Carlo Lucheroni | International School of Advanced Studies Unicam

short CV

bio

Carlo Lucheroni has a Laurea (Italian degree, equivalent to Master) in Physics, and a Dottorato di Ricerca (Phd) in Physics, both received at the University of Perugia, Perugia, Italy. His Laurea thesis was on nonlinear quantum field theory, and his PhD was on complexity and nonlinear classical systems. He spent part of his PhD period at the Santa Fè research center on complex systems in Santa Fè, NM, USA, and at the LANL (Los Alamos National Laboratories, theoretical research section T8) in Los Alamos, NM, USA.

After a Post-doc spent at the University of Perugia, working on applied mathematics, statistical mechanics of nonlinear classical systems especially in biology and dynamics of arrays of superconducting devices, he moved to the University of Catania, to work on semiconductor-superconductor interfaces with the local physicists group for condensed matter theoretical research, and with the Scuola Normale di Pisa laboratory for solid state interfaces doing there applied physics research. He then moved to the University of Camerino to work on bulk superconductivity and to develop a parallel computation facility and parallel codes for this kind of research.

At the University of Camerino, where he currently holds a permanent Ricercatore (Assistant Professor) position in Mathematical Finance, he gradually started working also on mathematical finance, and started teaching it.

research topics

He currently does research on energy finance, econometric models for electricity market prices, stochastic optimization theory for energy portfolios and machine learning methods for finance and energy finance. He has always been and still is interested in computational neurosciences. He is active part of international networks for research in energy finance and in times a congress organizer (EF14, EFI1,2,3). He has been and is supervisor of undergraduate and graduate students and PhD students, trying to let them appreciate interdisciplinary and borderless research.

selected publications

10 of his recent publications on finance which he likes (from IRIS, UNICAM):

2018. Optimal Integration of Intermittent Renewables: A System LCOE Stochastic Approach. DOI:10.3390/en11030549. pp.549. In ENERGIES - ISSN:1996-1073 vol. 11 (3), Lucheroni, Carlo; Mari, Carlo.

2018. Risk Shaping of Optimal Electricity Portfolios in the Stochastic LCOE Theory. DOI:10.1016/j.cor.2018.02.011. In COMPUTERS & OPERATIONS RESEARCH - ISSN:0305-0548, Lucheroni, Carlo; Mari, Carlo.

2017. CO2 volatility impact on energy portfolio choice: A fully stochastic LCOE theory analysis. DOI:10.1016/j.apenergy.2016.12.125. pp.278-290. In APPLIED ENERGY - ISSN:0306-2619 vol. 190, Lucheroni, Carlo; Mari, Carlo

2017. Modeling of wind speed spatio-temporal series by multivariate-GARCH and copula/GARCH models. DOI:10.1109/EEM.2017.7982030. pp.1-6. In 2017 14th International Conference on the European Energy Market (EEM) - ISBN:978-1-5090-5499-2, Lucheroni, Carlo; Ragno, Costantino.

2016. Spikes and antispikes in electricity continuous time price models. DOI:10.1109/EEM.2016.7521242. pp.1-4. In European Energy Market (EEM), 2016 13th International Conference on the - ISBN:978-1-5090-1298-5, Lucheroni, Carlo.

2016. The Journal of Energy Markets - Special Issue on the Energy Finance 2014 Conference, Letter from the Guest Editor. pp.1-3. In THE JOURNAL OF ENERGY MARKETS - ISSN:1756-3607 vol. 9, Lucheroni, Carlo.

2015. Thermal and Nuclear Energy Portfolio Selection using stochastic LCOE risk measures. pp.73-74. In 12th Workshop on Stochastic Models, Statistics and their Applications - ISBN:9788393722020, Lucheroni, Carlo; Mari, Carlo.

2012. A Hybrid SETARX Model for Spikes in Tight Electricity Markets. DOI:10.5277/ord120102. pp.13-49. In OPERATIONS RESEARCH AND DECISIONS - ISSN:2081-8858 vol. 22 (1), Carlo Lucheroni.

2010. Stochastic Models of Resonating Markets. DOI:10.1007/s11403-009-0058-6. pp.77-83. In JOURNAL OF ECONOMIC INTERACTION AND COORDINATION - ISSN:1860-711X vol. 5 (-), C. LUCHERONI.

2007. Resonating models for the electric power market. DOI:10.1103/PhysRevE.76.056116. pp.056116-1-056116-13. In PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS - ISSN:1539-3755 vol. 62 (-), C. LUCHERONI.

LUCHERONI CARLO

e-mail:
carlo.lucheroni@unicam.it
view more info at:
https://docenti.unicam.it/pdett.aspx?ids=N&tv=d&UteId=486

short CV

LUCHERONI CARLO

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