MORIGGIA Vittorio

Associate Professor, University of Bergamo, Faculty of Economics (since 2002, SSD STAT-04/A), holds National Scientific Habilitation (ASN) First Tier. Specializes in Dynamic Stochastic Optimization (Finance & Energy). Possesses decades of expertise in Fortran, C, Java, Python, MATLAB, VBA, GAMS, developing integrated tools for a multinational insurer. Leads the GBS-pALM project, funded by the Innovation Project Fund (U4I Foundation).

Teaches IT application courses in quantitative finance/social sciences, including: Coding for Data Science, Coding for Finance, Big Data Management, Matlab for Decision Maker, IT for Business. Has participated in and coordinated national/international research projects.

Education: PhD in "Computational Methods for Financial Forecasting/Decisions" (1995-1997, UniBG) with a thesis on "Dynamic Portfolio Management" (stochastic programming in Finance). Degree in Economics and Business (UniBG, 1993).

Organizational Skills & Affiliations: PhD faculty board member: "MODELS AND METHODS FOR ECONOMICS AND MANAGEMENT (AEM)" (2017-present, Univ. BS), "MODELS AND METHODS FOR ECONOMICS AND BUSINESS (AEB)" (2013-2016, Univ. BG). Website editor for EWG-SO (formerly EWG-SP). Scientific lead for PRIN 2005139555_002 ("Credit Risk Measurement/Control", 2006-2008). Participated in numerous other PRIN projects (1999-2010). Full member of: AMASES (since 1996), AIRO, EWG-SO (founding member), EWG-CFM, SPS. Organized ICSP2013 (Bergamo) and was on the scientific committee for the 68th Euro Working Group for Commodity and Financial Modelling (Abu Dhabi, 2023). Organized SPS2009 and SPS2007 Schools. Academic Senate representative (2002-2005).

Current Research: Stochastic Optimization & AI in Finance. Stochastic Optimization in the Energy Market. Logical Analysis of Data (LAD) in Credit.