Scuola Normale Superiore di Pisa (SNS) - Italy
Scuola Normale Superiore di Pisa (SNS) is a public higher learning institution in Italy. It was founded in 1810 by Napoleon decree as a branch of the École Normale Supérieure of Paris. It operates a highly selective student admission procedure. Students are provided of full tuition, college life and international curriculum. It has roughly 300 undergraduate students, 200 PhD students and 110 professors and researchers. It is organized in two areas, the Faculty of Arts and the Faculty of Sciences. The latter includes Mathematics, Physics, Biology, Chemistry, and Information Science. SNS hosts a PhD school in Mathematics for the Industry and for Finance.
Main tasks in the project: SNS will be involved, jointly with the UNIPA unit, in the construction of the database containing standard economic indicators as well as fine grained economic data. SNS will perform statistical analyses and data mining aimed to identification of statistical regularities and stylized facts to be used to calibrate and validate the agent based model of the financial system. SNS will also plays a significant role in the development of the agent base model of the financial system.
Key SNS personnel working on this project
Fabrizio LILLO, Assistant Professor of Physics
PhD in Physics (UNIPA, 1999), He is Professor at the Santa Fe Institute (USA), and Contract Professor in Financial Mathematics at the Scuola Normale Superiore di Pisa (Italy).He has been awarded the Young Scientist Award for Socio- and Econophysics of the erman Physical Society in 2007. His research is focused on the application of methods and tools of statistical physics to economic, financial, and biological systems. He has been researcher of the National Institute for the Physics of Matter (Italy) and post doctoral fellow at the Santa Fe Institute. He is author of more than 75 scientific papers and editor of JSTAT.
Stefano MARMI, Full professor
Stefano Marmi is Full Professor of Dynamical Systems at the Scuola Normale Superiore di Pisa (Italy). He received his PhD in Theoretical Physics at the University of Bologna (Italy) in 1990. He has been awarded the ISAAC Prize in 1999 and he held the Séminaire Bourbaki in 1998. He spent long visiting periods at the Freie Universität of Berlin (Germany) and at the Mathematics Department of Paris Sud University (Orsay). He is author of two books and more than 35 papers.