Curriculum Vitae. Marina Resta M. Resta (with S. Santini), Managing risk in a wind generation company: a robust optimization approach,

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1 Curriculum Vitae Marina Resta Address DIEM sez. di Matematica Finanziaria Facoltà di Economia via Vivaldi Genova, ITALY Phone: Fax: resta@economia.unige.it Homepage: Publications 2008 M. Resta (with S. Santini), Managing risk in a wind generation company: a robust optimization approach, accepted to APMOD 2008, International Conference on Applied Mathematical Programming and Modelling, Bratislava, Slovak Republic, May 27-30, M. Resta (with M. Montefiori), Social influence and neighbourhood effects in the health care market, Working paper n. 109, Dipartimento di Politiche Pubbliche e Scelte Collettive (POLIS), Università del Piemonte Orientale A. Avogadro, January M. Resta (with S. Santini), Managing risk of hydrothermal generation portfolios: a robust optimization approach, accepted to CEF 2008, 14th International Conference on Computing in Economics and Finance, University of Sorbonne, Paris, June M. Resta, Seize the (intra)day: features selection and rules extraction for tradings on high frequency data, submitted to: Neurocomputing Journal, under review. M. Resta, Intraday trading rules based on Self Organizing Maps, Proceeding of WSOM07 7th International Workshop on Self Organizing Maps, Bielefeld, Germany, 3 6 September M. Resta, Portfolio Optimization through Elastic Maps: Some Evidence from the Italian Stock Exchange, in T. Di Nola, R.J. Howlett, and L.C. Jain (Eds.): KES 2007, Part III, Lecture Notes in AI, LNCS/LNAI series, Springer-Verlag Berlin Heidelberg 2007.

2 M. Resta (with M. Montefiori), A computational approach for the health care market, presented at AIRO 2007, the 38th Italian Operations Research Society Annual International Conference, Genova, Italy, 5 11 September 2007, extended version submitted to Health Care Management Science Journal, under review. M. Resta (with S. Santini), Risk Management via Robust Optimization for Hydrothermal Generation Portfolios, to be presented at AIRO 2007, the 38th Italian Operations Research Society Annual International Conference, Genova, Italy, 5 11 September M. Resta, On a regimes switching model based on stable laws: characterization and some applications, Proceedings of XIV Convegno di Teoria del Rischio, Aracne Editrice, Roma 2006 M. Resta, On the informative content of dynamic Hurst exponents: a comparison among different techniques, to be presented at 2nd MAF Meeting, University of Salerno, Italy. M. Resta, On the Profitability of Scalping Strategies Based on Neural Networks, in B. Gabrys, R.J. Howlett, and L.C. Jain (Eds.): KES 2006, Part III, Lecture Notes in AI, LNCS/LNAI series 4253, pp. 641Ű646, Springer-Verlag Berlin Heidelberg M. Resta, A R/S approach to Trends Breaks Detection in Khosla R., L. C.Jain and R.J.Howlett, Lecture Notes in AI, LNCS/LNAI series, Springer Verlag, Heidelberg M. Resta (with C. Gosio, E. Lari) Exponential upper bounds in a modified model of collective risk theory, Atti del XII Convegno di Teoria del Rischio, Aracne Editrice, Roma 2004 M. Resta (with M. Cattaneo-Adorno), Reliability and convergence on Kohonen maps: an empirical study, in L. C.Jain and R.J.Howlett, Lecture Notes in AI, LNCS/LNAI series, Springer Verlag, Heidelberg M. Resta (with M. Cattaneo-Adorno), A note on the sensitivity to parameters in the convergence of SelfŰOrganizing Maps, in V.Palade, L. C.Jain and R.J.Howlett, Lecture Notes in AI, LNCS/LNAI series, Springer Verlag, Heidelberg M. Resta (with D. Sciutti), Spot price dynamics in deregulated power markets, Rome, December 2003 M. Resta (with D. Sciutti), A characterization of selfaffine processes in finance through their scaling func-

3 tion, Complexity 2003, May 2003, Aix en Provence, France M. Resta (with M. Cattaneo-Adorno), A sensitivity analysis approach to the convergence of Kohonen Maps, Working paper, Facoltà di Economia, Bozzi Editore, Genova, 2003 M. Resta, Su alcuni aspetti del processo di deregulation del settore elettrico in Texas, Single Buyer report, Rome, M. Resta, Portfolio optimization: Which alternatives to standard gaussian Models?, 8th International Conference of the Society of Computational Economics, June 2002, University of Marseille, Aix en Provence, France. M. Resta, Una caratterizzazione di tipo tau(q) per i processi auto-affini nella modellazione in ambito attuariale e finanziario, 9th Conference on Risk, 26 June, 2002, University of Molise, Campobasso, Italy M. Resta, Network Competitive Strategies in Financial Engineering, in E. Damiani, L. Jain, and R.J.Howlett, edrs. KES2002, IOS Press, Amsterdam, the Netherlands, M. Resta, A Stability Test Tool for Parameters Estimation in Portfolio Management, in N. Baba, L. Jain, and R.J.Howlett, edrs., IOS Press, Amsterdam, the Netherlands, 2001 M. Resta, Self Organising Maps in Financial Forecasting: an application in L. Jain, U. Seiffert edrs. Self Organising Maps, Recent advances, Springer, London September 2001 M. Resta, Portfolio Optimization in a Multi-Fractal Market, New Conference, September 2001, University of Salerno, Italy. M. Resta, Portfolio Selection Models Driven By Non- Gaussian Price Returns Dynamics, 7th International Conference of the Society of Computational Economics, June 2001, University of Yale, New Haven 2000 M. Resta, TRN: picking up the challenge of non linearity testing by means of Topology Representing Networks, Neural Network World, vol 10, nr 1-2, 2000, pp M. Resta, ATA: the Artificial Technical Analists building intraday market strategies 4th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, August, 1 September 2000,University of Brighton, Sussex, U.K

4 M. Resta, Soft Computing Techniques to model the economics of incentives, 4th International Conference on Knowledge-Based Intelligent Engineering Systems & Applied Technologies, August, 1 September 2000,University of Brighton, Sussex, U.K M. Resta, Towards An Artificial Technical Analysis Of Financial Markets, International Joint Conference on Neural Networks (IJCNN 2000)), July 2000, Como (Italy) M. Resta, A Computational Approach On Neighbourhood Structures In The Simulation Of Dichotomous Development. NBER Working Papers, 2000 M. Resta,A comparison among predictive methods in finance, 1st Summer School on Econophysics, San Casciano dei Bagni, Agosto 1999, Quaderni del Consiglio Nazionale delle Ricerche, July M. Resta, Sistemi di reti neurali per il trading sui mercati, Scienza & Business - Innovazione Tecnologica, Metodologie e Risorse, October 1999 M. Resta (with D. Sciutti), Cenni Introduttivi di Algebra Lineare, CEDAM, Padova, M. Resta, On a model for stable laws, XXIII A.M.A.S.E.S. Meeting, 8-11 September 1999, Rende (Italy). M. Resta, Multi Voronoi Nets System for Market Information Processing, HPCFIN - High-Performance Computing for Financial Planning, April 11 13, 1999 Center for Research on Parallel Computers and Supercomputing (CPS-CNR) Ischia, Naples, Italy. M. Resta, Hybrid Neural Networks vs Non Linear Time Series Models in Financial Forecasting, SCFM 99 (Symposium on Soft Computing In Financial Markets), June, 1999, Rochester Institute of Technology, Rochester, New York (USA) M. Resta, An hybrid neural network system for market trading strategies, in T.Kohonen-G.J.Deboeck Edrs, Visual Data Explorations in finance with Self Organizing Maps Finance Series, Springer Verlag London, 1998, M. Resta, Evolutionary hybrid algorithms in market trading strategies, XXII A.M.A.S.E.S. Meeting, September 9-12, 1998, Genova (Italy) M. Resta, Self-Organizing Evolutionary Models in Financial Markets Forecasting, Proceedings of Workshop on Self-Organizing Maps 1997, , June 4-6,1997, Helsinki University of Technology, Espoo, Finland.

5 M. Resta, Un sistema di trading neural network oriented per le decisioni di borsa, Quaderni dell Istituto di Matematica Finanziaria, Facoltà di Economia, Bozzi Editore, Genova, M. Resta, Reti SOFM come strumento predittivo per l analisi dei mercati finanziari : un applicazione alla previsione del MIB, Quaderni dell Istituto di Matematica Finanziaria, Facoltà di Economia, Bozzi Editore, Genova, M. Resta, Un confronto tra architetture neurali utilizzate nella gestione di portafogli finanziari, Quaderni dell Istituto di Matematica Finanziaria, Facoltà di Economia, Bozzi Editore, Genova, 1995 Works in progress M. Resta, On the impact of metrics choice in SOM learning: some empirical results from financial Datasets. M. Resta, Best Worse enforcements in SOM learning procedure. M. Resta, An investigation into the maturity level of emerging markets through the dynamic Hurst exponent. M. Resta, Is mean reverting still good? An investigation into the Polish power market. Genova, April 22, 2008