Dynamical systems and
their applications to economics, finance and actuarial science, with particular reference to
Oligopolies and Natural resource exploitation; Dynamic and evolutionary Game Theory; Models with bounded rational agents;
Global bifurcations and critical curves; Multistability (coexisting
attractors) in dynamic economic models; Synchronization theory for
dynamical systems; Piecewise smooth maps; Financial Risk Theory; Multi Criteria Decision Aid (MCDA).
Journals
•
Lamantia
F., A nonlinear duopoly with efficient production-capacity levels, Computational
Economics, (2011), 38 (3), 295-309, DOI
10.1007/s10614-011-9280-0.
Lamantia
F., A nonlinear duopoly with efficient production-capacity levels, Computational
Economics, (2011).
•
Bischi,
G.I., Lamantia F., Routes to complexity induced by constraints in Cournot
oligopoly games with linear reaction functions, Studies in Nonlinear
Dynamics & Econometrics, (2011), in press.
•
Bischi,
G.I., Lamantia F., Sushko I., Border Collision Bifurcations in a simple
oligopoly model with constraints, International Journal of Applied
Mathematics & Statistics, (2012), 26-2, 121-135.
•
Angilella, S., Giarlotta, A., Lamantia F.,
“A linear implementation of
Passive
and Active Compensability Multicriteria ANalysis (PACMAN)”, European Journal of Operational Research, 205-1, 401-411,
(2010).
Details
•
Bischi, G.I., Lamantia F. Sbragia L., ”Strategic
interaction and imitation dynamics in patch differentiated exploitation
of fisheries”, Ecological
Complexity, Vol. 6-3, (2009), pp. 353-362.
Details
• Iaquinta G., Lamantia F., Massabò I., Ortobelli
S.,
“Moment based approaches to value the risk of contingent
claim
portfolios”, Annals of Operation Research 165-1
(2009), pp.
97-121.
Details
• Bischi, G.I., Lamantia F. “Harvesting Dynamics in
protected and unprotected areas”, Journal of Economic
Behavior
and Organization, vol. 62 (2007), pp. 348-370.
Details
• Lamantia, F. “Variable Effort Management of
Renewable
Natural Resources”, Chaos, Solitons & Fractals, 29-3
(2006),
pp. 771-782.
Details
• Lamantia, F., Sbragia L. “A dynamic model of patch
differentiated exploitation of fisheries”, Pure Mathematics
and
Applications, Vol.16, N. 4 (2006), pp.411-427.
Details
• Lamantia F., Ortobelli S., Rachev S., “An
empirical
comparison among VaR models and time rules with elliptical and stable
distributed returns”, Investment Management and Financial
Innovations, vol. 3, issue 3 (2006), pp. 8-29.
Details
• Lamantia F., Ortobelli S., Rachev S., “VaR, CVAR,
and Time
Rules with Elliptical and Asymmetric Stable Distributed
Returns”,
Investment Management and Financial Innovations, vol. 3, issue 4
(2006), pp. 19-39.
Details
• Angilella, S., Greco, S., Lamantia, F., Matarazzo,
B.,
”Assessing non-additive utility for Multicriteria decision
aid”, European Journal of Operational Research, 158 (2004),
734-744.
Details
• Bischi, G.I., Lamantia F. “A competition Game with
knowledge accumulation and spillovers”, International Game
Theory
Review, 6-3 (2004), pp. 323-341.
Details
• Lamantia F. G. , Ortobelli S. , Rachev S. ,
“Time-Scale
Transformations: Effects on VaR models”, Lecture Notes on
Computer Science, 3039 (2004), pp. 779-786, ISBN: 3-540-22129-8, ISSN
0302-9743.
Details
• Bischi, G.I., Lamantia, F., “Nonlinear Duopoly
Games with
positive cost externalities due to spillover effects”, Chaos,
Solitons & Fractals, 13 (2002), pp. 805-822.
Details
Contributions in
Multi-Author Books and Proceedings
• Cerchiara, R., Lamantia, F., “Piecewise linear dynamic systems for own risk solvency assessment”, in C. Perna, M. Sibillo,
Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, (2012), ISBN 978-88-470-2341-3.
Details • Bischi, G.I., Lamantia F. “Knowledge Accumulation in an
R&D Network”, chp. 14 in
Nonlinear Economic Dynamics, edited by T. Puu and A.
Panchuk, Series: Economic Issues, Problems and Perspectives, Nova
Science Publisher (New York), (2010),
ISBN: 978-1-61728-710-7.
Details
• Gu E.G., Lamantia, F., “Stock dynamics in stage
structured
multi-agent fisheries”, in Chiarella, C.,
Bischi, G.I.,
Gardini, L. (Editors) “Nonlinear Dynamics in Economics,
Finance
and Social Sciences”, Springer Verlag, (2009).
details
• Cerchiara R., Lamantia, F., A dynamic analysis of the underwriting cycle in non-life insurance,
Astin colloquia, (2009)
details
• Antonelli, G., Bischi, G.I and Lamantia, F.
“Mathematical Bioeconomic Modelling of the Interaction
between
Aquaculture and Open Sea Fisheries”, in The Economics of
Aquaculture with respect to Fisheries, edito da K.J. Thomson e L.
Venzi, Proceedings 95th EAAE Seminar (2006).
• Bischi, G.I., Lamantia F. “Coexisting
attractors and
complex basins in discrete-time economic models”, in
Nonlinear
Dynamical Systems in Economics, edited by M. Lines, CISM Lecture Notes,
Vol. 476, Wien-New York: Springer, (2005), pp. 187-231.
Details
• Lamantia F., Rossello, D., “The
Engineering of a
Dynamic VaR”, Financial Engineering and Applications, in M.H. Hamza (Ed.), ISBN(CD): 0-88986-417-9 (2004).
Details
• Bischi, G.I., Lamantia F. Sbragia L.
“Competition and
cooperation in natural resources exploitation: An evolutionary game
approach”, in “Game Practice and the
Environment”,
in C. Carraro and V. Fragnelli (Eds.), Edward Elgar Publishing, (2004),
pp. 187-211.
Details
• Bischi, G.I., Lamantia, F., “Chaos
Synchronization and
intermittency in a Cournot Duopoly game with spillover
effects”,
in “Oligopoly Dynamics: Models and Tools”, T. Puu
and I. Sushko (Eds.), Springer Verlag, ISBN 978-3-540-43186-2, (2002), pp.
195-217.
Details
Expository papers
• Antonelli, G., Bischi, G.I., Lamantia, F.,
Viganò, E.
“Il ruolo delle riserve marine nella gestione sostenibile
della
pesca. Costi, benefici, modelli” in A. Castellini et al.
“L’apporto degli economisti agrari alla ricerca
scientifica
nel settore ittico”, Franco Angeli Editore, (2006).
• Bischi, G.I., Lamantia F., Sbragia L.
“Modelli
matematici come ausilio nello studio di politiche per la gestione della
pesca” chapter 2 in La sostenibilità nel
settore
della pesca. Modelli, politiche, esperienze in un'area del litorale
romagnolo-marchigiano, edited by Antonelli G., Bischi G.I.,
Viganò E., Franco Angeli Editore, Milano
(2005).
• Cerchiara R., Lamantia, F., Solvency 2: an Analysis of the
Underwriting Cycle with Piecewise Linear Dynamical Systems,
Aenorm,
(2009).
Submitted and working papers
• Lamantia, F., “Exploitation of renewable natural resources and the evolution of cooperation”,
working paper , (2011).
• Kopel, M., Lamantia, F., “Mixed oligopolies with production constraints”,
working paper , (2011).
• Bischi, G.I., Lamantia, F., “Networks of
R&D collaboration in oligopoly competition with
spillover”,
working paper , (2010).
• Cerchiara R., Lamantia, F., Underwriting
cycle and Solvency: a dynamic analysis with Piecewise Linear Maps,
submitted,
(2010).
