October, 17

16:00

Registration (Meeting room (0.05))

16:30 – 17:00

Conference Opening (Conferences room)

17:00 – 18:00

Plenary: An integrated approach to decisions in production field  (Conferences room)

Speaker: Massimo Squillante

Chair: Francesca Perla

Discussants: Gerarda Fattoruso and Antonio Violi

For download the poster Click here

18:00 – 19:00

Welcome coffee

19:00 – 20:45

Concert: E Senza acqua la terra more

ARSNOVA NAPOLI (Auditorio de la UAL)

Link for the concert

For download the poster Click here

October, 18

08:30

Registration opening (Meeting room 0.05)

9:00 – 10:30

Session 1: Intertemporal choice (Seminar room)

Session 2 (Meeting room 1.44)

Chair: Viviana Ventre

Chair: Giacomo di Tollo and David Carfì
Title: Description of behavioral investors’ type through the discount function and functional data analysis

Authors: Roberta Martino, Viviana Ventre, Salvador Cruz Rambaud, Fabrizio Maturo

 Title: Constructing cardinality-constrained long-short portfolios: an adaptive evolutionary approach

Authors: Giacomo di Tollo, Gianni Filograsso
Title: Uncertainty and subjective probability in Decision-Making: insights from intertemporal choices

Authors: Viviana Ventre, Roberta Martino, Laura Sagliano, Francesco Panico, Luigi Valio, Luigi Trojano

 Title: Aging among ethnic and religious groups in Romania – an exploratory study

Authors: Claudiu Herteliu
Title: Impatience in intertemporal choice and Mediterranean diet

Authors: María José Muñoz Torrecillas, Viviana Ventre, Roberta Martino, Salvador Cruz Rambaud

 Title: A proposal for optimal VaR and CVaR parameters estimation

Authors: Joseph Andria, Marco Corazza, Giacomo di Tollo
Title: A preliminary study on impatience in intertemporal choice and magnitude effect in adolescents

Authors: Ana María Sánchez Pérez, María José Muñoz Torrecillas, Salvador Cruz Rambaud

10:30 – 11:00

Coffee break

11:00 – 12:00

Plenary: Regularization in portfolio optimization (Conferences room)

Speaker: Stefania Corsaro

Chair: Claudiu Herteliu

For download the poster Click here

12:00 – 13:00

Session 1 (Seminar room)

 Session 2  (Meeting room 1.44)
Chair: José Carlos Rodríguez Alcantud

Chair: Raffaele Mattera
Title: Dynamic risk measures and non-linear pricing rules generated by a bivariate Dempster-Shafer process

Authors: Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi

 Title: A joint procedure for ranking and clustering the networked European research projects

Authors: Roy Cerqueti, Antonio Iovanella, Raffaele Mattera
Title: Optimal transport in Dempster-Shafer theory

Authors: Silvia Lorenzini, Davide Petturiti, Barbara Vantaggi

 Title: Prediction model with LightGBM method for prediction prices for new products

Authors: Svitlana Drin
Title: A physical sub-diffusion approach for illiquid markets

Authors: Nataliya Shchestyuk, Sergiy Tyshchenko

 Title: Improved estimation of the assets’ precision matrix via shrinkage

Authors: Raffaele Mattera

13:00 – 14:30

Lunch

14:30 – 16:00

Session 1 (Seminar room)

Session 2: Artificial Intelligence and Dynamics in Economic and Financial Decisions  (Meeting room 1.44)

Chair: Javier Sánchez García

Chair: Lucia Maddalena and Luca Grilli
Title: Progress in bibliometric analysis use in business and management: a methodological literature review

Authors: Eduardo Terán-Yépez, María-Belén Marín-Carrillo, Manuel Sánchez-Pérez, Cristina Segovia-López

 Title: Regulation and enforcement in the exploitation of the groundwater resource

Authors: Marta Biancardi, Lucia Maddalena, Giovanni Villani
Title: Exploring the Elements and Intellectual Framework of Agricultural Competitiveness Research

Authors: Ana Batlles-delaFuente, Ana-Isabel García-Agüero, Eduardo Terán-Yépez, Luis J. Belmonte-Ureña, Francisco Camacho-Ferre

 Title: ALBERTino for stock price prediction: a Gibbs sampling approach

Authors: Francesco Colasanto, Luca Grilli, Domenico Santoro, Giovanni Villani
Title: A new approach to statistical arbitrage strategy: Triples trading

Authors: José Pedro Ramos Requena; Juan Evangelista Trinidad-Segovia; Miguel Ángel Sánchez-Granero

 Title: ‘Herd Behavior’ in the commodities market. A neuro-fuzzy agent ‘herding’ on deep learning traders

Authors: Luca Grilli, Alfonso Guarino, Domenico Santoro, Francesco Messina, Rocco Zaccagnino
Title: Ant Colony Optimization for Chinese Postman Problem

Authors: Giacinto Angelo Sgarro, Luca Grilli

16:00 – 16:30

Coffee break

16:45 – 18:00

Plenary: AI and Democracy: Who Decides Our Future? (Conferences room)

Speaker: Bill de Blasio (former Mayor of New York City)

Introduction: Salvador Cruz Rambaud, Francesco Saverio Coppola, Roberta Mongillo and Massimo Squillante

Link for the plenary

For download the poster Click here

19:00

A Piano Night in Almeria: David Carfì  and Giacomo di Tollo

Centro Fundación Unicaja (Paseo de Almería, 69)

For download the poster Click here

October, 19

09:00

Registration opening (Meeting room (0.05 floor))

9:30 – 10:30

Plenary: Ten years of AHPSort (Bioclimatic room)

Speaker: Alessio Ishizaka

Chairs: Gerarda Fattoruso and Massimo Squillante

Link for the plenary

For download the poster Click here

10:30 – 11:00

Coffee break

11:00 – 12:00

Session 1: Predictive & Forecasting Models for Dynamic and Complex Decision Making (Seminar room)

Session 2   (Meeting room 1.44)

Chair: Massimiliano Ferrara

Chair: Marcello Galeotti
Title: Duality Results for Nonsmooth Mathematical Problems with Vanishing Constraints

Authors: David Barilla, Giuseppe Caristi, Nader Kanzi, Hamed Soroush

 Title: Resilience bonds, green transition and complex dynamics

Authors: Marcello Galeotti, Giovanni Rabitti, Emanuele Vannucci
Title: Towards modelling and measuring the non-random walk down wall street

Authors: Gurjeet Dhesi

 Title: Longevity risk modelling using neural networks

Authors: Stefania Corsaro, Zelda Marino, Salvatore Scognamiglio
Title: Advances on LSTM Modeling analyzing Credit Risk Management and Causal Impact evidences

Authors: Massimiliano Ferrara

 Title: An Explainable Deep Learning Extension of the LSMC for Solvency Capital Requirement Evaluation

Authors: Francesca Perla, Salvatore Scognamiglio, Andrea Spadaro, Paolo Zanetti

12:00 – 13:00

Round Table: Research and innovations  (Bioclimatic room)

Mario Ciaburri, Antonio Di Nola, Gerarda Fattoruso, Massimiliano Ferrara, Claudiu Herteliu, Biagio Simonetti, Massimo Squillante, Juan Evangelista Trinidad Segovia

Chair: María José Muñoz Torrecillas

Link for the round table

13:00 – 14:00

Lunch

14:00 – 15:00

Plenary: The contribution of finance to combating climate change  (Bioclimatic room)

Speaker: María Mar Miralles-Quirós

Chair: Salvador Cruz Rambaud

For download the poster Click here

15:00 – 16:30

Session 1: Multivariate analysis and applications (Seminar room)

Session 2   (Meeting room 1.44)

Chair: Juan Evangelista Trinidad Segovia

Chair: Pilar Casado Belmonte
Title: The Open Manager Approach: Innovation In Management Styles

Authors: Tullio Menini; Paolo Bruttini; Paolo Mariani; Michele Gallo

 Title: Non-equilibrium Financial Market Dynamics

Authors: J. Clara-Rahola, A.M. Puertas, M.A. Sánchez-Granero, J. E. Trinidad-Segovia, F.J. de las Nieves
Title: Data Science in Human & Social Science: Behavioral Intention

Authors: Cosima Valentino, Enrico Ciavolino, Gianfranco Gatti

 Title: Classifying Household Life Satisfaction at the Country Level: A Financial Services Perspective.

Authors: Jorge Hernandez-Perez
Title: On the compatibility among priority vectors at varying transitivity thresholds

Authors: Amenta Pietro, Lucadamo Antonio, Marcarelli Gabriella

 Title: Asset concentration, connectedness and financial stability

Authors: Javier Sánchez García, Salvador Cruz Rambaud
Title: Testing causal relations in measurement models: The impact of adjustment criteria in CTA-PLS

Authors: Mario Angelelli, Mattia Cefis, Maurizio Carpita, Enrico Ciavolino

  

16:30 – 17:00

Coffee break

18:30

Visit to “Refugios de la Guerra Civil” (in city center)

21:00

Conference dinner: Restaurante Club De Mar Almería

October, 20

9:00 – 9:30

Visit to: Natural History Pavilion (Universidad de Almeria)

9:30 – 10:30

Plenary: Team ranking. Criteria toward the best hierarchical choice. (Conference room)

Speaker: Marcel Ausloos

Chair: Roy Cerqueti

For download the poster Click here

10:30 – 11:00

Coffee break

11:00 – 12:30

Session 1 (Seminar room)

Session 2:  Financial and actuarial models for decision making in the welfare systems. (Meeting room 1.44)

Chair: Juan Evangelista Trinidad Segovia

Chair: Paolo De Angelis
Title: How quality factors affect patient satisfaction in the Spanish healthcare system

Authors: Paula Ortega Perals, Salvador Cruz Rambaud, Javier Sánchez García

 Title: A risk-based model for the replacement rate evaluation in a defined contribution pension scheme

Authors: Fabio Baione, Paolo De Angelis
Title: On the usage of regulation-based investment policies of mutual funds: A performance comparison.

Authors: Edvinas Grizickas Sapkute, Miguel Ángel Sánchez Granero, Juan Evangelista Trinidad Segovia

 Title: The ESG score and the corporate finance ratios: the case of Europe

Authors: Rita L. D’Ecclesia, Susanna Levantesi, Kevyn Stefanelli
Title: Beta is not dead: developed markets vs. emerging markets

Authors: Laura Molero González, Juan E. Trinidad Segovia, Miguel A. Sánchez Granero

 Title: New method to solve integral equations for variable annuities evaluation with stochastic volatility

Authors: Immacolata Oliva, Roberto De Marchis, Antonio Martire
Title: ANALYSIS OF THE LAW OF FALLING RATE OF PROFIT FOR THE EUROPEAN CASE

Authors: Victor Manuel

12:30 – 12:45

DySES Award and Conference ending (Conferences room)

12:45 – 13:30

Lunch

POSTER SESSION (Room 0.07)
Posters will be available to view throughout the conference. During dedicated poster session time blocks in the conference schedule, presenters will be available at their posters to discuss their research and programs. Attendees can use this one-on-one time with presenters to learn more, ask questions, and talk through implications for their own researches.

Poster

 Author(s)
Research Evaluation with Neural Networks

Joseph Andria and Giacomo di Tollo

Public value measurement in complex systems. Managing strategic decisions in complexity

 Paolo Esposito
A dynamic approach of AHPSortII to classify STEM master’s courses in Italy

Gerarda Fattoruso, Paola Mancini, Gabriella Marcarelli
Tourism facilities as a case study for Group-PAHP consistency checks during the COVID-19 epidemic Gerarda Fattoruso, Maria Grazia Olivieri
Bayesian Space-TimeModeling of Ischemic Stroke Incidence and Mortality in Almería Using INLA

Adrián Aparicio-Mota, José María López-Martín, Juan Manuel García-Torrecillas

A Fuzzy-Based Thematic Classification Method for the Real Albergo dei Poveri, Naples (Italy)

 Sabrina Sacco, Ferdinando Di Martino, Maria Cerreta
Real option assessment. Application to the stock market  Salvador Cruz Rambaud, Giacomo di Tollo, Ana María Sánchez Pérez
A measure  of Association for three-way data table with ordered alternatives  Biagio Simonetti, Raffaela Ciuffreda

For download the programme Click here

DySES 2023 will be at “Facultad de Ciencias Económicas y Empresariales”.