregoriana
  • 01/09/1991 – 30/06/1998 Contract Professor of Elements of Calculus I at Pontificia Università Gregoriana

Visiting Positions

  • 16/07/2019 - 17/08/2019 Invited Visiting Professor at New York University, Tandon School of Engineering, Department of Finance and Risk Engineering
  • 18/07/2018 - 21/08/2018 Invited Visiting Professor at New York University, Tandon School of Engineering, Department of Finance and Risk Engineering
  • 25/07/2017 - 31/08/2017 Invited Visiting Professor at New York University, Tandon School of Engineering, Department of Finance and Risk Engineering
  • 14/11/2016 - 20/11/2016 Invited Visiting Professor at Department of Mathematics/Institute of Mathematics and Informatics, Szent István University, Godollo (Hungary)
  • 01/06/2016 - 15/07/2016 Invited Visiting Professor at Polytechnic Institute of the New York University, School of Engineering, Department of Finance and Risk Engineering
  • 01/04/2014 - 31/05/2014 Invited visiting professor at Polytechnic Institute of the New York University, School of Engineering, Department of Finance and Risk Engineering
  • 01/04/2013 - 31/05/2013 Invited visiting professor at Polytechnic Institute of the New York University, School of Engineering, Department of Finance and Risk Engineering

Editorial Activities

  • 23/04/2021 - to date, Guest Editor for Fractal and Fractional
  • 25/07/2017 - 31/05/2018, Guest Editor for Risk and Decision Analysis
  • 01/12/16 – to date, Member of the Editorial Board of “Risk and Decision Analysis”
  • 2012 – to date, Member of the Advisory Board of Mathematical Methods in Economics and Finance (ISSN:1972-6419 (print), ISSN:1971-3878 (online))
  • Reviewer for Applied Economics • Applied Economics Letters • Applied Soft Computing • Arabian Journal of Geosciences • Chaos • Chaos, Solitons and Fractals • Empirical Economics • Finance Research Letters • Fluctuation and Noise Letters •  Impresa Ambiente Management • Insurance: Mathematics and Economics • Mathematical Methods in Economics and Finance • Mathematical and Statistical Methods for Actuarial Sciences and Finance • Mathematical Reviews (American Mathematical Society) • Nonlinear Dynamics & Econometrics • Physica A • Pure Mathematics and Applications • Quantitative Finance • Rendiconti per gli Studi Economici Quantitativi • Risk And Decision Analysis • WSEAS, World Scientific and Engineering Academy and Society • Miur PRIN • University of Padua

Scientific Boards

  • 2018 – to date, Member of the Board of Professors (Ph.D. in Modelli per l’Economia e la Finanza), “Sapienza” University of Rome
  • 01/12/2016 – to date, Member of the Editorial Board of “Risk and Decision Analysis”, IOS Press. STM Publishing House
  • 01/04/2016 - 07/03/2018 Coordinator of the 1° Level Master in "Quantitative and Technical Analysis of Financial Markets" at University of Cassino and Southern Lazio
  • 11/2009 – 08/2014 Head of the Technical Board for the evaluation of Spin-Off of University of Cassino
  • 11/2009 – 08/2014 Member of the Board of Professors (Ph.D. in Economics), University of Cassino
  • 11/2009 – 08/2014 Member of the Scientific Council of the I.S.M.E.F., Istituto Mediterraneo di Formazione per le Professionalità Nautiche onlus, Formia (Italy)
  • 2008 – to date Member of the Scientific Committee of the biennial conference Mathematical and Statistical Methods for Actuarial Sciences and Finance
  • Member of the Board of Professors (Ph.D. in Quantitative Methods for Economics and Land), University of Cassino
  • Member of the Board of Professors (Ph.D. in Institutions and Methods of Analysis of land systems), University of Cassino

Institutional Responsibilities

  • 2009-2014, Rector’s Delegate for Research and Benchmarking, University of Cassino
  • 2007-2009, Representative of the Heads of Department in the Academic Senate of the University of Cassino
  • 2005-2009, Chair of Department “Istituzioni, Metodi Quantitativi e Territorio” (22 faculty members, 4 staff), University of Cassino
  • 2004-2005, Member of the Committee for the Evaluation of the Research, University of Cassino
  • 2004-2005, Member of the Recruitment Committee of the Faculty of Economics, University of Cassino
  • 2004-2005, Member of the Educational Program Committee 2005/06, Faculty of Economics, University of Cassino
  • 2003-2005, Scientific Coordinator of the Computer Laboratory of the Department “Economia e Territorio”, University of Cassino
  • 2003-2004, Head of the Educational Program Committee 2004/05, Faculty of Economics, University of Cassino
  • 1999-2001, Member of the Educational Program Committee of the Master in Economics and Business Administration, Faculty of Economics, University of Cassino

Research interests

  • Applied Mathematical Finance
  • Stochastic processes: multifractional processes, self-similar processes, long run memory models 

 

Main scientific publications

Refereed Journal Articles

  1. BIANCHI S., FREZZA M., PIANESE A. (submitted), Efficiency, Causality and the Volume-Volatility puzzle
  2. FREZZA M., BIANCHI S., PIANESE A. (2021), Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process, Computational Management Science, https://doi.org/10.1007/s10287-021-00412-w
  3. BIANCHI S., PIANESE A., FREZZA M., PALAZZO A.M. (2020), Stochastic dominance in the outer distributions of the α-efficiency domain, forthcoming in Mathematical and Statistica Methods for Actuarial Sciences and Finance, Springer
  4. FREZZA M., BIANCHI S., PIANESE A. (2020), Fractal analysis of market (in)efficiency during the COVID-19, Finance Research Letters, Available online 19 November 2020, 101851
  5. TAPIERO C.S., VALLOIS P., BIANCHI S. (2020), The Origins of Randomness: Granularity, Information and Speed of Convergence (2020), Mathematical Methods in Economics and Finance, special issue on  "Fractional and multifractional models and methods in finance", 13/14, 1, 2018/2019, 75-96
  6. BIANCHI S. (2020), Matematica e cognizione giurisdizionale, Diritto Pubblico Europeo, Rassegna online, n.2, ISSN: 2421-0528
  7. BIANCHI S., LI, Q. (2020), A new estimator of the self-similarity exponent through the Empirical Likelihood Ratio Test, Journal of Statistical Computation and Simulation, 90(11), 1982-2001, ISSN: 0094-9655
  8. BIANCHI S., PIANESE A., FREZZA M. (2020), A distribution-based method to gauge market liquidity through scale invariance between investment horizons, Applied Stochastic Models in Business and Industry
  9. PIANESE A., ATTIAS A., BIANCHI S., VARGA Z. (2020), On the asymptotic equilibrium of a population system with migration, Insurance: Mathematics and Economics, 92, 115-127
  10. BIANCHI S., (2018), Special Issue: Fractional Calculus and Its Applications, Introduction, Risk and Decision Analysis, 7(1-2):1-3, ISSN: 1569-7371
  11. BIANCHI S., PALAZZO, A.M., PIANESE A. (2018), Fast and unbiased estimator of the time-dependent Hurst exponent, Chaos, 28, 031102, ISSN: 1054-1500
  12. BIANCHI S., FREZZA M. (2018), Liquidity, Efficiency and the 2007-2008 Global Financial Crisis, Annals of Economics and Finance, 10(2), ISSN 1529-7373
  13. BIANCHI S., PIANESE A. (2018), Time-Varying Hurst-Hölder Exponents and the Dynamics of (In)Efficiency in Stock Markets, Chaos Solitons and Fractals, 109, 64-75, ISSN: 0960-0779
  14. BIANCHI S., FREZZA M. (2017), Fractal stock markets: International evidence of dynamical (in)efficiency, Chaos, 27, 071102
  15. BIANCHI S., PANTANELLA A., PIANESE A. (2015), Efficient Markets and Behavioral Finance: A comprehensive Multifractional Model. Advances in Complex Systems, vol. 18, ISSN: 0219-5259
  16. BIANCHI S., A. PIANESE (2014), Multifractional Processes in Finance, Risk and Decision Analysis, Vol. 5, Number 1, 1-22, ISSN:1569-7371
  17. BIANCHI S., PANTANELLA A., PIANESE A. (2013) Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity, Quantitative Finance, 13(8), 1317-1330
  18. BIANCHI S., A.M. PALAZZO, A. PANTANELLA, A. PIANESE (2013), Self-Similarity Parameter Estimation for k-dimensional Processes, International Journal of Computer Theory and Engineering, 5, 302-306, ISSN: 1793-8201
  19. ANGRISANI M, ATTIAS A, BIANCHI S., VARGA Z (2012), Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control, Applied Mathematics and Computation, 219, 2442-2452, ISSN: 0096-3003
  20. BIANCHI S, PANTANELLA A., PIANESE A (2012), Modeling and simulation of currency exchange rates using MPRE, International Journal of Modeling and Optimization, 2(3), 309-314 ISSN: 2010-3697
  21. BIANCHI S., PANTANELLA A. (2011), Pointwise Regularity Exponents and well-behaved residuals in Stock Markets, International Journal of Trade, Economics and Finance, 2, 1, 52-60
  22. BIANCHI S., PANTANELLA A. (2010) Pointwise Regularity Exponents and Market Cross-Correlations, International Review of Business Research Papers, 6(2), 39-51, ISSN: 1834-5883
  23. BIANCHI S., DE BELLIS I., PIANESE A. (2010), Fractal properties of some European electricity markets. International Journal of Financial Markets and Derivatives, 1(4), 395-421, ISSN: 1756-7130
  24. BIANCHI S., TRUDDA A (2008). Global asset return in pension funds: a dynamical risk analysis. Mathematical Methods in Economics and Finance, 3(2), 1-16, ISSN: 1971-6419
  25. BIANCHI S., PIANESE A (2008). Multifractional properties of stock indices decomposed by filtering their pointwise Hoelder regularity. International Journal of Theoretical and Applied Finance, vol. 11(6); p. 567-595, ISSN: 0219-0249
  26. BIANCHI S., PIANESE A (2007). Modeling Stock Price Movements: Multifractality or Multifractionality?. Quantitative Finance, vol. 7; p. 301-319, ISSN: 1469-7688
  27. ANGRISANI M, ATTIAS A, BIANCHI S., VARGA Z (2006). Demographic dynamics for the pay-as-you-go pension system. Pure Mathematics and Applications, vol. 15; p. 357-374, ISSN: 1218-4586
  28. BIANCHI S., PIANESE A (2006). Multiscaling in the distribution of the exchange rates. WSEAS Transaction on Mathematics, vol. 6; p. 354-360, ISSN: 1109-2769
  29. BIANCHI S. (2005). Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance. International Journal of Theoretical and Applied Finance, vol. 8; p. 255-281, ISSN: 0219-0249
  30. BIANCHI S. (2005). A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics. Applied Economics Letters, vol. 12; p. 775-780, ISSN: 1350-4851
  31. BIANCHI S. (2004). A New Distribution-Based Test of Self-Similarity. Fractals-Complex Geometry Patterns and Scaling in Nature and Society, vol. 3; p. 331-346, ISSN: 0218-348X
  32. BIANCHI S. (1999). Testing Self-Affinity of Stock Returns. Rendiconti per gli Studi Economici Quantitativi; p. 26-43, ISSN: 1591-9773
  33. BIANCHI S. (1995). Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione. Rivista Milanese di Economia, vol. 56; p. 101-119, ISSN: 0392-9728

Refereed Book Articles

  1. BIANCHI, S. (2020), Matematica e Cognizione Giurisdizionale, in Processi cognitivi e cognizione giurisdizionale, Atti del Convegno del 13 dicembre 2019, Università degli Studi di Cassino e del Lazio Meridionale, CEDAM
  2. BIANCHI, S., FERRANTE, F., RECINTO, G., INTERLANDI, M., INTRISANO, C., VISTOCCO, D. MAIELLO, F., MICHELI, A.P. (2017), Analisi delle ricadute PET sul territorio della Provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell’ambito della Programmazione comunitaria 2014–2020, Aracne Editrice, ISBN: 978-88-548-9882-0
  3. BIANCHI S., PIANESE A. (2014). Asset price modeling: from Fractional to Multifractional Processes. In: A. Bensoussan, D. Guegan, E., C. Tapiero. Future Perspectives in Risk Models and Finance. p. 247-286, New York: Springer, ISBN: 978-3-319-07523-5
  4. BIANCHI S., A. PIANESE (2008). Scaling Laws in Stock Markets. An analysis of prices and volumes. In: PERNA, CIRA, SIBILLO, MARILENA EDS. Mathematical and Statistical Methods in Finance. p. 35-42, Springer, ISBN/ISSN: 978-88-470-0703-1
  5. BIANCHI S., A PIANESE (2005). Reconciling Multifractal and Multifractional Processes in Financial Modeling. In: THEODORE SIMOS AND GEORGE MAROULIS. Advances in computational methods in sciences and engineering 2005. Selected papers from the international conference of computational methods in sciences and engineering 2005 (ICCMSE 2005). p. 1268-1281, LEIDEN: Brill, ISBN/ISSN: ISBN 90-6764-441-2
  6. BIANCHI S., MICOCCI M (1999). "La geometria frattale: l'applicazione all'analisi finanziaria". In: AA.VV.. Complementi di Matematica Finanziaria. Modelli applicativi per la scelta degli investimenti. ROMA: Ed. CISU

Refereed Conference Proceedings

  1. BIANCHI S., PIANESE A., FREZZA M., PALAZZO A.M. (2020), Stochastic dominance in the outer distributions of the α-efficiency domain, MAF 2020, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 18, 22 and 25 September, 2020 – Remote Conference
  2. Bianchi S., Pianese A., Frezza M., A distribution-based method to gauge market liquidity through scale invariance between investment horizons, CFE-CM Statistics 2019, University of London and Birbeck, 14-16 December 2019
  3. Bianchi S., Pianese A., Palazzo A., Pantanella A., Assessing market (in)efficiency, Colloque MAF 2016, Paris Dauphine, March 30-31 and April 1, 2016, Paris (France)
  4. BIANCHI S., GÁMEZ, M., PIANESE A. (2016), Liquidity and Self-Similarity in the Distributions of the log price variations, Proceedings of the 7th Annual Financial Market Liquidity Conference, 17th-18th November 2016, Budapest (Hungary), p.14
  5. BIANCHI S. (2012), Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices, (Invited Plenary Lecture), Proceedings of the American Conference on Applied Mathematics, Harvard, Cambridge, MA, USA, January 25-27, 2012, p.15-16 (ISBN:9781618040640)
  6. S. BIANCHI, A. PANTANELLA, A. PIANESE (2012). Local Estimation of Stock Market Efficiency, Proceedings of the  American Conference on Applied Mathematics , Harvard, Cambridge, MA, USA, January 25-27, 2012, 349-355 (ISBN:9781618040640)
  7. BIANCHI S., A. PANTANELLA, A. PIANESE (2011), "Efficient Market Hypothesis and Behavioural Finance: reconciling the opposites through multifractional processes with random exponent", 8th Applied Financial Economics (AFE) Conference, 30 June – 02 July 2011, Samos Island, Greece, 501-510, ISBN: 978-9-6046-6086-5
  8. BIANCHI S., A.M. PALAZZO, A. PANTANELLA, A. PIANESE (2011), Self-Similarity Parameter Estimation for k-dimensional Processes, 4th IEEE International Conference on Computer Science and Information Technology, 10-12 June 2011, Chengdu, China, ISBN: 978-1-61284-836-5
  9. BIANCHI S., PANTANELLA A.Efficiency, Overreaction and Underreaction in Stock Markets. A Parsimonious Model of the Three Sided-Coin, ICFTE 2011, Shanghai (China), 11-13 May 2011, IEEE Catalog Number: CFP1103J-PRT, ISBN: 978-1-4244-9508-5, 617-622
  10. BIANCHI S., PANTANELLA A. Stock Returns Declustering Under Time Dependent Hölder Exponent, ICEME 2010, Hong Kong (China), 28-30 December 2010, IEEE CN: CFP1072L-PRT, ISBN: 978-1-4244-8965-7, 14-21
  11. BIANCHI S., PANTANELLA A., PIANESE A., Modeling and simulation of currency exchange rates using MPRE, 2010 International Conference on Modeling, Simulation and Control (ICMSC 2010) Cairo Egypt, November 2-4, IEEE Catalog Number: CFP1053L-PRT, ISBN: 978-1-4244-8823-0
  12. BIANCHI S., PANTANELLA A. (forthcoming) Pointwise Regularity Exponents and Market Cross-Correlations, 12th International Business Research Conference, Dubai (EAU), 7-8 april 2010
  13. ANGRISANI M, ATTIAS A, BIANCHI S., VARGA Z (2010). Dynamic analysis of the effect of immigration on the demographic background of the pay-as-you-go pension system. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Ravello, 7-9 April 2010
  14. BIANCHI S., TRUDDA A. Global Asset Return in Pension Funds: a dynamical risk analysis. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance. Venice, 26-28 March 2008
  15. BIANCHI S., DE BELLIS I, PIANESE A (2009). Stochastic Modelling of the Italian Electricity Market: some empirical evidences. In: Proceedings of the 6th International Conference on Applied Financial Economics. Samos Island (Gr), 2-4/07/2009, SAMOS ISLAND: INEAG, vol. 1, p. 315-325, ISBN/ISSN: 978-960-466-044-5/1790-3912
  16. BIANCHI S., PANTANELLA A, PIANESE A (2009). Financial Portfolio Selection in a Nonstationary Gaussian Framework. In: THE ROLE OF THE UNIVERSITY IN THE ANALYSIS OF CURRENT ECONOMIC CRISIS. Spiru Haret University, May 28th, 2009, BUCHAREST: România de Mâine Publishing House, vol. 1, p. 619-627, ISBN/ISSN: 978-973-163-460-9
  17. BIANCHI S. (2006). ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture). In: 10th WSEAS International Conference on Applied Mathematics. Dallas (Texas), 1-3 november 2006
  18. BIANCHI S., A. PIANESE (2005). Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality. In: International Conference for the Management of risk factors in economically relevant human activities. Viterbo, September 1st-3rd, 2005
  19. BIANCHI S. (2004). "Pathwise Identification of the Memory Function of a Multifractional Market Model". In: Stochastic Finance 2004 International Conference, Lisbona
  20. BIANCHI S. (2003). Multifractality in Stock Markets: an empirical analysis. In: Quantitative Methods in Finance 2003 Conference, 10th – 13th December 2003, Manly, Sydney (Australia)
  21. BIANCHI S. (2003). Testing Self-Similarity of Stochastic Processes. In: XXIX Conference on Stochastic Processes and their Applications, August 3-9, 2003, Angra dos Reis (Brasile)
  22. BIANCHI S. (2003). Empirical Evidence of Time-Dependent Memory in Stock Markets. In: 2003 Latin American Meeting of the Econometric Society, Panama City (Panama), 28-30 August 2003, p. 1-14
  23. BIANCHI S. (2001). “A Distribution-Based Method for Evaluating Uniscaling in Finance”. In: CeNDEF Workshop Papers. Amsterdam, January 2001, AMSTERDAM: Universiteit van Amsterdam, Center for Nonlinear Dynamics, vol. 4A.3.
  24. BIANCHI S. (2001). Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic. In: 11th INFORMS Applied Probability Society Conference, New York (USA)

Non-refereed Proceedings

  1. BIANCHI S., TRUDDA A (2008). Investment risk in Pension Funds: a dynamical approach. In: Atti del XXXII Convegno AMASES. Trento, 1-4 Settembre 2008
  2. BIANCHI S., A. PIANESE (2005). On a new technique for VAR estimation. In: XII Convegno di Teoria del Rischio. Università degli Studi del Molise, Campobasso, 16 giugno 2005, ROMA: Aracne, p. 101-115, ISBN/ISSN: 88-548-0637-4
  3. BIANCHI S., A. PIANESE (2005). Evidence of Multifractionality in the Dow Jones Index. In: 8th Italian-Spanish Meeting in Financial Mathematics. Verbania, June 30-July 1, 2005
  4. BIANCHI S., A. PIANESE (2005). Evaluation of Value at Risk by pointwise regularity of the price process. In: XXIX Convegno A.M.A.S.E.S.,. Palermo, 12-15 Settembre 2005
  5. BIANCHI S. (2004). "Pointwise Identification of the Multifractional Memory Function". In: Atti del Convegno Metodi Matematici e Statistici per l’Analisi dei Dati Assicurativi e Finanziari, Edizioni CUSL, Salerno
  6. BIANCHI S. (2001). "Su una strategia di trading in un mercato multifrattale". In: Atti dell'VIII Convegno di Teoria del rischio. Campobasso, 14/06/2001, CAMPOBASSO: Uniservice, vol. 1, p. 27-35
  7. BIANCHI S. (2000). “Sulla Nozione di Rischio nei Processi Autoaffini”. In: Atti del VII Convegno di Teoria del Rischio. Campobasso, 9 giugno 2000, CAMPOBASSO: Uniservice, vol. 1, p. 25-32
  8. BIANCHI S. (1999). “Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?”. In: Atti della Giornata di Studio "Nuovi Indirizzi Scientifici e Didattici nella Teoria del Rischio", Università del Molise, Campobasso, 23/06/1999, Uniservice, vol. 1, p. 45-57
  9. BIANCHI S. (1999). “On Estimating the Time-Changing Dependence in Economic and Financial Time Series”,. In: Atti del XXIII Convegno AMASES
  10. BIANCHI S. (1998). Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati. In: XXII CONVEGNO AMASES. Genova, 1998
  11. BIANCHI S. (1997). Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato. In: Atti della Giornata di Studio "Aspetti scientifici e didattici della teoria del rischio". Università degli Studi del Molise, Campobasso, 18/06/1997, Uniservice, vol. 1, p. 31-44
  12. BIANCHI S. (1997). Moto browniano multifrazionario e dinamiche finanziarie. In: XXI CONVEGNO AMASES. ROMA, 1997
  13. BIANCHI S. (1996). Un processo localmente stazionario per le dinamiche economiche. In: XX CONVEGNO AMASES. Urbino, 1996
  14. BIANCHI S. (1995). FMH: una verifica sul mercato italiano,. In: XIX Convegno AMASES. Pugnochiuso di Vieste

Main op-eds and public appearances

  • “Matematica e cognizione giurisprudenziale” in “Processi cognitivi e cognizione giurisdizionale”, Università degli Studi di Cassino e del Lazio Meridionale, 13 dicembre 2019
  • Lezione “La Fisica della Finanza, Capirla per non subirla”, Liceo Classifco “Vitruvio Pollione”, Formia, 10 dicembre 2019
  • Lezione “La Fisica della Finanza”, Liceo Scientifico “G. Pellecchia”, Cassino, 18/02/2019
  • Lezione “La Fisica della Finanza”, Convegno “Educazione Finanziaria, la conoscenza rende liberi”, FIDAPA, Formia, 17/11/2018
  • “1° Maggio. Festa del lavoro (che manca e mancherà)”, L’Inchiesta, 01/05/2018
  • Tavola rotonda “Analisi delle ricadute PET sul territorio della Provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell’ambito della Programmazione comunitaria 2014–2020”, Dipartimento di Economia e Giurisprudenza, Università degli Studi di Cassino e del Lazio Meridionale, 16/11/2017
  • [Interview] “SPY Finanza. I guai delle banche che la Germania vuol nascondere”, released to the online newspaper Ilsussidiario.net, August 13th 2013 (http://www.ilsussidiario.net/News/Economia-e-Finanza/2013/8/13/SPY-FINAN...)
  • “Swap su tassi di interesse: l’operazione del Comune di Cassino”, Economia e Finanza: I derivati Cassino, Public conference, 25 marzo 2013, Biblioteca Comunale di Cassino “P. Malatesta”
  • “L'impatto dell'Università e della ricerca sulla creazione di opportunità e di prospettive occupazionali per i giovani”, Public Conference «I giovani ed il lavoro: le possibili risposte ad una emergenza sociale», Comune di Cassino, Sala Restagno, 22 dicembre 2012
  • “La crisi: le cause e le ricette sbagliate. Come uscirne”, Public conference, Sala comunale di Arce, 24/11/2012
  • [Interview] “FINANZA/ Altro che Tobin Tax, prima fermiamo i grandi speculatori (come fa Hollande)”,  released to the online newspaper  Ilsussidiario.net, 16/11/2012
  • [Interview] “STANDARD & POOR'S/ Così la condanna australiana mette i brividi ai “mostri sacri” della finanza”,  released to the online newspaper  Ilsussidiario.net, 6/11/2012
  • “Siamo MES proprio male”, L'Inchiesta, 19/10/2012
  • “How the big banks have made millions with the spread”, http://www.Ilsussidiario.net, 16/10/2012
  • “Così le grandi banche han fatto i miliardi con lo spread”, http://www.Ilsussidiario.net, 15/10/2012
  • “Perché l’Italia non fallirà, ma gli italiani probabilmente sì”, L'Inchiesta, 11/10/2012
  • “Toccare il fondo per risollevarsi”, L’Inchiesta, 10/07/2012
  • “La bancarotta del capitale e la nuova società, nel laboratorio di Marx per uscire dalla crisi” (by Paolo Ciofi). Book presentation and discussion, 25/05/2012
  • “Altri Lidi” (by Sergio Sollima), Book presentation and discussion, 15/04/2012
  • “Crisi e ideologia neoliberista” Book presentation and discussion, 30/03/2012
  • “Quanto ci costerà il debito degli USA?”, L’Inchiesta, 28/12/2011
  • “L’effetto della crisi europea paralizza anche le reazioni dell’economia locale”, L’Inchiesta, 28/11/2011
  • “Il mondo di domani. Cronaca della crisi globale tra presente e futuro”, joint conference with Giulietto Chiesa, 9/11/2011
  • “L’Italia nello scenario di crisi mondiale: si scrive debito, si legge rischio di default”, Voce Camerale, 09/2011
  • “Mai ci fu pietà. La banda della Magliana dal 1977 a oggi” (by Angela Camuso), Book presentation and discussion, 02/07/2010

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