Phd in MODELS FOR ECONOMICS AND FINANCE

email: barbara.vantaggi@uniroma1.it
phone: 26635
building: RM002
room: 07

Curriculum Vitae et Studiorum

Current Address
Department of Scienze di Base e Applicata per l’Ingegneria - University La Sapienza of Roma, Via Scarpa 16,
00161 Roma (Italy)

Academic position
Associate Professor of Probability and Mathematical Statistics at the University La Sapienza, Roma (from
30/12/2010)
Researcher of Probability and Mathematical Statistics at the University La Sapienza, Roma (from 1/11/1999 to
29/12/2010)

Bibliometric indexes
Number of papers: 94 (Scopus)
H-index: 15 (Scopus)
Citations: 636 (Scopus)

Editorial Activity
• Area Editor of Fuzzy sets and systems (since May 2018)
• Member of Editorial Board of the journal International Journal of Approximate Reasoning (since 2016)
• Co-Guest Editor of the special issue The Mathematics of Subjective Probability, Decisions in Economics and
Finance (since October 2018).
• Co-Guest Editor of the special issue VSI: SMPS 2016, International Journal of Approximate Reasoning
• Co-Editor “Soft Methods for Data Science”, Advances in Intelligent Systems and Computing, Springer Verlag
(2016)
• Co-Guest editor of volume of March 2008 of the journal International Journal of Approximate Reasoning

Seminar and invited talk (last 15 years)
1. The role of zero probabilities to deal with logical dependencies in graphical models 25/05/2004 ISBA Conference,
Viña del Mar (Cile) (track Zero Probabilities in Statistical Inference)
2. Computational challenges in imprecise probabilities 23/07/2005 Plenary talk at International Symposium
on Imprecise Probabilities and their Applications (Pittsburgh, USA)
3. Fuzzy relations in a coherent conditional probability setting 4/7/2006 Plenary al 7th International Conference
on Information and Management Sciences, Chengdu (Cina)
4. Representing comparative aggregate likelihoods (2006) 27th Linz Seminar on Fuzzy Set Theory: Preferences,
Games and Decisions, Lintz 2006
5. Fuzzy relations and coherent conditional probability 1/06/2007, Seminar at Economics Faculty of Univ. Co
Foscari, Venezia
6. Conditional possibility: from numerical to qualitative approach, Invited talk at 28th Linz Seminar on Fuzzy
Set Theory, Linz (Austria), 2007
7. Generalized Bayesian inference in a fuzzy context, Invited talk at CFE-ERCIM 2009 Cyprus (session Fuzzy
Statistical Analysis)
8. From qualitative probability to qualitative possibility, Invited talk at CFE-ERCIM 2010 London (session
Hybrid models in uncertainty and decision)
9. Coherence for Uncertainty Measures given through a Basic Assignments ruled by General Operations,
Invited talk at IPMU 2012 Catania (session New Trends in De Finetti’s approach)
10. Identifiability of hierarchical models with one hidden binary variable, Invited talk at SIS 2012 Roma (session
Graphical models: some recent advances)
11. Coherence for statistical matching with misclassification, Invited talk at CFE-ERCIM 2013 Londra (session
Statistical methods for non-precise data)
12. Coherence for statistical matching with misclassification, Workshop ERCIM 2014 Pisa (session Statistical
methods for non-precise data)
13. Bayesian inferential models with multiple priors: lower and upper envelopes, Plenary talk at workshop
’Alcuni argomenti di Probabilità, Statistica e Teoria della Misura’, in honor of the Prof. Patrizia Berti,
Modena 9/6/2015
14. Bayesian inference starting from a 2-monotone prior capacity, Invited talk at 3rd Meeting on Statistics
Athens, 2015
15. de Finetti coherence and beyond, Tutorial at International Symposium on Imprecise Probability: Theories
and Applications ISIPTA 2015, Pescara, 2015
16. Decisions under partial knowledge and risk, Plenary talk to the meeting of trilateral project Italy-France
Germany at Villa Vigoni Human rationality 2015
17. Rationality principles for preferences, Plenary talk at Vila Lana, Academy of Science, Praga, 2016
18. Preference relations agreeing with conditional Choquet expected values with respect to conditional belief or
plausibility functions, Invited talk at EURO 2016, Poznan, Polonia (session Imprecise Probability)

Coordinator of the following projects
• PRIN 2008: Dynamic decision models under partial and vague knowledge (Coordinator of the local unit of
Roma La Sapienza, MIUR)
• FFABR 2017 (As associate Professor)
• Founds for organization of the international conference “Soft Methods in Probability and Statistics” (GNAMPAINdAM
2016)
• Founds for a fellowship - Projects under 40 (Fac. Engineering ICI, Univ. Sapienza 2012)
• Partial knowledge and probabilistic methods in intelligent systems (Faculty Founds 2000, Univ. La Sapienza)
• Probabilistic models for handling uncertainty, Founds MIUR “Project Young Researchers” Anno 2002
• Coherent conditional probability and its role in decision processes (Faculty found 2006, Univ. La Sapienza)
• Conditional uncertainty measures and their applications in the decisional processes (Found AST 2007, Univ.
La Sapienza)
• Inferential models and uncertainty measures (Founds AST 2008, Univ. La Sapienza)
• Dynamic decision models under uncertainty (Found Ateneo 2010, Univ. La Sapienza)
• Methods and models for decisions under uncertainty (Found Ateneo 2011, Univ. La Sapienza)
• Found for Visiting Professor Prof. Erkki Somersalo (Case Western Reserve University), Univ. La Sapienza
(2013)
• Bayesian Inference, envelopes of probability and their applications, (Found Ateneo 2014, Univ. La Sapienza)
• Found for Visiting Professor Prof. Erkki Somersalo (Case Western Reserve University), Univ. La Sapienza
(2015)
• Numerical and probabilistic models for the management of information, (Found Ateneo 2015, Univ. La
Sapienza)
• Models for decisions, inferential processes and their applications, (Found Ateneo 2017, Univ. La Sapienza)
• Found for Visiting Professor Prof. Erkki Somersalo (Case Western Reserve University), Univ. La Sapienza
(2017)

Organization of workshop
• Co-organizator Partial Knowledge and Uncertainty: Independence, Conditioning, Inference, Rome (2000)
• Co-organizator workshop Reasoning under Partial Knowledge, Foligno - Perugia (2005)
• Co-organizator workshop Soft Methods in Probability and Statistics, SMPS 2016, Roma (2016)
• Co-organizator workshop The Mathematics of Subjective Probability, MSP 2018, Milano (2018)
• Co-organizator workshop The 12th International Conference on Scalable Uncertainty Management, SUM
2018, Milano (2018)
• Co-organizator workshop Reasoning under partial knowledge. Perugia (2018)

Member of P.h.D. Program
• Scienze e Tecnologie per i Sistemi Complessi (Sapienza) (1.11.2016-30.10.2019)
• Matematica e Informatica per il trattamento dell’informazione e della conoscenza (Universita’ di Perugia-
Dip. Matematica e Informatica) (01.01.2004-30.10.2013)

Software
• Fast closure computation and representation by means of DAGs of conditional independencies in C++ (in
collaboration with M. Baioletti, G. Busanello)
• Coherence check and extensions of conditional probability assessments and lower-upper envelopes of conditional
probabilities C++ (in collaboration with A. Capotorti, L. Galli, S. Tognoloni, F. Rossi)
• IAS-algorithm: iterative inverse solver in MATLAB (in collaboration with D. Calvetti, E. Somersalo, A.
Pascarella, F. Pitolli)

Teaching
• Seminars (2008-2012) Ph.D. in ’Matematica e informatica per l’elaborazione e la rappresentazione dell’
informazione e della conoscenza’, Univ. di Perugia
• Probabilità e Statistica e sue Applicazioni„ Master in Esperto nella quantificazione e gestione del rischio
finanziario, Univ. di Perugia 2004
• Probabilità e Statistica, Master in Gestione dell’energia nei parchi, nelle aree protette, nelle isole minori ed
in zone rurali finalizzate alla sostenibilità ambientale, Univ. La Sapienza, Roma 2003
• Probabilità e Statistica II (a.a. 2007/08) C.L. Ingegneria dei Trasporti (L.S.) - Univ. La Sapienza Roma
• Calcolo delle Probabilità e Statistica (from a.a. 2000-2001 to 2005-2006) C.L. Ingegneria Informatica - Univ.
La Sapienza Roma
• Calcolo delle probabilitá, (since a.a. 2000-2001) C.L. Ingegneria Gestionale - Univ. La Sapienza Roma
• Probabilità e Statistica (since 2012-2013) C.L. Ingegneria Meccanica - Univ. La Sapienza Roma
• Modelli probabilistici per la finanza (from a.a. 2010-2011 to 2015-2016) Magistrale Ingegneria Gestionale -
Univ. La Sapienza Roma
• Probabilistic models for finance (since a.a. 2016-2017) Magistrale Ingegneria Gestionale - Univ. La Sapienza
Roma