Applied Mathematics

Applied Mathematics is an open access, peer-reviewed scientific journal that publishes original articles, critical reviews, research notes, debate and short reports in all areas of applied mathematics.

Giulia Rotundo

Editorial Board Member of Applied Mathematics

Professor, Department of Economics and Management, University of Tuscia, Italy

Research Areas

Mathematics Applied to Economics and Finance, Complex Networks, Application to Shareholding Networks and to Citation Networks, Discrete Dynamical Systems on Networks, Neural Networks, Networking, Parallel and Distributed Calculus, Self Similarity, Self-Af

Education

1997Degree in Computer ScienceComputer Science, University of Rome "La Sapienza", full marks and honours
1993SpecializationCognitive Psychology and Neural Networks , University of Rome "La Sapienza"
1992Degree in MathematicsUniversity of Rome "La Sapienza", full marks

Experience

2010-presentLecturer of Quantitative methods for Economics and Finance, Faculty of Economics, University of Tuscia, Viterbo, Italy
2009Lecturer of Optimization in Economics and Finance, Faculty of Economics, University of Tuscia, Viterbo, Italy
2009Lecturer of Mathematical Finance, Faculty of Economics, University of Tuscia, Viterbo, Italy
2008-2009Lecturer of the pre-course on Quantitative methods (Italian and English classes), LUISS University, Rome, Italy
2007-2008Lecturer of Quantitative Finance and Computational Finance, Faculty of Economics, University of Tuscia, Viterbo, Italy
2006-2008Lecturer of Calculus, Faculty of Economics, LUISS University, Rome, Italy

Membership

U.M.I. (Unione Matematica Italiana) (Italian Mathematical Society)
A.M.A.S.E.S. (Associazione per la Matematica Applicata per le Scienze Economiche e Sociali) (Association for the applications of mathematics to economic and social sciences)
IEEE (Senior member)

Publications: Journals

[1]  G. Rotundo, M. Ausloos, "Organization of networks with tagged nodes and biased links: A priori distinct communities. The case of intelligent design proponents and Darwinian evolution defenders", Physica A, ISSN: 0378-4371, (2010) 389 (23) 5479-5494. DOI:10.1016/j.physa.2010.07.029. IF 1.643.
[2]  G. Rotundo, A. M. D'Arcangelis, "Ownership and control in shareholding networks", Journal of Economic Interaction and Coordination, ISSN 1860-711X, Volume 5, Issue 2 (2010), 191-219. DOI: 10.1007/s11403-010-0068-4. IF 0.759
[3]  G. Rotundo, A. M. D'Arcangelis, "Network analysis of ownership and control structure in the Italian Stock market", Advances and Applications in Statistical Sciences, ISSN 0974-68119, Special Issue Vol. 2, Issue 2 (2010), 255-274.
[4]  R. Cerqueti, G. Rotundo, "Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates", New Mathematics and Natural Computation, ISSN: 93-0057, Vol. 6, No. 1 (2010) 109-118. DOI: 10.1142/S1793005710001633
[5]  R. Cerqueti, G. Rotundo, "Companies' Decisions for Profit Maximization: A Structural Model", Applied Mathematical Sciences, ISSN 1312-885X, Vol. 3 (2009) 27, 1327-1340.
[6]  F. Petroni, G. Rotundo, "Effectiveness of measures of performance during speculative bubbles", Physica A, ISSN: 0378-4371, (2008) 387 (15) 3942-3948. DOI:10.1016/j.physa.2008.02.070. IF 1.643.
[7]  R. Cerqueti, G. Rotundo, "Productivity and costs for firms in presence of technology renewal processes", International Transactions in Operational Research (ISSN 1475-3995) 14 6 (2007) 521-534. DOI: 10.1111/j.1475-3995.2007.00611.x
[8]  F. Petroni, M. Ausloos, G. Rotundo, "Generating synthetic time series from Bak-Sneppen coevolution models", Physica A (ISSN: 0378-4371) 384 (2007) 359-367. doi:10.1016/j.physa.2007.04.127. IF 1.643.
[9]  M. Navarra, G. Rotundo, "On the maximum drawdown during speculative bubbles", Physica A (ISSN: 0378-4371) 382 1 (2007) 235-246. DOI:10.1016/j.physa.2007.02.021 IF 1.643.
[10]  G. Rotundo, M. Ausloos, "Microeconomic co-evolution model for financial technical analysis signals", Physica A ISSN: 0378-4371 373 (2007) 569-585. DOI:10.1016/j.physa.2006.04.062 IF 1.643.

Publications: Conferences/Workshops/Symposiums

[1]  F. Pozzi, T. Aste, G. Rotundo, T. Di Matteo, "Dynamical correlations in financial systems". In: Complex Systems II, Edited by Derek Abbott, Tomaso Aste, Murray Bachelor, Robert Dewar, Tiziana Di Matteo, Tony Guttmann, Proc. SPIE Vol. 6802, 68021E (Jan. 5, 2008).
[2]  G. Rotundo, A. M. D'Arcangelis, "Network of firms: an analysis of the relevance of integrated ownership in market concentration". In: Science and Technology for Humanity (TIC-STH), 2009 IEEE Toronto International Conference, Toronto, Canada (26-27 Sept. 2009) pp. 685-690. ISBN: 978-1-4244-3877-8, INSPEC Accession Number: 11229830, DOI: 10.1109/TIC-STH.2009.5444411.

Publications: Books/Book Chapters

[1]  G. Rotundo, "Dall'integrale di Riemann all'integrale di Itô", (2010) Aracne ed, ISBN 978-88-548-3751-5.
[2]  G. Rotundo, "Neural Networks for Non-independent Lotteries". In: Springer series "Studies in Fuzziness and Soft Computing" (R.R. Kacprzyk, J. Ed.), "Preferences and Decisions" Greco, S., Marques Pereira, R.A., Squillante, M., Yager, R.R., Kacprzyk, J. (Eds.), , Vol. 257, pp. 369-375 (2010). ISBN/ISSN: 978-3-642-15975-6.
[3]  R. Cerqueti, G. Rotundo, "Memory Property in Heterogeneously Populated Markets". In: Springer series "Studies in Fuzziness and Soft Computing" (R.R. Kacprzyk, J. Ed.), "Preferences and Decisions" Greco, S., Marques Pereira, R.A., Squillante, M., Yager, R.R., Kacprzyk, J. (Eds.), Vol. 257, Preferences and Decisions, pp. 53-67 (2010). ISBN/ISSN: 978-3-642-15975-6.
[4]  R. Cerqueti, G. Rotundo, "Firms clustering in presence of technological renewal processes". In: T. Puu, A. Panchuk, "Nonlinear Economic Dynamics", Nova Science Publishers (2010), pp. 135-140. ISBN 978-1-61668-788-5.
[5]  G. Rotundo, A. Scozzari, "Co-evolutive models for firms dynamics" In: A.K. Naimzada, A. Torriero and S. Stefani (eds.), "Networks, Topology and Dynamics", Springer Series Lecture Notes in Economics and Mathematical Systems, Vol. 613, Springer (2008), 141-156 ISBN-10: 3540684077.
[6]  R. Cerqueti, G. Rotundo, "Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework". In: C. Perna and M Sibillo (eds.), "Mathematical and Statistical Methods in Insurance and Finance", Springer (2007) 67-74 ISBN: 978-88-470-0703-1.
[7]  R. Cerqueti, G. Rotundo, "Processi di rinnovamento nei cluster di imprese". In: G. Garofalo (ed.) "Capitalismo distrettuale, localismi d'impresa, globalizzazione", Firenze University Press (2007) 129-143 ISBN 9988884536068. Reviewer Guido Rey.