Foto del docente

Daniele Tantari

Professore associato

Dipartimento di Matematica

Settore scientifico disciplinare: MAT/07 FISICA MATEMATICA

Curriculum vitae

Career and education

  • 2019- Associate Professor, University of Bologna, Department of Mathematics, Bologna.
  • 2018-2019 Temporary Assistant Professor, rtd-B, University of Florence, Dipartimento di Scienze per l’Economia e l’Impresa, Firenze.
  • 2018-2019 Professore a contratto, Scuola Normale Superiore, Pisa.
  • 2017-2018 Temporary Assistant Professor, rtd-A, Scuola Normale Superiore, Pisa.
  • 2015-2017 Junior Visiting Position, Centro Ennio De Giorgi, Scuola Normale Superiore, Pisa.
  • 2014 PhD degree in Mathematics, La Sapienza University, Roma, 19-12-2014. Thesis title: "Statistical mechanics of multitasking networks". Supervisors: Prof. F.Guerra, Dr. A. Barra, Dr. E. Agliari
  • 2011 Master’s degree in Theoretical Physics, La Sapienza University, Roma, 110/110 cum laude.
  • 2009 Bachelor’s degree in Physics, La Sapienza University, Roma, 110/110 cum laude.
  • 2006 Science education, Liceo Scientifico L.Spallanzani, Tivoli (RM).

 

Teaching experience

  • "Fondamenti Matematici per la Fisica", 6 cfu, UniBo, 2021-

  •  "Mathematics for Complex Systems", 6 cfu, UniBo, 2021-

  •  "MeccanicaSuperiore", 48 hours, UniBo, 2019-2020

  • "Portfolio Choice and Optimization", 48 hours, DISEI, UniFi, 2019-2020
  • "Pensions, Solvency and Financial Reporting: Neural Networks and applications", 16 hours, DISEI, UniFi, 2018-2019
  • "Quantitative Risk Management", 48 hours, DISEI, UniFi, 2018-2019
  • "Introduzione ai sistemi dinamici I", 10 hours, SNS, 2018-2019
  • "Introduzione ai sistemi dinamici II", 10 hours, SNS, 2018-2019
  • "Financial Analysis and Portfolio theory", 10 hours, phD course at SNS, 2018-2019
  • "Mathematical Finance", 20 hours, phD course at SNS, 2018-2019
  • "Statistical Methods for Data Science", 32 hours, master course, Università di Pisa, 2017-2018
  • "Mathematical Finance", 20 hours, phD course at SNS, 2017-2018
  • "Financial Analysis", 10 hours, phD course at SNS, 2017-2018

Supervision of master thesis:

  • T.Mauceri, S.Carlotti, L.Iacometti, M.Cecchi, M. Faye, A. D’Amico, University of Florence, DISEI (2019)
  • N.Pedreschi: 2018, Università di Pisa, Fisica, "Community detection in dynamic networks: phase transitions and online inference";
  • A.Brini: 2018, Università di Firenze, Finance and Risk Management , "Beyond the parameters estimation burden: a Bayesian framework for option pricing";
  • D.Migliozzi: 2018, Roma Sapienza, Matematica, "Reti neurali associative non-convesse";
  • G.L.Baldi: 2018 Roma Sapienza, Matematica, "Apprendimento senza supervisione mediante Restricted Boltzmann Machines";
  • A.Pizzoferrato: 2014, Roma Sapienza, Fisica, "Statistical Mechanics of Bipartite Spin Systems"

Supervision of phD students:

  • A.Brini: ongoing, Scuola Normale Superiore, Finanza Matematica, "Reinforcement Learning in Finance";
  • C.Campajola: Scuola Normale Superiore, Finanza Matematica, "Modelling financial lead-lag interactions with Kinetic Ising Models";

 

Awards, Grants, Professional Experiences

  • "Abilitazione Scientifica Nazionale (seconda fascia)" in MAT/07, Mathematical Physics (2018).
  • Principal investigator of the project "Dynamic networks: measure, model and mitigate financial risks", funded by Scuola Normale Superiore "Progetti interni annuali", 37kEur (2018)

  • Fundings for the organization of the workshop Frontiers in High-Frequency Financial Economet- rics, Scuola Normale Superiore internal grant, 4kEur, (2018)

  • Principal investigator of the project "Unsupervised learning with multi-layer Boltzmann machines", funded by Indam, Starting Grants, 35kEur (2018).

  • Member of the project SNS16BLILLO - Financial networks: statistical models, inference, and shock propagation, funded by Scuola Normale Superiore (2016)

  • Principal investigator of the project "Networks with non-convex community structure" funded by "Progetto Giovani 2016", GNFM, Indam.

  • Research in pairs on the project "Replica symmetry breaking in Bipartite spin glasses" at Mathe- matical Research Institute of Oberwolfach, 13-26 Nov (2016)

  • Winner of the "progetto premiale MATHTECH - CNR - INDAM 2016" with the project "Bayesian survival analysis theory for heterogeneous cohorts in cancer research."

  • Principal investigator of the project GR15ATANTARI "Statistical mechanics of multitasking neural networks as multipartite spin systems" funded by Scuola Normale Superiore "Progetti interni 2015 per giovani ricercatori".

  • 2015-Highlights of IOP (best papers of 2015) with the paper "Meta-stable states in the hierarchical Dyson model drive parallel processing in the hierarchical Hopfield network".

  • Principal investigator of the project "Reti Neurali gerarchiche" funded by the Universitá La Sapienza di Roma "Progetti Avvio alla ricerca" (2014).

  • Member of the project "Calcolo Parallelo Molecolare: risultati rigorosi tra Meccanica Statistica disordinata e Teoria dei grafi sottopercolati" , funded by GNFM Indam, Progetti Giovani (2014).

  • 2014-Highlights of IOP (best papers of 2014) with the paper "About a solvable mean field model of a gaussian spin glass,"

  • 2013-Highlights of IOP (best papers of 2013) with the paper " Immune networks: Multitasking capabilities near saturation".

  • Member of the project "Barra 2013", funded by GNFM Indam, Progetti Giovani (2013).

  • May 2011-July 2011, London. Visiting Student at King’s College, Department of Mathematics (working with Prof. A.C.C Coolen and Dott. A.Annibale).

     

Istitutional Activities

  • Member of the "Giunta di Dipartimento", UniBo, 2021-2023

  • Member of the "Commissione Spazi e Servizi", UniBo, 2021-

  •  Member of the "Commissione Dottorato in Matematica", UniBo, 2020-

  • Member of the "Commissione Dottorato Matematica per la Finanza", SNS, 2017-2018

  • Member of the "Commissione test d’ ingresso nuovi allievi", SNS, 2017-2018

 

Reviewer for Scientific Reviews

  • Physical Review Letters
  • Journal of Physics A
  • Scientific Reports
  • Physical Review E
  • Physica A
  • Data Mining and Knowledge Discovery
  • Frontiers in Physics (Social Physics) (Reviewer Editor)
  • International Journal of Modern Physics C
  • Decisions in Economics and Finance
  • Quality and Quantity
  • Applied Soft Computing
  • Frontiers in Blockchain (Financial Blockchain) (Reviewer Editor)

 

Conference and Workshop

  • (2012) 23-24 Febr, Roma, Spin Glass Identities: Workshop on Mathematical Physics Aspects of Disordered Systems, La Sapienza.

  • (2012) 21-22 May, London, Conference on Statistical Mechanics of Glassy and Disordered Sys- tems, King’s College.

  • (2012) 27-29 Sept, Roma, Five decades of Theoretical Physics: Looking forward looking back- ward. Conference in honor of Francesco Guerra seventieth birthday, La Sapienza.

  • (2012) 15 Nov, Roma, Mini Workshop on Physicist Investigation in Immunology, talk "Anergy in self-directed B lymphocytes (from a statistical mechanics perspective)", La Sapienza University.

  • (2013) 27-29 May, Roma, Mathematical models and methods for planet earth, Istituto Nazionale Alta Matematica (INDAM).

  • (2013) 24-26 June, Parma, XVII Convegno Nazionale di Fisica Statistica e dei Sistemi Complessi, invited speaker, talk: "Retrieving an infinite number of patterns in a spin glass model of the immune system".

  • (2013) 8-12 July, Roma, Mathematics and Quantum Physics, Accademia Nazionale dei Lincei.

  • (2013) 16-20 Sept, Barcelona, European Conference of Complex Systems 2013, one day-satellite Modelling the Complexity of the Immune System, invited with the poster ""Anergy in self-directed B lymphocytes" .

  • (2013) 23-25 Sept, Roma, Large deviations and rare events in physics and biology, La Sapienza, invited with a poster "Anergy in self-directed B lymphocytes (from a statistical mechanics perspective)".

  • (2014) 15-16 May, Montecatini, Assemblea nazionale Gnfm, talk "Modeling networks in the immune system through statistical Mechanics".

  • (2014) 22-23 May, Roma, Biophysics@Rome2014, invited with a poster.

  • (2014) 20-25 July, Banff, Spin Glass and related topics, invited speaker.

  • (2014) 18-20 Sept, Roma, 70-th birthday of Brunello Tirozzi: Mathematical Physics and applications, La Sapienza, organizer.

  • (2014) 14-27 Sept, Ravello, Scuola estiva di Fisica Matematica.

  • (2015) 05-09 Jan, Marseille, School Disordered systems, random spatial processes and applications

  • (2015) 26-30 Jan, Paris, Workshop Statistical Physics Methods in Social and Economic Systems

  • (2015) 07-08 Apr, Milano, Invited Speaker in Unicredit R & D

  • (2015) 24 Aug - 5 Sept, The Beg Rohu Summer School, Statistical Physics, Biology, Inference and Network

  • (2016) 18-24 Jan, Zurich, invited at Institut fur Mathematik, Universitat Zurich.

  • (2016) 28-29 Jan, Pisa, XVII Workshop on Quantitative Finance.

  • (2016) 18-22 July, Lyon, StatPhys Conference, invited with a poster Retrieval capabilities of generalized Boltzmann machines.

  • (2017) 26 Feb-03 Mar, Les Houches, Workshop on Statistical physics, Learning, Inference and Networks, invited with a poster Restricted Boltzmann Machines with generic priors as Generalised Hopfield Networks.

  • (2017) 04-06 May, Montecatini, Assemblea Scientifica GNFM, invited speaker.

  • (2017) 15 Sept, Pisa, Jotto Fair - La ricerca incontra le imprese, invited speaker.

  • (2017) 11 Oct, Firenze, Big Data and Its Application in an Inter-Disciplinary Context, European University Institute, invited speaker.

  • (2017) 1 Dec, Roma, Università di Tor Vergata, invited talk: Random model for financial networks.

  • (2018) 13-15 Sept, Napoli, AMASES Annual Conference, Session Networks and Big Data in Economics, Finance, and Social Systems, invited speaker: title: Detectability of Macroscopic Structures in Directed Networks

  • (2018) 28-29 Sept, Pisa, Scuola Normale Superiore, Frontiers in High Frequency Financial Econometrics, organizer.

  • (2018) 15-19 Oct, Catania, University of Catania, International School on Informatics and Dynamics in Complex Networks, invited speaker.

  • (2018) 26 Oct, Firenze, Inaugural Lecture MSc in Finance and Risk Management, invited talk: Macroscopic Structures in Financial Networks.

  • (2019) 23-25 Jan, Zurich, ETH, Quantitative Finance Workshop 2019, invited talk: A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market.

  • (2019) 30 Jan, Bologna, Prometeia, invited seminar: Random models for financial networks: an application to the interbank market.

  • (2019) 24-25 Jun, Bologna, Workshop: Mathematical Physics of disordered systems. Invited speaker: "Direct-Inverse Hopfield model and Restricted Boltzmann Machines"

  • (2019) 26-28 Jun, Kos, Symposium on Quantitative Finance and Risk Analysis. Invited speaker: "A dynamic network model with persistent links and node-specific latent variables with an application to the interbank market"

  • (2019) 10-12 Dec, Basel, University of Basel, Invited talk: "Direct-Inverse Hopfield model and Restricted Boltzmann Machines"

  • (2020) 29-31 Jan, Napoli, Quantitative Finance Workshop 2020, contributed talk: "Contingent Convertible bonds in networks"

  • (2020) 27-28 May, Bologna, Mathematical Methods and Models in Machine Learning, organizing committee;

  • (2020) 29-30 Jun, 1-2 Jul, ICTP Trieste, Youth in High-dimensions: Machine Learning, High-dimensional Statistics and Inference for the New Generation, invited speaker;

  •  (2020) 17-21 Sept, Roma, NETSCI2020 Satellite: Statistical Mechanics Methods for Networks , Scientific Committee;

  •  (2021) 28 Apr, Bologna, Centro AlmaAI - Hard Sciences: Kick-off Workshop, contributed talk: "Statistical Mechanics for Machine Learning: recent advances";

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