SCIENTIFIC PUBLICATIONS

L, Doroshenko, L. Mastroeni, A. Mazzoccoli. "Wavelet and Deep Learning Framework for Predicting Commodity Prices Under Economic and Financial Uncertainty." Mathematics 13.8, 1346, 2025. 

L.Mastroeni, A.Mazzoccoli, G. Quaresima, "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis." Energy Economics 142,  108146, 2025.  

L. Mastroeni, A. Mazzoccoli, "Quantifying predictive knowledge: Wavelet energy a-divergence measure for time series uncertainty reduction", Chaos, Solitons & Fractals, 188, 115488, 2024.

L. Mastroeni, A. Mazzoccoli, P. Vellucci, "Wavelet Entropy and Complexity-Entropy Curves Approach for Energy Commodity Price Predictability Amid the Transition to Alternative Energy Sources", Chaos, Solitons & Fractals, 184, 115005, 2024.

A. Mazzoccoli, J. Rivero, P. Vellucci, "Refining Heisenberg’s Principle: A Greedy Approximation of Step Functions with Triangular Waveform Dictionaries", Mathematics and Computers in Simulation, 225, 2024.

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

Academic editor for Plos One journal

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

•Matematica generale, SECS-S/06 (A.Y. 2024/2025), Roma Tre University;

•PhD course: Time-frequency methods for financial analysis, 20 h, SECS-S/06 (A.A. 2023/2024),

Scuola di Dottorato in Scienze Sociali ed Economiche, Curriculum 1 - Finance & Institutions, La Sapienza University.

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

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

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

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

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

•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

•Chair of the session "Models for Financial Data and Risk Management", in the stream: OR in Banking, Finance and Insurance: New Tools for Risk Management, European Conference on Operational Research (CPH EURO 2024), Copenhagen, Denmark, July 2024;

• European Conference on Operational Research (CPH EURO 2024), Copenhagen, Denmark, July 2024. Title: "Wavelet-Entropy Risk-Predictability Measure for financial time series";

• Approximation Theory and Applications (AT\&A), CNR, Rome, Italy, May 2024. Title: "Wavelet Analysis of Financial Data in the Time-Frequency Domain";

• Artificial Intelligence and Markets: What Impact? Unitelma Sapienza, Rome, Italy, February 2024. Title: "Exploring the Financialization Effect: Wavelet Analysis and Energy-Based Measures for the Analysis of the Relationship between Oil and Agricultural Commodity Prices";

•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"

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

•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"

•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"

•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"

•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"