
Orari di ricevimento
Ricevimento studenti durante il 1º semestre:
Giovedì 15:00–17:00 (altri giorni e orari su appuntamento via e-mail)
Curriculum
POSIZIONE ACCADEMICA ATTUALE:
Professore Ordinario
S.S.D. STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Dipartimento MEMOTEF
Sapienza Università di Roma
POSIZIONI ACCADEMICHE PRECEDENTI:
• Agosto 2023 – agosto 2025: Chercheur Associé, Laboratoire d'Informatique de Paris 6 (LIP6), Sorbonne Université, Paris, France
• Novembre 2019 – agosto 2025: Professore Associato S.S.D. STAT-04/A (ex S.S.D. SECS-S/06) Metodi matematici dell'economia e delle scienze attuariali e finanziarie, Dipartimento di Economia, Università degli Studi di Perugia
• Novembre 2016 – novembre 2019: Ricercatore TD-b S.S.D. SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie, Dipartimento di Economia, Università degli Studi di Perugia
PROGETTI DI RICERCA FINANZIATI (PRINCIPAL INVESTIGATOR):
• Da settembre 2023 (24 mesi): Progetto PRIN 2022 “Models for dynamic reasoning under partial knowledge to make interpretable decisions”, finanziato da European Union – Next Generation EU
• Da dicembre 2019 (24 mesi): Progetto di Ricerca di Base 2017-2019 “Modelli per le decisioni economiche e finanziarie in condizioni di ambiguità ed imprecisione”, finanziato da Università di Perugia
• Da marzo 2015 (12 mesi): Progetto INdAM–GNAMPA 2015 “Envelopes of coherent conditional probabilities and their applications to statistics and artificial intelligence”, finanziato da GNAMPA-INdAM
PERIODI DI RICERCA ALL’ESTERO:
• A.A. 2023-24 (1 mese); A.A. 2024-25 (1 mese); A.A. 2025-26 (invito per 1 mese): Laboratoire d'économie mathématique et de microéconomie appliquée (LEMMA) of the Université Paris-Panthéon-Assas, Paris, France (Invited Visiting Professor)
• A.A. 2022-2023 (15 giorni): Laboratoire d’Informatique de Paris 6 (LIP6) of the Sorbonne Université, Paris, France (Invited Visiting Professor)
• A.A. 2011-2012 (5 mesi); A.A. 2014-15 (10 giorni): Laboratoire d’Informatique de Paris 6 (LIP6) of the Université Pierre et Marie Curie (PARIS 6), Paris, France
• A.A. 2010-2011 (4 mesi): Institute of Information Theory and Automation (UTIA) of the Academy of Sciences of the Czech Republic (AV ČR), Prague, Czech Republic
ATTIVITA’ EDITORIALI (PERIODO 2015–2025):
• Guest Editor (con B. Vantaggi) dello Special Issue “Models for dynamic reasoning under partial knowledge to make interpretable decisions” in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2025
• Editor (con D. Ciucci, I. Couso, J. Medina, D. Ślęzak, B. Bouchon-Meunier, R.R. Yager) dei volumi “Information Processing and Management of Uncertainty in Knowledge-Based Systems: PART 1 and 2”, CCIS 1601 and 1602, Springer, 2022
• Guest Editor (con A. Capotorti e B. Vantaggi) dello Special Issue “Reasoning under Partial Knowledge” in International Journal of Approximate Reasoning, 2019-2020
ATTIVITA’ ORGANIZZATIVE (PERIODO 2015–2025):
• Program Chair del convegno internazionale IPMU 2026
• Publication Co-Chair del convegno internazionale FUZZ-IEEE 2025
• Co-organizer di una sessione speciale nei convegni: SAET 2025, AMASES 2024, IPMU 2024, AMASES 2023, AMASES 2022, CMStatistics 2021, CMStatistics 2020, AMASES 2019, EURO 2019, AMASES 2018, AMASES 2017, IEA/AIE 2017
• Member of the organizing committee dei convegni: SUM 2024, AMASES 2019, Reasoning Under Partial Knowledge – Conference in honor of Giulianella Coletti’s 70th birthday, INdAM Day 2016
• Publication Chair del convegno internazionale IPMU 2022
• Member of the Program Committee dei convegni internazionali: ECAI 2025, ECSQARU 2025, HAR 2025, IFSA-NAFIPS 2025, ISIPTA 2025, FUZZ-IEEE 2025, SUM 2024, ECAI 2024, HAR 2024, IPMU 2024, ECAI 2023, ECSQARU 2023, ISIPTA 2023, ECSQARU 2021, ISIPTA 2021, IPMU 2020, ECAI 2020, ECSQARU 2019, ISIPTA 2019, ECSQARU 2017
ATTIVITA’ SEMINARIALE (PERIODO 2015–2025):
• Seminari su invito:
1) 11 febbraio 2025: Laboratoire d'économie mathématique et de microéconomie appliquée (LEMMA), Université Paris-Panthéon-Assas, Parigi, Francia, “Stackelberg-Cournot-Nash equilibria with Dempster-Shafer uncertainty and alpha-maxmin preferences”
2) 18 aprile 2024: Sorbonne Center for Artificial Intelligence (SCAI), Sorbonne Université, Parigi, Francia, “Choquet-Wasserstein pseudo-distances via optimal transport in Dempster-Shafer theory”
3) 13 febbraio 2024: Laboratoire d'économie mathématique et de microéconomie appliquée (LEMMA), Université Paris-Panthéon-Assas, Parigi, Francia, “A dynamic Choquet pricing rule with bid-ask spreads under Dempster-Shafer uncertainty”
4) 31 marzo 2023: Dipartimento di Matematica e Informatica, Università di Perugia, Perugia, Italia, “Non arbitraggio: dai prezzi di mercato alle probabilità... e oltre”
5) 13 aprile 2019: Festa di Scienza e Filosofia – Virtute e Canoscenza 2019, Foligno, Italia, “Decisioni complesse in presenza di vari criteri: la Matematica ci viene in soccorso”
6) 26 giugno 2017: Laboratoire Cognitions Humaine et Artificielle (CHArt), Université Vincennes-Saint-Denis (PARIS 8), Parigi, Francia, “Qualitative probability: from decision theory to psychological reasoning of young children”
7) 20 agosto 2016: Centro studi “Montesanto per la scienza” di Sellano, Perugia, Italia, “L’aiuto della matematica nell’analisi dei conflitti di potere”
• Partecipazione a convegni (come relatore): AMSES 2025, FUZZ-IEEE 2025, SAET 2025, QFW 2025, SUM 2024, HAR 2024, IPMU 2024, Italian Meeting on Probability and Mathematical Statistics 2024, AMASES 2023, ISIPTA 2023, QFW 2023, IPMU 2022, WUPES 2022, ECSQARU 2021, Mathematics of Subjective Probability 2021, ISIPTA 2021, IPMU 2020, AMASES 2019, SAET 2019, EURO 2019, Italian Meeting on Probability and Mathematical Statistics 2019, BELIEF 2018, SMPS 2018, AMASES 2018, Mathematics of Subjective Probability 2018, IPMU 2018, AMASES 2017, ISIPTA ’17–ECSQARU 2017, IEA/AIE 2017, AMASES 2016, SMPS 2016, EURO 2016, IPMU 2016, WUPES 2015, IFSA-EUSFLAT 2015.
INFORMAZIONI BIBLIOMETRICHE (FONTE SCOPUS):
• H-index: 13
• Numero citazioni: 495
• Numero prodotti indicizzati: 80
PUBBLICAZIONI SU RIVISTE INTERNAZIONALI (PERIODO 2015–2025):
1. S. Galiani, D. Petturiti, and B. Vantaggi. Credal Classification through an Ensemble of Confidence-Aware TabTransformers and its Application to Fraud Detection. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Accepted for publication, 2025.
2. G. Coletti, D. Petturiti, and B. Vantaggi. De Finetti's legacy in dealing with uncertainty: Towards finance, artificial intelligence and beyond. Decisions in Economics and Finance, DOI: 10.1007/s10203-025-00539-4, 2025.
3. A. Cinfrignini, S. Lorenzini, and D. Petturiti. A two-player newsvendor game with competition on demand under ambiguity. International Journal of Approximate Reasoning, 187:109546, 2025.
4. S. Lorenzini, D. Petturiti, and B. Vantaggi. Choquet-Wasserstein pseudo-distances via optimal transport under partially specified marginal probabilities. Fuzzy Sets and Systems, 515:109429, 2025.
5. A. Cinfrignini, D. Petturiti, and B. Vantaggi. Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations. European Journal of Operational Research, 325(3):500–515, 2025.
6. A. Cinfrignini, D. Petturiti, and B. Vantaggi. Market consistent bid-ask option pricing under Dempster-Shafer uncertainty. Quantitative Finance, 25(2):249-268, 2025.
7. A. Cinfrignini, D. Petturiti, and G. Stabile. Newsvendor problem with discrete demand and constrained first moment under ambiguity. Decisions in Economics and Finance, DOI: 10.1007/s10203-024-00477-7, 2024.
8. G. Coletti, D. Petturiti, and B. Bouchon-Meunier. Weighted and Choquet Lp distance representation of comparative dissimilarity relations on fuzzy description profiles. Annals of Mathematics and Artificial Intelligence, 92:1407–1436, 2024.
9. D. Petturiti and B. Vantaggi. The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model. European Journal of Operational Research, 314(3):1029–1039, 2024.
10. D. Petturiti. A subjective interpretation of Liu-Liu’s credibility measures and expectations. Fuzzy Optimization and Decision Making, 23:63–91, 2024.
11. D. Petturiti, G. Stabile, and B. Vantaggi. Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions. International Journal of Approximate Reasoning, 161:108986, 2023.
12. A. Cinfrignini, D. Petturiti, and B. Vantaggi. Dynamic bid-ask pricing under Dempster-Shafer uncertainty. Journal of Mathematical Economics, 107:102871, 2023.
13. G. Coletti, D. Petturiti, and B. Vantaggi. Consequences of the minimum specificity principle on conditioning and on independence in possibility theory. International Journal of Approximate Reasoning, 160:108972, 2023.
14. A. Cinfrignini, D. Petturiti, and B. Vantaggi. Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting. Annals of Operations Research, 321:03–137, 2023.
15. D. Petturiti and B. Vantaggi. The extent of partially resolving uncertainty in assessing coherent conditional plausibilities. Fuzzy Sets and Systems, 458: 26-49, 2023.
16. D. Petturiti and B. Vantaggi. Probability envelopes and their Dempster-Shafer approximations in statistical matching. International Journal of Approximate Reasoning, 150:199–222, 2022.
17. D. Petturiti and B. Vantaggi. Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory. Fuzzy Sets and Systems, 447:155–181, 2022.
18. G. Coletti, D. Petturiti, and B. Vantaggi. A Dutch book coherence condition for conditional completely alternating Choquet expectations. Bollettino dell'Unione Matematica Italiana, 13:585–593, 2020.
19. D. Petturiti and B. Vantaggi. Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory. International Journal of Approximate Reasoning, 119:151–176, 2020.
20. G. Coletti, L.C. van der Gaag, D. Petturiti, and B. Vantaggi. Detecting Correlation Between Extreme Probability Events. International Journal of General Systems, 49(1):64–87, 2020.
21. G. Coletti, D. Petturiti, and B. Vantaggi. Dutch book rationality conditions for conditional preferences under ambiguity. Annals of Operations Research, 279:115–150, 2019.
22. D. Petturiti and B. Vantaggi. Conditional submodular Choquet expected values and conditional coherent risk measures. International Journal of Approximate Reasoning, 113:14–38, 2019.
23. G. Coletti, D. Petturiti, and B. Vantaggi. Models for pessimistic or optimistic decisions under different uncertain scenarios. International Journal of Approximate Reasoning, 105:305–326, 2019.
24. D. Petturiti and B. Vantaggi. Upper and lower conditional probabilities induced by a multivalued mapping. Journal of Mathematical Analysis and Applications, 458(2):1214–1235, 2018.
25. G. Coletti, D. Petturiti, and B. Vantaggi. Fuzzy memberships as likelihood functions in a possibilistic framework. International Journal of Approximate Reasoning, 88:547–566, 2017.
26. D. Petturiti and B. Vantaggi. Envelopes of conditional probabilities extending a strategy and a prior probability. International Journal of Approximate Reasoning, 81:160–182, 2017.
27. G. Coletti, D. Petturiti, and B. Vantaggi. When upper conditional probabilities are conditional possibility measures. Fuzzy Sets and Systems, 304:45–64, 2016.
28. G. Coletti and D. Petturiti. Finitely maxitive T-conditional possibility theory: Coherence and extension. International Journal of Approximate Reasoning, 71:64–88, 2016.
29. G. Coletti, D. Petturiti, and B. Vantaggi. Conditional belief functions as lower envelopes of conditional probabilities in a finite setting. Information Sciences, 339:64–84, 2016.
30. G. Coletti and D. Petturiti. Finitely maxitive conditional possibilities, Bayesian-like inference, disintegrability and conglomerability. Fuzzy Sets and Systems, 284:31–55, 2016.
31. G. Coletti, D. Petturiti, and B. Vantaggi. Rationality principles for preferences on belief functions. Kybernetika, 51(3):486–507, 2015.
32. C. Marsala and D. Petturiti. Rank Discrimination Measures for Enforcing Monotonicity in Decision Tree Induction. Information Sciences, 291:143–171, 2015.
PAGINA WEB PERSONALE:
https://sites.google.com/site/davidepetturiti
Insegnamenti
Codice insegnamento | Insegnamento | Anno | Semestre | Lingua | Corso | Codice corso |
---|---|---|---|---|---|---|
1013719 | MATEMATICA CORSO BASE | 1º | 1º | ITA | Economia e finanza | 33438 |
1013719 | MATEMATICA CORSO BASE | 1º | 1º | ITA | Economia e finanza | 33438 |
1017130 | FINANZA QUANTITATIVA | 1º | 2º | ITA | Finanza e assicurazioni - Finance and insurance | 33439 |
1013719 | MATEMATICA CORSO BASE | 1º | 1º | ITA | Economia e finanza | 33438 |