ATTENZIONE...GLI STUDENTI DEL CORSO DI INTELLIGENZA ARTIFICIALE E SISTEMI COMPLESSI CHE INTENDONO SOSTENERE GLI ESAMI SONO INVITATI A CONTATTARMI URGENTEMENTE PER POSTA ELETTRONICA PER FISSARE UNA DATA.

My name is Giacomo di Tollo and I was born in Ortona (CH), Italy, in 1981. I received my Diploma (Ragioniere e Perito Tecnico Commerciale) at Istituto Tecnico L.Einaudi in Ortona (CH) with 100/100 mark in 2000.

After that I received my Laurea (Bachelor) cum laude in Computer Science Economics at Università G. D`Annunzio (Chieti-Pescara, I) in November 2003.

During my Master Degree studies I was exchange student (Erasmus) at Fachhochschule für Wirtschaft (Ludwigshafen am Rhein, D) for six months (February-July 2004) and I got my Master Degree cum laude in Computer Science Economics at Università G. D`Annunzio (Chieti-Pescara, I) in October 2005.

I have been PhD student at Dipartimento di Scienze of Università G. D`Annunzio (Chieti-Pescara, I) under the supervision of Andrea Roli, and during my PhD program I was Visiting PhD Student at Econometric Department, Geneva University, Geneva, CH (April-July 2007) CCFEA, Essex University, Colchester, UK (September-December 2007), and IRIDIA, ULB, Bruxelles ,B (January-June 2008). <\p>

I got my PhD Europaeus on 2009, and I am currently Assegnista di Ricerca and Professore a Contratto at Dipartimento di Scienze (same University as above).

My research interests cover the application of approximate and hybrid algorithms (metaheuristics) for financial and economical problems. I am Team Meber of COMISEF Research and Training Network, in the Université de Genève work package.

I am now applying meta-heuristics techniques to solve the portfolio selection problem, one of the most studied topics in finance concerned with selecting the portfolio of assets which minimizes risk, given a certain level of returns.

Here you can find a (non-updated) CV in Italian and English. (Please be aware that usually the English version is more updated)

My research interest covers the application of approximate and hybrid algorithms (metaheuristics) for financial and economic problems.

I am now applying meta-heuristics techniques to solve portfolio selection problem, one of the most studied topics in finance concerned with selecting the portfolio of assets which minimize risk, given a certain level of returns. Here you can find a (non exhaustive) list of publications about this topic. Extension of this approach are given by tackling other formulation of the problem, such as the Index Tracking Problem, consisting in selecting the portfolio that imitate best the behaviour of a given financial index (such as MIBTEL, NASDAQ) over a given period.

My research is also focused on developing neural nets to classify the insolvency.

Journal Papers

• Eliana Angelini, Giacomo di Tollo, Andrea Roli. A Neural Net Approach for credit-scoring. Quarterly Review of Economics and Finance, vol.48, 733-755 (2008).[pdf]
• Giacomo di Tollo, Andrea Roli. Metaheuristics for the portfolio Selection Problem. International Journal of Operations Research, vol.5, No.1, 13-35 (2008).[pdf]
• Manfred Gilli, Enrico Schumann, Giacomo di Tollo, Gerda Cabej. Constructing 130 / 30 Portfolios with the Omega ratio. Journal of Asset Management., forthcoming.
• Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. Hybrid Metaheuristics for Constrained Portfolio Selection Problems. Quantitative Finance., forthcoming.

Book Chapters

• Giacomo di Tollo, Dietmar Maringer. Metaheuristics for the index tracking problem. Metaheuristics in the Service Industry (Lecture Notes in Economics and Mathematical Systems, Springer Verlag), 127-154, 2009.
• Giacomo di Tollo, Marianna Lyra. Elman Nets for Credit Risk Assessment.New Economics Windows (Springer Verlag), forthcoming

Conference Papers

• Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. Hybrid Metaheuristics for Portfolio Selection Problems. Proceedings of Metaheuristics International Conference 2007 (Montreal (CA), 25-29.06.2007).
• Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. Hybrid Local Search for Constrained Financial Portfolio Selection Problems. Proceedings of CPAIOR2007 (Bruxelles (B), 23-26.05.2007), volume 4510 of LNCS, Springer Verlag.[pdf]
• Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. Solving Portfolio selection problems through hybrid techniques. Computational Management Science 2007 (Geneva (CH), 20-22.04.2007).
• Giacomo di Tollo. The Portfolio Selection Problem: Opportunities for constrained-based metaheuristics. Proceedings of CP2006 Doctoral Program (Nantes (FR), 24-29.09.2006). [pdf] [OpenDocument]

Workshops Papers

• Manfred Gilli, Giacomo di Tollo, Enrico Schumann, Gerda Cabej, Evis Kellezi. Implementing Realistic Long/Short Portfolios: Optimisation Methods and Out-of-Sample Performance. 14th International Conference on Computing in Economics and Finance (Paris (F), 26-28 June 2008).
• Giacomo di Tollo, Prasanna Balaprakash. Index tracking by estimation-based local search. Workshop on Computational and Financial Econometrics '08 (Neuchatel (CH), 19-21.06.2008).
• Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, Andrea Schaerf. A Hybrid Solver for Constrained Portfolio Selection Problems. Proceedings of LION 2007 (Andalo (I), 12-19.02.2007). [pdf]
• Giacomo di Tollo. Credit risk: a neural net approach. Electronic Proceedings of RCRA 2006 (Udine (I), 23.06.2006). [pdf] [ppt]

PhD Thesis

• Giacomo di Tollo. Portfolio Selection by Metaheuristics.[pdf]

Technical Reports

• Manfred Gilli, Enrico Schumann, Gerda Cabej, Giacomo di Tollo. Constructing Long/Short Portfolios with the Omega Ratio.Swiss Finance Institute Research Paper No. 08 - 34 [SSRN Download]

• Giacomo di Tollo, Andrea Roli. Metaheuristics for the Portfolio Selection Problem. Technical Report R-2006-005, Dipartimento di Scienze, Università G. D`Annunzio Chieti-Pescara (I). [pdf] [bib]

• Giacomo di Tollo. Portfolio Selection Problem by Metaheuristics: An Annotated Bibliography. Technical Report R-2006-002, Dipartimento di Scienze, Università G. D`Annunzio Chieti-Pescara (I). [pdf] [bib]

• Eliana Angelini, Andrea Roli, Giacomo di Tollo. A Neural Network Approach for Credit Risk Evaluation. DASTA Working paper Series,- Dipartimento delle Scienze Aziendali, Statistiche, Tecnologiche ed Ambientali della facolta di Economia, Universita G. D'Annunzio Chieti-Pescara (I).

• Giacomo di Tollo. Reti neurali e rischio di credito: stato dell arte e analisi sperimentale. Technical Report R-2005-003, Dipartimento di Scienze, Università G. D`Annunzio Chieti-Pescara (I). (Master thesis, in italian) [pdf] [bib]

Presentations

• Computational Methods for Portfolio Optimization and Credit Risk, AY 2009-2010, Spring Term (University of Southern Denmark, Odense, Denmark). Course Presentation. [Pdf]

• Intelligenza Artificiale e Sistemi Complessi, Anno Accademico 2009-2010, informazioni sul corso.[Txt]

• Breve guida ai comandi Google. [Html]

• Piccola introduzione ai motori di ricerca. [Html]

• Giacomo di Tollo. Neural Network Slides.Weekly unit hold during Informatica lectures, Facoltà di economia, Università G.D'Annunzio Chieti-Pescara (I), A.A 2007-2008. [Pdf]

• Giacomo di Tollo. Lesson about Neural Net Approaches for credit risk. Seminar hold during Artificial Intelligence and Complex Systems lectures, Facoltà di economia, Università G. D`Annunzio Chieti-Pescara (I), A.A. 2006-2007. [Pdf]

• Giacomo di Tollo. Lesson about Neural Net Approaches for credit risk. Seminar hold during Artificial Intelligence and Complex Systems lectures, Facoltà di economia, Università G. D`Annunzio Chieti-Pescara (I), A.A. 2005-2006. [OpenOffice]

Here you can find the web-site of Andrea Roli, my Supervisor.

Here you can find the web-site of Pamela Peretti, my office neighbor.

Andrea Schaerf and Luca Di Gaspero are people with whom I am working about Portfolio Selection.

Alaco is a network pursued in connecting Ortona-born researchers.

Portale Per Ortona is a web-site about my birthtown Ortona a Mare (Ch) (Created by my daddy!!).