Palazzo della Carovana
Research professor in Mathematical Finance at the Scuola Normale Superiore di Pisa since January 2011. He is also Assistant Professor of Physics at Palermo University, (Italy) and Professor at the Santa Fe Institute (USA, since 2009). He received his PhD in Physics from the University of Palermo in 1999 and he has been postdoc (1999-2001) and then researcher of the National Institute of the Physics of Matter (INFM, 2001-2003). After that he has been postdoc (2003) and member of the External Faculty (2004-2009) of the Santa Fe Institute. He has been awarded the Young Scientist Award for Socio- and Econophysics of the German Physical Society in 2007. He is also member of the editorial board of the physics journal JSTAT.
His research activity focuses on financial market microstructure, high frequency finance, portfolio optimization, and application of network theory to Finance. More recently his research activity includes topics of systemic risk and application of Complex System Theory to air traffic management.