Dr Paris Pennesi is Associate Director at HSBC where he is responsible for the development of systematic trading strategies and electronic market making in currencies market. Previously he worked at JP Morgan and RBS where he was responsible for automatic trading and market microstructure research in equities and interest rates markets.
Dr Paris Pennesi is currently a guest lecturer at London School of Economics and he has also held research and teaching positions at University of Cambridge, Boston University and Free University of Bozen. He obtained a PhD in Artificial Intelligence (2006) and a Laurea in Electronic Engineering (2002) from University of Ancona.
P. Pennesi and I. Ch. Paschalidis, A Distributed Actor-Critic Algorithm and Applications to Mobile Sensor Network Coordination Problems, IEEE Transaction on Automatic Control, Vol. 55, No. 2, pp. 492 -- 497, 2010
G. Conte and P. Pennesi, The Rendezvous Problem with Discontinuous Control Policies, IEEE Transaction on Automatic Control, Vol. 55, No. 1, pp. 279 -- 283, 2010
T. Driouchi, P. Pennesi, D. Kapletia and R. Cuthbert, Real Options in Service Investments: Scenarios from Defence, International Journal of Service Sciences, Vol. 2, No. 1, 2009
P. Pennesi, M. Vaccarini, G. Conte and S. Longhi, Learning Nonlinear MPC for Fast Computation Control, in Proceedings of the Nonlinear Model Predictive Control for Fast Systems, Grenoble, France, 9 -- 11 October 2006
G. Conte and P. Pennesi, Inventory control by model predictive control methods, in Proceedings of the 16th IFAC World Congress, Prague, Czech Republic, 4 -- 8 July 2005
S. Comani, D. Mantini, P. Pennesi, A. Lagatta and G. Cancellieri, Independent component analysis: fetal signal reconstruction from magnetocardiographic recordings, Computer Methods and Programs in Biomedicine, volume 75, issue 2, pp. 163 - 177, 2004