CURRICULUM VITAE
Silvia Angilella
June 2015
Current Position
ASSOCIATE PROFESSOR
OF
MATHEMATICAL
METHODS FOR
FINANCE (OCTOBER 2014- PRESENT)
ECONOMICS
AND
Department of Economics and Business
University of Catania
Corso Italia, 55 - 95129 Catania
Phone: (+39) 095 - 7537737 - Fax: (+39) 095 - 7537510
E-mail: [email protected]
Full Professorship qualification (13-D4 - Mathematical Methods for Economics and
Finance), 3 March 2015-to present (ASN 2012)
Associate Professorship qualification (13-D4 - Mathematical Methods for Economics
and Finance), 5 February 2014-to present (ASN 2013)
Previous Position
ASSISTANT PROFESSOR OF MATHEMATICAL
FINANCE, (JANUARY 2006-SEPTEMBER 2014)
Department of Economics and Business
University of Catania
METHODS FOR ECONOMICS AND
POST DOC, (MARCH 2002-DECEMBER 2005)
DEPARTMENT OF ECONOMICS AND BUSINESS
UNIVERSITY OF CATANIA
COLLABORATION WITH THE UNIVERSITY OF CATANIA
to project an e-learning platform (FEBRUARY 1998-JANUARY1999)
EDUCATION
1991- DIPLOMA DI MATURITÀ SCIENTIFICA, 60/60, Liceo Scientifico Statale “Galileo
Galilei” di Catania .
1996 - LAUREA IN ECONOMICS, SUMMA CUM LAUDE,
UNIVERSITY OF CATANIA. THESIS: MCDA: fuzzy approaches to the aggregation and
interaction among criteria (Supervisor: Prof. B. Matarazzo).
2001-TEACHING QUALIFICATION (A048) to high schools.
2002-Ph.D. IN “MATHEMATICAL MODELLING IN ECONOMICS AND FINANCE”,
UNIVERSITY OF CATANIA ,
Thesis: Decision Theory in condition of uncertainty: from the expected utility to the
non-additive and non-transitive models (Supervisor: Prof. S. Greco).
Teaching
2003/04, 2004/05
MATHEMATICS OF FINANCE
in undergraduate course, Faculty of Economics, University
of Catania.
2005/06
CALCULUS in undergraduate course, Faculty of Economics, University of Catania.
2005/06, 2006/07
Mathematics of finance in undergraduate course, Faculty of Economics, University of
Catania.
2006/07, 2007/08
CALCULUS in undergraduate course, Faculty of Economics, University of Catania.
2006/07
OPERATIONAL
Catania.
RESEARCH
in graduate course, Faculty of Economics, University of
2008/09
MATHEMATICS FOR ECONOMICS in graduate course, Faculty of Economics, University
of Catania.
2007/08, 2008/09
MATHEMATICS OF FINANCE in undergraduate course, Faculty of Economics, University
of Catania.
2009/10, 2010/11, 2011/2012, 2012/2013, 2013/2014, 2014/2015
CALCULUS in undergraduate course, Department of Economics and Business,
University of Catania.
2015
Mathematical models for the financial markets in graduate course, Faculty of
Economics, University of Catania.
2006-present
SUPERVISOR of different undergraduate and graduate students.
ACTIVITY IN PH.D COURSES
October 2000
MATHEMATICS FOR ECONOMICS PH.D, University of Catania.
July 2005
MATHEMATICS FOR ECONOMICS PH.D, University of Catania.
June 2006
MATHEMATICS FOR ECONOMICS PH.D, University of Catania.
June-July 2007
MATHEMATICS FOR ECONOMICS PH.D, University of Catania.
2006/07, 2008/09, 2010/2011, 2011/2012
MEMBER OF THE PH.D BOARD, “MATHEMATICS FOR ECONOMIC
FINANCIAL DECISIONS” (XXIII CICLO), University of Catania.
AND
SCIENTIFIC ACTIVITY
Research Projects
2000
“Approcci fuzzy all’aggregazione tra criteri” University of Catania P.I.: Silvia Angilella.
2000-2001
PRIN “Teoria e applicazioni dell’approccio dei rough sets ai problemi di decisione
multicriteriale” P.I: Prof. B. Matarazzo.
2003-2004
PRA, University of Catania, “Operatori di aggregazione in MCDA”, P.I.: Prof. B.
Matarazzo.
2004-2005
PRIN “Caratterizzazione di operatori di aggregazione delle preferenze multicriteriali ed
applicazioni economico-finanzarie”, P.I.: Prof. B. Matarazzo.
2005-2006
PRA, University of Catania, “Rough sets e MCDA ”, P.I: Prof. B. Matarazzo,
2007-2008
PRA, University of Catania, “L’approccio dei rough sets basati sulla dominanza e il
supporto multicriteriale all’analisi delle decisioni”, P.I: Prof. B. Matarazzo.
2008-2009
PRA, University of Catania, “I Rough sets basati sulla dominanza nell’ambito dell’aiuto
multicriteriale all’analisi delle decisioni”,P.I: Prof. B. Matarazzo.
2012
Financing from the University of Catania on the basis of the scientific productivity, P.I:
Silvia Angilella.
2015 FIR P.I. Salvatore Greco
Refereeing activity
Referee for the journals:
European Journal of Operational Research, Decision Support Systems, Fuzzy Sets & Systems,
Omega, Expert Systems with Applications, Information Sciences, Annals of Operational Research,
International Journal of Production Economics, International Journal of Information Technology and
Decision Making, Journal of The Franklin Institute, IEEE Systems, Man and Cybernetics, Part A,
Journal of Multi-Criteria Decision Analysis, TOP, Journal of Intelligent and Fuzzy Systems.
Reviewer for the conference:
IFSA-EUSFLAT-2015 (16th World Congress of the International Fuzzy Systems
Association (IFSA) and the 9th Conference of the European Society for Fuzzy Logic
and Technology (EUSFLAT))
14th International conference on information processing and management on
uncertainty in knowledge- based system (IPMU)
Program Committee
IFSA-EUSFLAT-2015 (16th World Congress of the International Fuzzy Systems
Association (IFSA) and the 9th Conference of the European Society for Fuzzy Logic
and Technology (EUSFLAT))
Memberships to learned societies
- Member of the European Working Group Multicriteria Aid for Decisions (EWGMCDA).
- Permanent collaborator of the “MCDA newsletter”
- Member of A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali).
Organizing activity
- Member of the organizing committee of the conference European Chapter on
Combinatorial Optimization (ECCO) 2015.
- Member of the organizing committee and Chairman of Special Session
“Preference Modelling”, EURO 2015, Glasgow, 12-15 July 2015;
Staff conferences
- 14th International conference on information processing and management on
uncertainty in knowledge- based system (IPMU)". Catania, July 9-13, 2012.
- 78th meeting of the European working group on multicriteria decision aiding.
Catania, October 23-26, 2013,
- European Chapter on Combinatorial Optimization (ECCO) 2015.
PUBLICATIONS
PUBLICATIONS IN REFEREED JOURNALS
S. Angilella, S. Mazzù. (2015) The Financing of Innovative SMEs: a multicriteria rating
model, vol. 244, no. 2, 540–554, European Journal of Operational Research .
S. Angilella, M. Bottero, S. Corrente, V. Ferretti, S. Greco, I. Lami. (2015). Non
Additive Robust Ordinal Regression for urban and territorial planning: an application for
siting an urban waste landfill, Annals of Operations Research, doi: 10.1007/s10479-0151787-7 .
S. Angilella, S. Corrente, S. Greco. (2015). “Stochastic Multiobjective Acceptability
Analysis for the Choquet integral preference model and the scale construction problem
”, vol 240, no.1, 172-182, European Journal of Operational Research.
S. Angilella, S. Corrente, S. Greco, R. Słowiński, (2014). “MUSA-INT: Multicriteria
customer satisfaction analysis with interacting criteria,” OMEGA, vol. 42, no. 1,
January 2014, 189–200 .
S. Angilella, S. Greco, B. Matarazzo, (2010.) “Non-additive Robust Ordinal Regression:
a multiple criteria decision model based on the Choquet integral,” European Journal of
Operational Research, vol. 201, no. 1, 277-288 .
S. Angilella, A. Giarlotta, F. Lamantia, (2010.) “A linear implementation of PACMAN,”
European Journal of Operational Research, vol. 205, no. 2, 401–411.
S. Angilella, A. Giarlotta, (2009.) “Implementations of PACMAN,” European Journal of Operational Research, vol. 194, no. 2, 474–495.
S. Angilella, F. Lamantia, S. Greco, B. Matarazzo, (2004.) “Assessing non-additive
utility for multicriteria decision aid,” European Journal of Operational Research, vol. 158, no. 3, 734–744 .
PUBLICATIONS IN PROCEEDING
S. Angilella, S. Corrente, S. Greco, R. Słowiński, (2013). “Multiple Criteria Hierarchy
Process for the Choquet Integral,” in: Proceedings of EMO 2013, R.
Purshouse et al. (Eds.): EMO 2013, 475-489, . LNCS 7811.
http://dx.doi.org/10.1007/978-3-642-37140-0-36 . (Indexed Scopus).
S. Angilella, S. Corrente, S. Greco, (2012). “SMAA-Choquet: Stochastic Multicriteria
Acceptability Analysis for the Choquet Integral,” in: Proceedings of
IPMU 2012, Part IV, S. Greco et al. (Eds.): IPMU 2012, CCIS 300,
248-257. Springer.
http://dx.doi.org/10.1007/978-3-642-31724-8-26. (Indexed Scopus).
S. Angilella, S. Greco, B. Matarazzo, (2010). “The Most Representative Utility Function
for Non-Additive Robust Ordinal Regression”, in: Proceedings of IPMU
2010, E. Hullermeier, R. Kruse, and F. Hoffmann (Eds.): IPMU 2010, LNAI
6178, pp. 220–229. Springer, Heidelberg,
http://dx.doi.org/10.1007/978-3-642-14049-5-23. (Indexed Scopus).
S. Angilella, S. Greco, B. Matarazzo, (2009) “Non-additive robust ordinal regression
with Choquet integral, bipolar Choquet integral and level dependent Choquet
integral”, in: Proceedings of the International Fuzzy Systems Association;
European Society of Fuzzy Systems And Technology, ISBN: 978-989-950796-8. (http://ifsa2009.ist.utl.pt and http://www.eusflat2009.org/.) (Indexed Scopus).
Book
A.Giarlotta, S. Angilella “Matematica generale. Teoria e pratica con quesiti a scelta
multipla. Vol. 1: Logica. Insiemistica. Combinatorica. Insiemi numerici.”, Editor
Giappichelli, ISBN: 9788834828441 (March 2013).
Articles under review
S. Angilella, S. Corrente, S. Greco, R. Słowiński. Robust Ordinal Regression and
Stochastic Acceptability Analysis in Multiple Criteria Hierarchy Process for the Choquet
integral preference model.
Proceedings
S. Angilella, S. Greco, F. Lamantia, B. Matarazzo, “Rappresentazione di preferenze
non additive e non transitive mediante l’integrale di Choquet,” in:
Atti del convegno A.M.A.S.E.S 2000.
S. Angilella, S. Greco, B. Matarazzo, “Le basi assiomatiche della rappresentazione
di preferenze non transitive mediante l’integrale di Choquet,” in:
Atti del Convegno A.M.A.S.E.S 2001.
S. Angilella, M. Costanzo, S. Greco, B. Matarazzo, “Integrali bipolari per
problemi di classificazione,” in: Atti del convegno A.M.A.S.E.S 2002.
S. Angilella, S. Greco, B. Matarazzo, D. Rossello, “Evaluating utility and
risk: an application to the Italian household portfolio,” in: Atti della conferenza
Europea EURO, Istanbul, 2003.
S. Angilella, S. Greco, B. Matarazzo, D. Rossello, “Evaluating utility and risk:
an application to the Italian household portfolio,” in: Atti del convegno
A.M.A.S.E.S 2003.
S. Angilella, S. Greco, B. Matarazzo, V. Novello, “Determining weights for
interacting criteria with a Simos-like procedure,” in: Proceedings of the 57th
Meeting of the European Working Group, MULTIPLE CRITERIA DECISION
AIDING, organizzato dall’Università degli Studi della Tuscia, 2003.
S. Angilella, J. Figueira, S. Greco, B. Matarazzo, “Elicitation of bipolar capacities
in a multicriteria method,” in: Proceedings of the 61st Meeting of the
European Working Group, MULTIPLE CRITERIA DECISION AIDING,
Université de Luxembourg 2005.
S. Angilella, A. Giarlotta, “Implementations of PACMAN,”in: Atti del Convegno
A.M.A.S.E.S 2007.
S. Angilella, S. Greco, B.Matarazzo, “A multicriteria aggregation-disaggregation
approach with interacting criteria,” in: Atti del Convegno A.M.A.S.E.S 2007.
S. Angilella, S. Greco, B. Matarazzo, “Sorting decisions with interacting criteria,”
in: Atti del Convegno A.M.A.S.E.S 2008.
S. Angilella, A. Giarlotta, F. Lamantia, “A computational approach to PACMAN,”
in: Atti del Convegno A.M.A.S.E.S 2008.
S. Angilella, S. Greco, B. Matarazzo, “Non-additive robust ordinal regression
with Choquet integral ” in: Proceedings of the 69th Meeting of the European
Working Group, MULTIPLE CRITERIA DECISION AIDING,
Université Libre de Bruxelles, 2009.
S. Angilella, S. Greco, B. Matarazzo, “Non-additive robust ordinal regression
with Choquet integral ” in: Proceedings of EURO Conference on Operational
Research, Bonn, 2009.
S. Angilella, S. Greco, B. Matarazzo, “Non-additive robust ordinal regression
with Choquet integral ” in: V Meeting on Dynamics of Social and Economic
Systems, University del Sannio, 2010.
S. Angilella, S. Greco, B. Matarazzo, “Non-additive robust ordinal regression
for group decision” in: Proceedings of the 71st Meeting of the European
Working Group, MULTIPLE CRITERIA DECISION AIDING,
Ecole Centrale Parigi, 2010.
S. Angilella, S. Greco, B. Matarazzo, “Non-additive robust ordinal regression
for group decision” in “Multicriteria and multiagent decision making, social
and economical applications”, 2010.
S. Angilella, S. Corrente, S. Greco, and R. Słowiński, “Multicriteria Customer
Satisfaction Analysis with Interacting Criteria”XXXIV convegno A.M.A.S.E.S.
Pisa, 2011.
S. Angilella, S. Corrente, S. Greco, and R. Słowiński, “Multicriteria Customer
Satisfaction Analysis with Interacting Criteria”. 75th Meeting: MCDA
and A.I. Tarragona (Spain), 2012.
S. Angilella, S. Mazzù, “Innovation financing: a multicriteria bank rating model”.
The 50th Meeting of the Euro Working Group For Financial Modelling, Roma, 2012.
S. Angilella, S. Corrente, S. Greco, “SMAA-Choquet: Stochastic Multicriteria
Acceptability Analysis for the Choquet Integral”. International Conference
on Information Processing and Management of Uncertainty in Knowledge-
Based Systems, 2012.
S. Angilella, S. Corrente, S. Greco, R. Słowiński, “Multiple Criteria Hierarchy
Process for the Choquet Integral”, 7th International Conference on
Evolutionary Multi-Criterion Optimization, Sheffield (U.K.), 2013.
S. Angilella, S. Corrente, S. Greco, “SMAA-Choquet: Stochastic Multicriteria
Acceptability Analysis for the Choquet Integral”. 22nd International Conference on
Multiple Criteria Decision Making, Málaga (Spain) , 2013 .
S. Angilella, M. Bottero, S. Corrente, V. Ferretti, S. Greco, I. M. Lami “Non additive
Robust Ordinal Regression for Urban and Territorial Planning: an application for siting
an urban waste landfill”. 22nd International Conference on Multiple Criteria Decision
Making, Málaga (Spain) , 2013 .
S. Angilella, S. Corrente, S. Greco, R. Słowiński, “Robust Ordinal Regression and SMAA
in Multiple Criteria Hierarchy Process for the Choquet Integral”, Euro 2013, 2013.
S. Angilella, S. Corrente, S. Greco, R. Słowiński, “Robust Ordinal Regression and SMAA
in Multiple Criteria Hierarchy Process for the Choquet Integral”,
XXXVII convegno A.M.A.S.E.S. , University Insubria, Stresa, 2013.
S. Angilella, S. Mazzù, ``The Financing of Innovative SMEs: a multicriteria rating
model'', XXXVII convegno A.M.A.S.E.S. ,University Insubria, Stresa, 2013.
S. Angilella, S. Mazzù, ``The Financing of Innovative SMEs: a multicriteria rating
model'', 78th Meeting of the European Working Group, MULTIPLE CRITERIA
DECISION AIDING, University of Catania. Catania, 2013
AWARDS
Award Dyses 2010 for the best scientific paper during V Meeting of Social and
Economic Dynamics (20-25 september University Sannio) for the paper:
S. Angilella, S. Greco, B. Matarazzo, “Non-additive Robust Ordinal Regression: a
multiple criteria decision model based on the Choquet integral,”
European Journal of Operational Research, vol. 201, no. 1, 277-288,
(2010.)
PARTECIPATION TO THE CONFERENCES
July 12-15, 1998
Conferenza Europea EURO XVI di Ricerca Operativa tenutasi a Bruxelles, University
of Bruxelles.
December 3-6, 1998
International Workshop “Problemi di equilibrio e modelli variazionali,” Taormina.
July 5-9, 1999
IV Congresso Internazionale sulla Matematica Industriale e Applicata (ICIAM),
University of Edinburgh and Heriott-Watt University of Edinburgh.
September 8-11,1999
XXIII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Calabria.
September 6-9, 2000
XXIV A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), Padenghe sul Garda, University of Bergamo.
May 30-June 2, 2001
X Congresso Internazionale sugli Elementi fondamentali ed Applicazioni della Teoria
dell’Utilità, del Rischio e Teoria delle Decisioni (F.U.R. X), University of Torino.
September 5-8, 2001
XXV A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze Economiche
e Sociali), University of Firenze.
June 26-30, 2002
Utility Theory and Applications, University of Trieste.
September, 11-14 2002
XXVI A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze Economiche
e Sociali), University of Verona.
March 27-29, 2003
57th Meeting of the European Working Group, MULTIPLE CRITERIA DECISION
AIDING, University of Tuscia.
September 3-6,2003
XXVII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Cagliari.
September 8-11,2004
XXVIII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Modena.
January 27-28, 2005
VI Workshop di Finanza Quantitativa, University of Milano - Bocconi.
March 10-12, 2005
61st Meeting of the European Working Group, MULTIPLE CRITERIA DECISION
AIDING, University of Luxembourg.
September 11-15, 2005
XXIX A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze Economiche
e Sociali), University of Palermo.
May 19-20, 2006
National conference “La matematica nelle facoltà di Economia” University of Firenze.
September 4-7,2006
XXX A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze Economiche
e Sociali), University of Trieste.
September 3-6, 2007
XXXI A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University Salento.
September 1-4,2008
XXXII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Trento.
April 2-3,2009
69th Meeting of the EuropeanWorking Group, MULTIPLE CRITERIA DECISION
AIDING, Universitè Libre de Bruxelles.
April 6-8, 2009
5th International Workshop on Preferences and Decisions, University of Trento.
September 1-4,2009
XXXII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Parma.
June 28,- July, 22010
International Conference on Information Processing and Management of Uncertainty in
Knowledge-Based Systems, Dortmund (Germany).
September 20-25,2010
V Meeting on Dynamics of Social and Economic Systems, University Sannio.
November 26-27, 2010
Multicriteria and multiagent decision making, social and economical applications, Istituto
degli Studi Filosofici, Napoli.
September 15-17, 2011
XXXIV A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University of Pisa.
April 12-14, 2012
75th Meeting of the European Working Group, MULTIPLE CRITERIA DECISION
AIDING, University of Tarragona (Spain).
May 3-5, 2012
The 50th Meeting of the Euro Working Group For Financial Modelling, Università La
Sapienza of Roma.
July 9-13, 2012
International Conference on Information Processing and Management of Uncertainty in
Knowledge-Based Systems, University of Catania.
September 5-7, 2013
XXXVII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University Insubria.
October 24-26, 2013
78th Meeting of the European Working Group, MULTIPLE CRITERIA DECISION
AIDING, University of Catania.
September 4-6, 2014
XXXVIII A.M.A.S.E.S. (Associazione per la Matematica Applicata alle Scienze
Economiche e Sociali), University "Mediterranea" of Reggio Calabria.
SCHOOLS AND COURSES
26 June-7 July 2000
VII Summer School on MCDA, University of Catania.
13-26 August 2000
Game Theory and Decision Theory , Scuola Matematica Interuniversitaria
Cortona,Scuola Normale Superiore di Pisa, Prof. S. Zamir (Crest, Parigi) and Prof. J. Y.
Jaffray (Jussieu, Parigi).