- Computational economics: sustainable and ESG finance, large-scale constrained portfolio optimization problems, swarm optimization algorithms
- PDEs in fluid dynamics: inviscid fluids, incompressible and compressible fluids, geophysical fluids
- Asymptotic behaviour and singular perturbation problems: fast rotation limit and multi-scale limits
- Fourier analysis methods for PDEs, Littlewood-Paley theory and Besov spaces
- M. Kaucic, F. Piccotto, G. Sbaiz, G. Valentinuz: "Optimal portfolio with sustainable attitudes under cumulative prospect theory"
Journal of Applied Finance & Banking, 13 (2023), n. 4, 65-86 (Journal)
- M. Kaucic, F. Piccotto, G. Sbaiz, G. Valentinuz: "A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems"
Information Sciences, 634 (2023), 321-339 (Journal, arXiv)
- D. Del Santo, F. Fanelli, G. Sbaiz, A. Wróblewska-Kamińska: “On the influence of gravity in the dynamics of geophysical flows”
Mathematics in Engineering, 5 (2023), n.1, Paper n. 8, 1-33 (Journal, arXiv)
- G. Sbaiz: "Fast rotation limit for the 2-D non-homogeneous incompressible Euler equations"
Journal of Mathematical Analysis and Applications, 512 (2022), n. 1, Paper n. 126140, 41 pp. (Journal, arXiv)
- D. Del Santo, F. Fanelli, G. Sbaiz, A. Wróblewska-Kamińska: "A multiscale problem for viscous heat-conducting fluids in fast rotation"
Journal of Nonlinear Science, 31 (2021), n. 1, Paper n. 21, 63 pp. (Journal, arXiv)
- M. Kaucic, F. Piccotto, P. Rossi, G. Sbaiz, G. Valentinuz: "The role of ESG ratings in investment portfolio choices"
- M. Kaucic, F. Piccotto, G. Sbaiz: "A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures"
Submitted, 2022 (Research Square)
- G. Sbaiz, L. Kosloff: “Fast rotation and inviscid limits for the SQG equation with general ill-prepared initial data”
Submitted, 2022 (arXiv)
- G. Sbaiz: “Some stability and instability issues in the dynamics of highly rotating fluids”
Discussed cum laude on the 29th March 2022, 173 pp. (HAL, ArTS)
- 21/09/2023: "Some stability and instability features for Navier-Stokes-Fourier equations" at MAIn PDEs Conference (Bertinoro, Italy)
- 30/06/2023: "A bio-inspired solver for sustainable portfolios with volatility control" at 11th General AMaMeF Conference (Bielefeld, Germany)
- 15/06/2023: "An evolutionary algorithm for portfolio allocation problems with ESG benefits" at MathRisk Conference on Numerical Methods in Finance (Udine, Italy)
- 08/06/2023: "The role of ESG ratings in investment portfolio decision-making" at 22nd MIC 2023 (Trieste, Italy)
- 28/10/2022: "A hybrid level-based learning swarm optimizer for portfolio allocation models with ESG rating" at International Fintech Research Conference (Milano, Italy)
- 24/09/2022: "A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems" at AMASES 2022 Conference (Palermo, Italy)
- 08/09/2022: "A level-based learning swarm optimizer for large-scale portfolio allocation models with ESG merits" at PRIMO Workshop (Trieste, Italy)
- 30/08/2022: "Interaction of multi-scales for fluids in fast rotation" at Mathematics of geophysical fluid dynamic models of intermediate complexity (Reading, United Kingdom)
- 24/08/2022: "Fast rotation limit for the 2D density-dependent Euler system" at Mathematical Fluid Mechanics In 2022 (Prague, Czech Republic)
- 24/02/2022: "The influence of gravity in the behaviour of geophysical flows" Webinar at ESFM Presentation
Days (Trieste, Italy)
- 23/04/2021: "Singular Perturbation Problems for Geophysical Flows" Webinar at GIM Seminars (Online)
- 19/03/2021: "Interaction of multiple scales in geophysical fluid dynamics" Webinar at CRISIS Kick-off event (Lyon, France)
- 25/02/2021: "Multi-scale Analysis in Geophysical Fluid-Dynamics" Webinar at ESFM Presentation Days (Trieste, Italy)
- 06/10/2020: "Singular perturbation and multi-scale problems for fluids in fast rotation" at Journée d’équipe EDPA (Lyon, France)
- 14/08/2020: "MPE Webinar" at 2020 SIAM Mathematics of Planet Earth (Virtual Meeting) together with Giulia Carigi, Francesca Elisa Leonelli and Milo Viviani
- 08/06/2020: "A multi-scale problem for viscous heat-conducting fluids in fast rotation" Webinar at Séminaire des Doctorants et Doctorantes (Lyon, France)
- 09/12/2019: "Mathematical models for atmospheric flows" at ESFM Presentation Days (Trieste, Italy)
- 04/05/2018: "Equazioni algebriche: un percorso di scoperta attraverso la storia" at Giornata di Formazione per Docenti di Scuole di ogni Ordine e Grado (Trieste, Italy)
Grants and Projects
- CRISIS - "Critical Regularity, Interfaces, Scale Interactions and Singularities in the dynamics of non-homogeneous fluids"
(February 2021-September 2023)
Supported by the ANR (Agence Nationale de la Recherche), Project "ANR JCJC 2020"
(coordinator: Francesco Fanelli)
- "Su alcuni problemi di stabilità e instabilità nella dinamica dei fluidi in rotazione rapida" (C2-1288) (December 2019-December 2022)
Supported by Università Italo-Francese/Université Franco-Italienne, Program "Vinci 2020"