Seminar “Optimal control for stochastic reachability with application to quantitative finance”

Speakers: Giordano Pola and Gianni Pola
When: April 26th, 2018 — 11:30 – 12:30 am
Where: Seminar room, last floor, Alan Turing Building
Title: Optimal control for stochastic reachability with application to quantitative finance

Abstract: In this talk we first discuss optimal control for reachability problems: given a stochastic nonlinear control system, and a specification expressed as a sequence of desired target sets, we design an optimal control Markov policy which maximises the probability for the state to stay within the target sets. Main tools employed here are stochastic nonlinear dynamic programming. We then show how these results can be applied to the synthesis of a total return financial product. The optimal portfolio designed by using our methods turns out to have an interpretation in terms of  financial strategy that is referred to as a contrarian strategy. A case study that has been also implemented in a real financial product will be also discussed.

 Giordano Pola is Assistant Professor at the University of L’Aquila.

 Gianni Pola is Head of Systematic Strategies & Quantitative Research, Multiasset, ANIMA SGR.

3rd SYSBIO.IT School on Systems Biology (May 9-11, 2018)

The 3rd SYSBIO.IT School on Systems Biology (May 9-11, 2018) is organized by IASI-CNR as part of the research infrastructure SYSBIO.IT.

The aim of the 3rd SYSBIO.IT School on Systems Biology is to introduce the mathematical formalisms and the computational methods to model, analyse and simulate biological systems, with a special focus on biochemical reactions frameworks.

For more info: SYSBIO.IT School website

Corso Professionalizzante e di Specializzazione A.A. 2017-18 Sicurezza nelle Reti di Sensori Wireless / Wireless Sensor Networks Security


Sicurezza nelle Reti di Sensori Wireless / Wireless Sensor Networks Security

Recipients: Students of the master’s degree courses in Telecommunications Engineering, Computer and Automatic Engineering, Electronic Engineering, Computer Science. Participation in the course and the achievement of eligibility allow you to acquire 3 CFU in the F typology. Up to a maximum of 30 participants will be admitted, selected on the basis of the number of credits acquired. By definition and content, the course is also suitable for students of the PhD program in Engineering and Computer Science. Durata: 28 ore (4 ore / giorno per 7 giorni) Duration: 28 hours (4 hours / day per 7 days) Docente / Lecturer: Ing. Marco Pugliese, Ph. D.

Descrizione del Corso / Course Description:

EECI Course “Time‐Delay and Sampled‐Data Systems”

Lecturers: Emilia Fridman (School of Electrical Engineering, Tel Aviv University, Israel) and Pierdomenico Pepe (Department of Information Engineering, Computer Science and Mathematics, University of L’Aquila, Italy)
When: February, 5th–9th, 2017
Title: Time‐Delay and Sampled‐Data Systems

Abstract of the course: Time‐delay appears naturally in many control systems. It is frequently a source of instability although, in some systems, it may have a stabilizing effect. A time‐delay approach to sampled‐ data control, which models the closed‐loop system as continuous‐time with delayed input/output, has become popular in networked control systems (where the plant and the controller exchange data via communication network). The beginning of the 21st century can be characterized as the “time‐delay boom” leading to numerous important results. The aim of this course is to give an introduction to systems affected by time‐delays, in both the linear and the nonlinear framework. The emphasis of the course is on the Lyapunov‐based analysis and design for time‐delay, sampled‐data and networked control systems.

Topics: Models of systems with time‐delay and basic theory. Sampled‐data and networked‐control systems. LTI systems with delay: characteristic equation. Stability and performance analysis. Direct Lyapunov approach: Krasovskii and Razumikhin methods. An LMI approach to stability and performance. Control design: predictor‐based control, LQR problem. LMI approach to robust stabilization and H infinity control. Systems with saturated actuators. Discrete‐time delay systems. Sampled‐data and networked control systems: a time‐delay approach. Nonlinear retarded systems with inputs: basic theory, stability, input‐to‐state stability. Stabilization by means of control Lyapunov‐Krasovskii functionals. Universal stabilizers. Sampled‐data stabilization of nonlinear retarded systems.

For more information:

Seminar “Intellectual Property Value Management”

Intellectual Property Value Management

Dott. Ric. Ing. Francesco Rogo – Leonardo Company

21/12/2017 – ore 14.30-17.00 Aula A1.5 Coppito0

Intellectual property (IP) management is a key element in improving the competitiveness of any company. Unfortunately, small and medium-sized enterprises (SMEs) often lack the time, resources, or knowledge to address IP matters. In Italy, often, also large corporations fail to recognize such value in developing their business strategy. This seminar is dedicated to introduce each specific IP right, covering essential aspects around its regulation in Europe as well as some additional questions which, based on the experience in research and industrial practice (with a focus on patenting software), are of interests of young students of engineering faculties.

Ciclo di incontri informativi sul tema della valorizzazione dei risultati della ricerca

Il Settore Trasferimento Tecnologico e Partecipazioni dell’Università degli Studi dell’Aquila organizza un ciclo di incontri informativi sul tema della valorizzazione dei risultati della ricerca.

Si svolgeranno tre incontri, della durata approssimativa di un’ora, così come seguono:

Lunedì 13 novembre, sede di economia Acquasanta, ore 17,00 – Aula 1
La Valorizzazione dei risultati della Ricerca: una miniera di alternative oltre la pubblicazione scientifica
IAPADRE: Il piano strategico di Ateneo con particolare attenzione per la sezione sviluppo locale
DE LUCA: L’Area Ricerca, trasferimento tecnologico e internazionalizzazione come sportello interno ed esterno
FRATOCCHI: Dalla conoscenza al vantaggio competitivo: come valorizzare le diverse forme di risultato della ricerca

Mercoledì 22 novembre, sede di Coppito, ore 17,00 – Blocco “0” Aula A 1.6
La tutela dei risultati della ricerca: la proprietà industriale ed intellettuale
GIORGI: Proprietà intellettuale ed industriale: gli strumenti di tutela
FINOCCHI: il supporto del team ProMISE ai “ricercatori UNIVAQ”
GIORGI: Le banche dati per le ricerche brevettuali a disposizione presso UNIVAQ
GIORGI: La brevettazione da parte dei “ricercatori UNIVAQ”: diritti e doveri
PARISSE: Le procedure e la modulistica per la richiesta di brevettazione con titolarità UNIVAQ

Mercoledì 29 novembre, sede di Roio, ore 17,00 – Aula A-1.5
Dalla business idea al business plan: introduzione all’attività imprenditoriale
FRATOCCHI: Dall’invenzione all’innovazione: perchè non tutti i ricercatori diventano imprenditori?
FRATOCCHI: La business idea: cos’è (Norman), come definirla (Abell)
PARISSE – FINOCCHI: il business model canvass ed il business plan: una breve introduzione
PARISSE – FINOCCHI: le procedure e la modulistica per la richiesta di attivazione di uno Spin off UNIVAQ

La partecipazione è aperta a tutto il personale docente, dottorandi, assegnisti, borsisti e ricercatori dell’Ateneo, interessati a questa tematica.

Sarà un’occasione per reperire informazioni utili per poter valorizzare la propria ricerca.

Seminar “Bioinspired Machine Learning”

Speaker: Dr. Antonio M. Mora García
When:  Wednesday, October 18th 2017 — 2:30pm
Where: Meeting room, Alan Turing building (Coppito 0).
Title: Bioinspired Machine Learning

Abstract: Algorithms inspired by nature compose a branch of Computational Intelligence which have been very successful on the resolution of many different kind of problems. They simulate natural rules based on physics or chemistry, but the most extended methods are those which model the behavior of natural agents, such as insects, birds, or even humans. In this seminar, Dr. Antonio Mora from the University of Granada (Spain) will talk about his works on the application of metaheuristics inspired by different biological agents to address very different real-world problems. These include sleep stages diseases, multi-objective TSP, autonomous agents in videogames, or (pacific) pathfinding in military battlefields.

Short Bio:  Dr. Antonio M. Mora García got his PhD in Computer Sciences in 2009 at the University of Granada (Spain), where he also previously got his Degree in 2001. Currently he is working as a researcher at the Computer Architecture and Technology Department at the same university.  He has published more than 20 JCR papers in international journals and more than 70 papers in top-rated international conferences (CORE A or CORE B). His working areas include Ant Colony Optimization metaheuristic, Artificial Neural Networks, Multi-Objective Optimization and Genetic Algorithms; and their applications to real problems of data mining and machine learning. In the last seven years he has focused on Computational Intelligence in Video Games, mainly in the topics of puzzle analysis and resolution, NPCs’ artificial intelligence, human-like behaviour, and automatic generation of contents for games.

2018 EECI International Graduate School on Control (co-sponsored by IFAC)

2018 International Graduate School on Control
Advance registration deadline: 31 December 2017
The summaries of the courses of the IFAC co-sponsored 2018 EECI International Graduate School on Control, a series of 25 independent graduate week modules can be found here:

To register please click:

New call for PhD applications in ICT at University of L’Aquila

The University of L’Aquila offers a number of scholarships for the PhD program in Information and Communication Technologies (ICT) at the Department of Information Engineering, Computer Science and Mathematics (DISIM), and the Center of Excellence DEWS.

Applications are invited from candidates interested in working in the following topics:

  • Cyber-Physical Systems
  • Networked Control Systems
  • Wireless Sensor Networks
  • Telecommunication Systems
  • Embedded Systems
  • HW/SW on-chip systems
  • Smart Grids
  • Energy Systems
  • Algorithms and architectures for computation and optimization
  • Software Engineering
  • Model-driven engineering
  • Artificial Intelligence

Our PhD program in ICT offers the opportunity to spend training periods in world-wide renowned schools of excellence, such as University of California at Berkeley, University of California at Los Angeles, University of Pennsylvania, CINVESTAV, University of Guadalajara, Swedish Royal Institute of Technology (KTH), ETH Zurich, University College London, Carnegie Mellon University, University of Cambridge, Lehigh University, Harbin Institute of Technology, University of Tabriz, with which the University of L’Aquila has formal institutional agreements.

The deadline to submit your application is August 24, 2017.

You can find more information about our PhD program in ICT here.

Call for applications (italian)

Call for applications (english)

Dissertation Defense – PhD Program in ICT, XXIX Cycle

Doctoral Program in


July 21, 2017
Meeting Room (2nd floor) – Alan Turing Building (Blocco 0) – Coppito, L’Aquila
XXIX Cycle


11:00 – Giovanni Domenico Di Girolamo 

“Co-design of controllers and information flows in networked control systems”. Advisor: Prof. M.D. Di Benedetto, Co-Advisor: Prof. A. D’Innocenzo

11:45 – Gabriella Fiore

“Secure state estimation for Cyber-Physical Systems”. Advisor: Prof. M.D. Di Benedetto, Co-Advisor: Prof. E. De Santis

12:30 – Francesco Basciani

“Mining and Enhancing MDE Repositories”. Advisor: Prof. A. Pierantonio

13:15 – Elena Cinque

“Mobile and Vehicular Ad-hoc Networks: Analysis and Testing in a Heterogeneous Environment”. Advisor: Prof. M. Pratesi, Co-Advisor: Prof. F. Santucci