Simone Sbaraglia

Dipartimento di Scienze economiche ed aziendali

Curriculum Vitæ of Simone Sbaraglia

PERSONAL DATA:

Name: Simone Sbaraglia

Date of Birth: June 27, 1972

Place of Birth: Rome, Italy

E-mail: sbaraglia@unica.it

EDUCATION:

March 2003: Ph.D. in “Mathematical Methods and Models for Technology and Society”, Faculty of Engineering, University of Rome “La Sapienza”. Thesis title: “Efficient Optimization Techniques in Finance and Economics”.

October 1998: graduated in mathematics “summa cum laude”. University of Rome “La Sapienza” Thesis title: “Hamilton-Jacobi equations on bounded domains with weak boundary conditions”.

CURRENT POSITION:

Since October 1, 2005: Professore Associato “Matematica Generale” (Tenured Professor – Research Faculty Member) at ”University of Cagliari”, Italy.

PROFESSIONAL CAREER:

October 1, 2003 – October 1, 2005: Permanent research position as “Research Staff Member” at the “Advanced Computing and Technology Center, I.B.M. T.J. Watson Research Center, I.B.M. Research, Yorktown Heights, NY.

- Chief architect and developer of the “pSigma” performance oriented infrastructure for instrumentation of binary applications.

- Chief architect and developer of the “Sigma” project for the simulation of shared and distributed-memory architectures and deep memory hierarchies.

- Principal Investigator in the NSF (National Science Foundation) funded research project “Performance Measurements and Modeling of Deep Memory Hierarchy Systems”.

- Member of the IBM Task Force on “Performance Modeling and Tools”.

- Chief architect of the IBM HPC Toolkit v2.

March 1, 2003 – October 8, 2003: Post-doctoral position at the “Advanced Computing and Technology Center”, T.J. Watson Research Center, I.B.M. Research, Yorktown Heights, New York.

- Lead developer of “SIGMA”, a data collection framework and cache analysis tool that provides detailed cache information by gathering memory reference data using software- based instrumentation.

- Data-Centric performance tools.

- Efficient compression and anaylisis of memory traces November 01, 2002 – February 28, 2003: Supplemental position at the T.J. Watson Research Center, I.B.M. Research, Yorktown Heights, New York.

- Design and implementation of a simulator of the memory subsystem for the IBM Power3 and Power4 systems

- Development of tools to process memory trace files

- Simulation and performance analysis of prefetching algorithms January 02, 2002 – October 28, 2002: research grant with the C.N.R.-I.A.C. (National Re- search Council – Institute for Applied Computing)

- Design and efficient implementation of algorithms for the approximation of optimality problems arising in financial theory. July 02, 2001 – January 02, 2002: Supplemental position at T.J. Watson Research Center, I.B.M. Research, Yorktown Heights, New York.

- Development of architecture-independent memory simulators and tools to analyze and improve the performance of a memory subsystem. April 01, 2000 – June 30, 2001: research grant with the C.N.R.-I.A.C. (National Research Council – Institute for Applied Computing).

- Design and implementation of a prototype for the optimal asset-liability management with constraints for insurance companies.

- Development of effective approximation methods for Hamilton-Jacobi equations of first and second order.

August 01, 1999 – April 01, 2000: research grant with the C.N.R.-I.A.C.

- Quantitative analysis of Mortgage-Backed Securities

– Development of a mathematical method to price Mortgage-Backed Securities and the development of approximation algorithms to solve the pricing problem numerically. March 01, 1999 – August 01, 1999: collaboration with INA S.p.A.-Capital Markets Department

– Modeling of the assets and liabilities of a life insurance company and development of a software package to perform Monte Carlo simulations on the evolution of a life insurance company liabilities.

January 01, 1999 – June 06, 1999: research grant with the C.N.R.-I.A.C. ? Development of a software package (including graphical interface) for the simulation of the propagation of brakes and the diffusion of chemical polluting in porous materials.

PUBLICATIONS:

2024. Optimizing Energy Storage Profits: A New Metric for Price Performance Evaluation. S. Sbaraglia, A. Fiori, S. Zedda, accepted for publication in Journal of Risk and Financial Management, Forecasting, Predictive Analytics and Econometrics in Business Research, 2023.

2024. Is storage a business? A test on the Italian day-ahead electricity market. S. Sbaraglia, A. Fiori, S. Zedda, submitted for publication, Energy Economics, 2024.

2021. Characterizing movements of Palinurus elephas (Fabr. 1787) as a useful tool in Fully Protected Areas design: the case study of the Sardinian FPAs (central-western Mediterranean). DOI:10.1109/MetroSea52177.2021.9611567. pp.274-278. In Proceedings of 2021 IEEE International Workshop on Metrology for the Sea (IEEE MetroSea 2021) - ISBN:978-1-6654-4758-4
Mulas, Antonello; Sbaraglia, Simone; Bellodi, Andrea; Carbonara, Pierluigi; Carugati, Laura; Cau, Al...
Conference date:4-6 October 2021

2020. Which interbank net is the safest?. DOI:10.1057/s41283-019-00056-w. pp.65-82. In RISK MANAGEMENT - ISSN:1460-3799 vol. 22 (1)
Zedda, Stefano; Sbaraglia, Simone

2019. A Review of Static Optimization Techniques for Optimal set-Liability Management. pp.50-61. In Il Mondo che Cambia - ISBN:9788891798701
Sbaraglia, Simone

2018. Optimal Portfolio Selection And Asset-Liability Management. Static and Dynamic Programming Approach. pp.1-210 - ISBN:978-3-639-76563-2
Sbaraglia, Simone

2017. Appendix: Software References and Tools. pp.205-222. In Banking Systems Simulation - ISBN:9781119195894
Sbaraglia, Simone

2013: Patent, “Profiling application performance according to data structure”, I-Hsin Chung, Guojing Cong, David Joseph Klepacki, Simone Sbaraglia, Seetharami R. Seelam, Hui-Fang Wen

2013: Patent, “Binary programmable method for application performance data collection”, I-Hsin Chung, Guojing Cong, David Joseph Klepacki, Simone Sbaraglia, Seetharami R. Seelam, Hui-Fang Wen

2012: Patent, “Programmable framework for automatic tuning of software applications”, I-Hsin Chung, Guojing Cong, David Joseph Klepacki, Simone Sbaraglia, Seetharami R. Seelam, Hui-Fang Wen

2012: Patent, “Automated detection of application performance bottlenecks”, I-Hsin Chung, Guojing Cong, David Joseph Klepacki, Simone Sbaraglia, Seetharami R. Seelam, Hui-Fang Wen

S. Sbaraglia, I. Chung, G. Cong, D. Klepacki, S. Seelam, H. Wen, An Extensible Bottleneck Discov- ery Framework, Proceedings of the 2008 ACM/IEEE international conference on Supercomputing, November 15-21, 2008, Austin, TX.

S. Sbaraglia, I. Chung, G. Cong, D. Klepacki, S. Seelam, H. Wen, A Framework for Automated Per- formance Bottleneck Detection, 13th International Workshop on High-Level Parallel Programming Models and Supportive Environments, IPDPS 2008,April 14th 2008, Miami, FL.

2008: IBM Research Invention Achievement Award for the Patent Invention: A Method for an Extensible and Programmable Framework for Automating Performance Analysis and Tuning of Software Applications.

2008: IBM Research Invention Achievement Award in recognition for the research conducted on data-centric profiling of scientific applications. Patent Invention: Profiling Application Perfor- mance According to Data Structures.

2007: IBM Research Invention Achievement Award in recognition for the research conducted on the automatic characterization of application performance bottlenecks. Patent Invention: An Extensible Infrastructure for Automated Detection of Application Performance Bottlenecks.

2007: IBM Research Invention Achievement Award in recognition for the research conducted on binary instrumentation and performance data collection. Patent Invention: A Programmable Binary Method for Application Performance Data Collection.

S. Sbaraglia, I. Chung, G. Cong, D. Klepacki, S. Seelam, H. Wen, A Productivity Centered Applica- tion Performance Tuning Framework, Proceedings of the II International Conference on Performance Evaluation Methodologies and Tools (Valuetools), Nantes, France. Oct. 23-25 2007.

S. Sbaraglia, I. Chung, G. Cong, D. Klepacki, S. Seelam, H. Wen, A Productivity Centered Tools Framework for Application Performance Tuning, Proceedings of the IV International Conference on the Quantitative Evaluation of Systems (QEST07), Edinburgh, Scotland. Sep. 16-19 2007.

G. Cong, S. Sbaraglia, A study on the locality behavior of parallel and sequential algorithms for connectivity problems, Proceedings of the International Conference on High Performance Comput- ing,Bangalore, India, Dec.18-21 2006.

M. Papi, S. Sbaraglia, Optimal Asset-Liability Management with Constraints: A Dynamic Program- ming Approach, Applied Mathematics and Computation, Vol. 173, n.1, 2006. ISSN: 0096-3003.

S. Sbaraglia, J. Odom, L. Derose, K. Ekanadham, J. Hollingsworth, Using Dynamic Tracing Sam- pling to Measure Long Running Programs, Proceedings of the 2005 ACM/ IEEE international con- ference on Supercomputing, November 12-18, 2005, Seattle, WA.

S. Sbaraglia, K. Ekanadham, S. Crea, S. Seelam, pSigma: An Infrastructure for Parallel Application Performance Analysis using Symbolic Specifications, Proceedings of the , EWOMP Conference, Oc- tober 18-22, 2004, Stockholm, Sweden..

M. Papi, S. Sbaraglia, Lipschitzian Estimates in Discrete-Time Constrained Optimal Control, “Dy- namics of Continuous, Discrete and Impulsive Systems, Series A: Mathematical Analysis”, Vol.13, n.1, 2006. ISSN: 1201-3390. .

L.Derose, K.Ekanadham, S.Sbaraglia An Approach for Symbolic Mapping of Memory References, Proceedings of the International Conference Euro-Par 2004, Pisa, 31 Aug-3 Sep 2004.

M. Adamo, A. Amadori, M. Bernaschi, C. La Chioma, A. Marigo, B. Piccoli, S. Sbaraglia, A. Uboldi, D. Vergni Optimal Strategies for the Issuance of Public Debt Securities, accepted for publication in the “International Journal of Theoretical and Applied Finance”, vol.7, 2004.

M. Papi, S. Sbaraglia, Regularity Properties of Constrained Set-Valued Maps, “Nonlinear Analysis: Theory, Methods & Applications”, Vol. 54, n. 7, 2003. ISSN: 0362-546X.

R. Natalini, C. Nitsch, G.Pontrelli, S.Sbaraglia, A numerical study of a nonlocal model of damage propagation under chemical aggression, “European Journal of Applied Mathematics”, Volume 14, Issue 4, (2003) p. 447-464

M. Bernaschi, M. Briani, F. Gozzi, M. Papi, S. Sbaraglia, A model for the optimal asset liability management for insurance companies, “International Journal of Theoretical and Applied Finance”, vol. 6, 227, 2003.

L.Derose, K.Ekanadham, J.K.Hollingsworth, S.Sbaraglia SIGMA: A Simulator Infrastructure to Guide Memory Analysis, Proceedings of the 2002 ACM/IEEE conference on Supercomputing, p.1- 13, November 16, 2002, Baltimore, Maryland.

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DATI PERSONALI:

Nome: Simone Sbaraglia
Data di nascita: 27 giugno 1972
Luogo di nascita: Roma, Italia
E-mail: sbaraglia@unica.it

ISTRUZIONE:

Marzo 2003: Dottorato di Ricerca in “Metodi e Modelli Matematici per Tecnologia e Società”, Facoltà di Ingegneria, Università di Roma “La Sapienza”.
Titolo della tesi: “Efficient Optimization Techniques in Finance and Economics”.

Ottobre 1998: Laurea in Matematica con lode, Università di Roma “La Sapienza”.
Titolo della tesi: “Hamilton-Jacobi equations on bounded domains with weak boundary conditions”.

POSIZIONE ATTUALE:

Dal 1° ottobre 2005: Professore Associato di “Matematica Generale” (Docente di ruolo – Ricercatore) presso l’Università di Cagliari, Italia.

CARRIERA PROFESSIONALE:

1 ottobre 2003 – 1 ottobre 2005: Ricercatore a tempo indeterminato presso “Advanced Computing and Technology Center”, IBM T.J. Watson Research Center, Yorktown Heights, NY, USA.

Architetto capo e sviluppatore della piattaforma “pSigma” per l’analisi delle applicazioni binarie.

Architetto capo del progetto “Sigma” per la simulazione di architetture condivise e distribuite e gerarchie di memoria profonde.

Investigatore principale per il progetto finanziato dalla NSF “Performance Measurements and Modeling of Deep Memory Hierarchy Systems”.

Membro del task force IBM su “Performance Modeling and Tools”.

Architetto capo dell'IBM HPC Toolkit v2.

1 marzo 2003 – 8 ottobre 2003: Ricercatore post-dottorato presso l’“Advanced Computing and Technology Center”, IBM T.J. Watson Research Center, NY, USA.

Sviluppatore principale di “SIGMA”, uno strumento per l’analisi delle cache e la raccolta di dati di riferimento.

Compressione e analisi efficienti di tracce di memoria.

1 novembre 2002 – 28 febbraio 2003: Contratto integrativo presso IBM T.J. Watson Research Center, NY, USA.

Simulatore del sottosistema di memoria per i sistemi IBM Power3 e Power4.

Sviluppo di strumenti per elaborare file di tracce di memoria.

2 gennaio 2002 – 28 ottobre 2002: Assegno di ricerca presso CNR-IAC (Consiglio Nazionale delle Ricerche – Istituto per il Calcolo Applicato).

Implementazione efficiente di algoritmi per problemi di ottimizzazione in ambito finanziario.

2 luglio 2001 – 2 gennaio 2002: Contratto integrativo presso IBM T.J. Watson Research Center.

Sviluppo di simulatori di memoria e strumenti per migliorare le prestazioni di sistemi di memoria.

1 aprile 2000 – 30 giugno 2001: Assegno di ricerca presso CNR-IAC.

Prototipo per la gestione ottimale di attivi e passivi per compagnie assicurative.

Metodi di approssimazione efficaci per equazioni di Hamilton-Jacobi.

1 agosto 1999 – 1 aprile 2000: Assegno di ricerca presso CNR-IAC.

Analisi quantitativa di titoli garantiti da mutui ipotecari (Mortgage-Backed Securities).

1 marzo 1999 – 1 agosto 1999: Collaborazione con INA S.p.A., Dipartimento Mercati Finanziari.

Modellizzazione di attivi e passivi di una compagnia di assicurazioni sulla vita e simulazioni Monte Carlo.

1 gennaio 1999 – 6 giugno 1999: Assegno di ricerca presso CNR-IAC.

Sviluppo di un software per la simulazione della propagazione di fratture e diffusione di inquinanti chimici in materiali porosi.

PUBBLICAZIONI: