Associate professor
Mathematics and Computer Science Unit
SSD: Numerical Analysis (MATH-05/A)

Curriculum Vitae

- September 2023 : visiting at CIRM institute di Marseille (France)
- August 2022 : visiting at University of Innsbruck (Austria)
- July 2021 : visiting at CRM (Centre de Recerca Matématica) (Barcelona - Spain) in occasion of Intensive Research Program in Quantitative Finance

- from January 1, 2018: associate professor in Numerical Analysis.
- from 31 December 2013 to 31 December 2017: researcher in Numerical Analysis at the Department of Mathematics and Computer Science of the University of Parma.
- 1 March 2010 - 30 December 2013: research grants
- 17 February 2010: PhD in Mathematics and Statistics for Computational Sciences (MaSSC) at the University of Milan

Awards and Recognitions
2023: National Scientific Qualification as Full Professor in Numerical Analysis
2011: winner of the INDAM-SIMAI 2010 award for the best PhD theses in Applied Mathematics

Research Topics
- numerical resolution of scalar and elastic wave propagation problems (energy formulation, numerical integration schemes, BEM/FEM coupling techniques, adaptive techniques);
- numerical methods for quantitative finance.

List of publications available in Scopus, Web of Science, etc.

Institutional activities
- for the Department of Mathematics: delegate for research of the EU-GREEN network, for sport and dual career.
- for the Course of Study in Mathematics: delegate for outgoing guidance, member of the Steering Committee.
- for the Computer Science Course of Study: quality assurance manager.

- Member of the organizing committee of the SIMAI 2020 conference.
- Starting from the XXXIII cycle (A.A. 2017/2018), member of the PhD program in
Mathematics in agreement between the Universities of Parma, Modena and Ferrara.
- Member of the National Scientific Computing Group (GNCS-INdAM).

Teaching

Research

Research areas

Numerical resolution of the hyperbolic equation of transient waves (energy formulation, numerical integration schemes, BEM / FEM coupling techniques, Fast techniques for the construction and resolution of linear systems); numerical methods for quantitative finance; numerical methods for the extended kinetic theory.

Publications

Research projects

  • Numerical methods for addressing traditional and emerging challenges in finance.

    Manager: Guardasoni Chiara

  • STRUMENTI FINANZIARI COMPENSATIVI del RISCHIO CLIMATICO

    Manager: Guardasoni Chiara

  • Progetto W.I.D.E. (Widening International Didactics and Education)

    Manager: Guardasoni Chiara

  • Progetto W.I.D.E. (Widening International Didactics and Education)

    Manager: Guardasoni Chiara

  • Progetto W.I.D.E. (Widening International Didactics and Education)

    Manager: Guardasoni Chiara

Public Engagement Initiatives

Member of the organizing committee of the SIMAI (Italian Society of Applied and Industrial Mathematics) conference at the University of Parma in 2020+21.

  • Convegno Società Italiana Matematica Applicata e Industriale SIMAI 2020+2021

    Convegno biennale della Società Italiana di Matematica Applicata ed Industriale.

  • Accademia IT

    Coinvolgimento in attività di formazione in collaborazione con Cariparma Crédit Agricole e BDX per dipendenti e studenti.

  • MATLAB in ambito aziendale, università e policy research (VI edizione)

    Seminario Online rivolto a studenti, comunità scientifica e industriale

  • Stage di Matematica: LEZIONE 0 DI ANALISI NUMERICA

    Cenni di interpolazione polinomiale.

  • Open Day

    Orientamento in ingresso rivolto agli studenti di scuola superiore

  • MATLAB in ambito aziendale, università e policy research (V edizione)

    Seminario Online rivolto a studenti, comunità scientifica e industriale

  • Convegno NAMAS (Numerical Analysis & Modelling in Applied Sciences)

    Event in honour of Prof. Ezio Venturino whose research activity embraced various aspects of applied mathematics. To keep faith to the strong interdisciplinarity that characterized his career, the goal of this conference is to bring together researchers working in different fields of numerical analysis and mathematical modelling, with a special focus on real world applications. Topics include but are not limited to: approximation theory; dynamical systems; mathematical biology; mathematical ecology; meshless/kernel methods; models in epidemiology; numerical integration; numerical linear algebra; numerical solutions of ordinary and partial differential equations; optimization; polynomial approximation; population dynamics.

  • "Calcolare con la calcolatrice"

    Seminario per Stage di Matematica e Informatica

  • "Calcoliamo con la calcolatrice"

    Attività all'interno dello stage di Matematica per studenti delle scuole superiori.

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