SCIENTIFIC PUBLICATIONS

L. Mastroeni, A. Mazzoccoli, P. Vellucci "Studying the impact of fluctuations, spikes and rare events in time series through a wavelet entropy predictability measure", Physica A: Statistical Mechanics and its Applications, (129720), 2024.

A. Mazzoccoli, "Optimal Cyber Security Investment in a Mixed Risk Management Framework: Examining the Role of Cyber Insurance and Expenditure Analysis", Risks, 11(9), 154, 2023.

L. Mastroeni, A. Mazzoccoli, M. Naldi "Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation", Risks, 11(10), 167, 2023.

L. Mastroeni, A. Mazzoccoli, M. Naldi "Pricing cat bonds for cloud service failures", Journal of Risk and Financial Management, 15 (10), 463, 2022.

A. Mazzoccoli, M. Naldi, "Optimizing cybersecurity investments over time." Algorithms, 15 (6): 211, 2022.

A. Mazzoccoli, M. Naldi "An overview of cyber security breach probability models", Risks, 10 (11), 220, 2022.

L. Mastroeni, A. Mazzoccoli, G. Quaresima, P. Vellucci "Wavelet Analysis and Energy-Based Measures for Oil-Food Price Relationship as a Footprint of Financialisation Effect", Resources Policy, 77, 102692, 2022.

L. Mastroeni, A. Mazzoccoli, G. Quaresima, P. Vellucci "Decoupling and recoupling in crude oil benchmarks: an investigation of similarity patterns", Energy Economics, 94, 2021.

A. Mazzoccoli, M. Naldi. "Optimal Investment in Cyber-Security under Cyber Insurance for a Multi-Branch Firm", Risks, 9 (1), 24, 2021.

A. Mazzoccoli, M. Naldi, “The Expected Utility Insurance Premium Principle with Fourth-Order Statistics: Does It Make a Difference?”,

Algorithms, 2020.

A. Mazzoccoli and M. Naldi, “Robustness of optimal investment decisions in mixed insurance/investment cyber risk management”,

Risk Analysis, 40 (3), 550-564, 2020.

L. Mastroeni, A. Mazzoccoli, M. Naldi, “Service Level Agreement Violation in Cloud Storage: Insurance and Compensation Sustainability",

Future Internet, 11(7), 142, 2019.

G. Gentile, A. Mazzoccoli, F. Vaia, “Forced quasi-periodic oscillations in strongly Dissipative Systems of any Finite Dimension”,

Communications in Contemporary Mathematics, 2019.

Book Chapter

L. Mastroeni, A. Mazzoccoli, "Cyber catastrophe bond come strumento per il trasferimento del rischio informatico.", Romatrepress.

G. D’Acquisto, A. Mazzoccoli, F. Ciminelli, & M. Naldi, “Privacy through Data Recolouring". In Annual Privacy Forum (pp. 61-72). Springer, Cham, 2020, June.

A. Mazzoccoli, M. Naldi, “Computation of the insurance premium for cloud services based on fourth-order statistics", in 12th European Modelling Symposium on Mathematical Modelling and Computer Simulation 2018, Madrid, 25-26 October, 2018.

G. D’Acquisto, A. Mazzoccoli, M. Naldi, “Hiding Alice in Wonderland: a case for the use of signal processing techniques in differential privacy", in Annual Privacy Forum 2018, Barcelona, 13-14 June 2018

EDITORIAL ACTIVITY

Mathematics (Guest Editor):  "Advancements in Applied Mathematics for Economic Data Analysis: Models, Methods, and Applications",  MDPI Journal.

Risks (Guest Editor):  "Economics of Cyber Security and Cyber Insurance",  MDPI Journal.

UNIVERSITY COURSE INSTRUCTOR

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Metodi matematici per la finanza, SECS-S/06 (A.Y. 2023/2024), Roma Tre University;

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Matematica generale, SECS-S/06 (A.Y. 2023/2024), Roma Tre University;

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Matematica generale, SECS-S/06 (A.Y. 2022/2023), Roma Tre University;

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Matematica generale, SECS-S/06 (A.Y. 2021/2022), Tuscia University;

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Metodi matematici per l’economia e la finanza, SECS-S/06 (A.Y. 2021/2022), Tuscia University;

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Interationalization project for the course Metodi matematici per l’economia e la finanza "Mathematical methods for economics and finance", SECS-S/06 (A.A. 2021/2022), Tuscia University

CONFERENCE TALK

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Energy Finance Italia (EFI9), Bari, Italy, 12th−14th of February, 2024. Title: "Impact of fluctuations and low-frequency events on commodities time series: a Wavelet-Entropy approach"

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Commodity and Energy Markets Association (CEMA) 2023. Title: "Energy and agricultural commodities’ co-movements and financialisation effects: mathematical methods and algorithms"

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67th Euro Working Group for Commodities and Financial Modelling (EWGCFM), Rome, Italy, 4th−6th of May, 2023. Title: "Optimal investment decisions in a mixed Investment-Insurance Cyber Risk Management"

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Energy Finance Italia (EFI8), Milan, Italy, 8th−10th of February, 2023. Title: "Wavelet transform and energy-based wavelet measures to analyze food-oil price relationship and financialization effects"

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European Conference on Operational Research (ESPOO EURO 2022), Espoo, Finland 3rd−6th of July, 2022. Title: "Renvestigating oil-food price co-movements using wavelet analysis"

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International conference on statistical analysis of textual data (JADT), CNR Rome, Italy, 13th of June, 2018. Title: "A conversation analysis of interactions in personal finance forums"