Foto del docente

Fabrizio Lillo

Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Curriculum vitae

Download Curriculum Vitae (.pdf 133KB )

Degrees

  • PhD in Physics at Palermo University (1999). PhD thesis on “Fundamental aspects of interferometry with one and two photons”.

  • Degree in Physics (110/110 Cum Laude) at Palermo University (1994). Thesis: “Internal coherence and quantum visibility”.

 

Occupations

    • From 1 Nov 1998 to 31 Jan 1999 research fellowship from the Comitato Regionale di Ricerche Nucleari e di Struttura della Materia (CRRNSM) for a reasearch project about “Sum rules in interferometry and Majorana representation”.

    • From 1 Apr 1999 to 4 Feb 2001 INFM two-year Post-Doc fellowship for research on the project: “Modeling of financial dynamics with advanced techniques of statistical mechanics”. Tutor: Prof. R. N. Mantegna.

    • From 5 Feb 2001 to 4 Feb 2003 INFM Research Associate for research on the project: “Statistical modeling of non-coding DNA” at the INFM unit of Palermo.

    • From 17 Feb 2003 to 17 Dec 2003 Postdoctoral Fellow at the Santa Fe Institute, Santa Fe NM, USA.

    • From 5 Jan 2004 to 31 October 2014, Assistant Professor of Physics (Ricercatore) at the Palermo University.

    • From 1 Jul 2005 to 16 March 2009, External Faculty Member at the Santa Fe Institute (USA)

    • From 17 March 2009 to 16 March 2012, Professor at the Santa Fe Institute (USA)

    • From 1 January 2011 to 31 December 2013 full time Junior Research Professor in Mathematical Finance at the Scuola Normale Superiore di Pisa, Italy

    • From 1 Nov 2014 to 31 May 2017 Associate Professor in Mathematical Finance (SECS-S/06) at the Scuola Normale Superiore, Pisa (Italy) and Leader of the group in Quantitative Finance at the Scuola Normale Superiore di Pisa.

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