BALDOVIN FULVIO

Contacts
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Telephone 0498277348
Qualification Professore associato confermato
Scientific sector FIS/02 - THEORETICAL PHYSICS, MATHEMATICAL MODELS AND METHODS
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Office hours
Tuesday from 10:00 to 11:00 Dip. Tec. Gest. Sistemi Industriali - Contra' della Piarda 9 Vicenza
Friday from 11:30 to 12:30 Dipartimento di Fisica e Astronomia - Via Marzolo 8 - St. 106
(updated on 15/05/2018 09:57)

Proposals for thesis
Supervisions: 3 PhD thesis; 11 Master thesis; 17 Bachelor thesis
* 2016 Imperial College London (ERASMUS project), Laurea Magistrale in Fisica,
Charles Jenkinson, {\it Dynamical Growth in a Network of Three Financial Assets}.
* 2016: Universit\`a di Padova, Laurea triennale in Fisica,
Andrea Della Vecchia,
{\it Conduzione e Moto Browniano}.
* 2015: Universit\`a di Padova, Laurea magistrale in Fisica,
Davide Col\`{i},
{\it Non-equilibrium transitions in a system of active particles with
long-range interactions}.
* 2015: Universit\`a di Padova, Laurea magistrale in Fisica,
Martina Foglino
{\it Single File Diffusion with localized partial traps}.
* 2015: Universit\`a di Padova, Laurea triennale in Fisica,
Alessio Lapolla,
{\it Symmetries in thermodynamics and the conundrum of negative temperature}.
* 2014: Universit\`a di Padova, Dottorato di Ricerca in Fisica ciclo XXVI (a.a. 2010-2011, 2011-2012, 2012-2013),
Emanuele Locatelli, {\it Dynamical and collective properties of active and passive particles in
Single File}.
* 2014: Universit\`a di Padova, Laurea triennale in Fisica,
Elena Saggioro,
{\it Ruolo delle simmetrie in Termodinamica}.
* 2013: Universit\`a di Padova, Laurea triennale in Fisica,
Leo Molinaro,
{\it Ripartizione dell'energia per un polimero fuori equilibrio
}.
* 2013: Universit\`a di Padova, Laurea triennale in Fisica,
Martina Foglino,
{\it Role of short-range collisions and long-range interactions in the
collective motion of active particles
}.
* 2012: Universit\`a di Padova, Laurea triennale in Fisica,
Stefano Spigler,
{\it Reti neurali
nella modellizzazione
dei sistemi sensoriali}.
* 2012: Universit\`a di Padova, Laurea magistrale in Fisica,
Francesco Rebellato {\it Processi stocastici fortemente correlati,
serie temporali finanziarie,
ed ottimizzazione funzionale}.
* 2012: Universit\`a di Padova, Laurea magistrale in Fisica,
Giovanni Brandani {\it Markovian theory of polymer translocation
with topological constraints}.
* 2012: Universit\`a di Padova, Laurea magistrale in Fisica,
Gianmaria Falasco {\it Role of long-range interactions
in collective active motion}.
* 2012: Universit\`a di Padova, Laurea magistrale in Fisica,
Caterina De Bacco {\it Microscopic characterization
of active matter}.
* 2012: Universit\`a di Padova, Laurea magistrale in Fisica,
Luca Pertile {\it Calibration of self-similar strongly correlated
stochastic processes on the basis of a single time
series}.
* 2012: Universit\`a di Padova, Dottorato di Ricerca in Fisica ciclo XXIV (a.a. 2008-2009, 2009-2010, 2010-2011),
Francesco Camana, {\it Modeling and simulating financial time series
over different time scales:
from Omori regimes to trading strategies}.
* 2011: Universit\`a di Padova, Laurea magistrale in Fisica,
Guglielmo Saggiorato {\it Anomalous diffusion of constrained colloidal
particles: evidences for a Fractonal Brownian Motion description}.
* 2010: Universit\`a di Padova, Laurea triennale in Fisica,
Caterina De Bacco {\it Il moto Browniano polidisperso}.
* 2009: Universit\`a di Padova, Dottorato di Ricerca in Fisica ciclo XXI (a.a. 2005-2006, 2006-2007, 2007-2008),
Dario Bovina, {\it Scaling and modelization of financial time series}.
* 2009: Universit\`a di Padova, Laurea magistrale in Fisica,
Patrick Rebeschini,
{\it Self-similarity in financial modeling and the problem of derivative pricing}.

Curriculum Vitae
Fulvio Baldovin
Born in Vicenza, Italy, 1969.
Married, three children.
Degree in Physics: University of Padova, Padova, Italy, 1997.
PhD in Physics: Centro Brasileiro de Pesquisas Físicas (CBPF), Rio de Janeiro, Brazil, 2004.

Academic positions
2017-present: Associate Professor at the Physics Department, University of Padova.
2008-2017 Assistant professor at the Physics Department, University of Padova.
2004 Visiting Researcher at the Universidad Nacional Autonoma de Mexico (UNAM) in Mexico City.
2004-2008 Post-doc fellow at the Physics Department, University of Padova.

Non-academic employments
1999-2000: Volunteer in a cooperation project involving the NGOs Movimento Laici America Latina, Verona, Italy
and Capina (Cooperação e Apoio à Projetos de Inspiração Alternativa), Rio de Janeiro, Brazil.
1997-1998: President of the Con Te Social Cooperative, Quinto Vicentino, Vicenza, Italy.
1996-1997: Teacher at high schools: mathematics and technology.
1992-1994: Coordinator of the Sol.Co. (Solidarieta' e Cooperazione) consortium of social cooperative, Vicenza, Italy.

Teaching
* Doctorate School in Physics, University of Padova: Complex response: theory and experiments; Stochastic processes
in statistical mechanics; Stochastic processes and market dynamics.
* Galilean School of the University of Padova: Introduction to thermodynamics; Science meccano; Tutor.
* Bachelor degree, University of Padova: Biological physics and elements of mathematics; Physics 1.
* Supervisions: 3 PhD thesis; 11 Master thesis; 17 Bachelor thesis.

Conference organization
* Physics of Complex systems: from Padova to the rest of the world and back III, Padova, 21/12/2016.
* Physics of Complex systems: from Padova to the rest of the world and back III, Padova, 18/12/2014.
* Statistical modeling, financial data analysis and applications, Venice, 11-14/09/2013.
* Physics of Complex systems: from Padova to the rest of the world and back I, Padova, 20/12/2012.
* XII Workshop on Quantitative Finance, Padova, 27-28/01/2010.

Invited speaker at 15 international conferences or workshops.

Projects
2016-Present: Statistics and dynamics on complex networks - PlexNet, INFN project, Italy.
2016–2017: Dynamical behavior of complex systems: From scaling symmetries to economy growth,
Junior Research Project, Physics Department, University of Padova.
2014-2016: Physics of Informative, Ecological, Cognitive and Economic Systems - PIECES, INFN project, Italy.
2010-2013: Anomalous scaling in physics and finance, Excellence project CARIPARO Foundation, Padova, Italy.
2009-2013: Models and Monte Carlo simulations in statistical and quantum mechanics -BO62, INFN project, Italy.
2009-2013: Biological applications of theoretical physics methods -TO61, INFN project, Italy.

Italian national habilitation to full professorship in theoretical physics (Abilitazione scientifica nazionale ASN:
Fisica Teorica delle Interazioni Fondamentali 02/A2 I Fascia).

Research interests
* Equilibrium and nonequilibrium statistical mechanics.
* Stochastic processes.
* Topological properties of polymers and biopolymers.
* Physics of active matter.
* Econophysics.
* Nonlinear dynamics.

About 50 publications in peer-reviewed international scientific journals.

Referee for about 20 international journals.

Research areas
Research lines
The research activities are in Equilibrium and Nonequilibrium Statistical Mechanics, and
Complex Systems Physics. Within these fields, the following research lines have been
pursued:
• Novel central limit theorems for strongly correlated variables.
• Novel stochastic processes, characterized by long-memory effects.
• Application of stochastic process to financial data time series analysis.
• Polymer dynamics, also in the presence of topological and geometrical constraints.
• Nonequilibrium states in long-range-interacting systems.
• Order-to-chaos transitions in low dimensional non-linear systems.

Publications
List of publications
1. F. Baldovin, F. Camana, M. Caraglio, A.L. Stella, M. Zamparo, Aftershock Prediction
for High-Frequency Financial Markets’ Dynamics, In: F. Abergel, B.K. Chakrabarti,
A. Chakraborti, A. Ghosh Eds., Econophysics of Systemic Risk and Network Dy-
namics. (New York, Springer, 2012)
2. P-H. Chavanis, F. Baldovin, E. Orlandini, Noise-induced dynamical phase transitions
in long-range systems Phys. Rev. E 83, 040101(R) (2011)
3. F. Baldovin, P-H. Chavanis, Enzo Orlandini, Long-range interacting systems and
dynamical phase transitions In: Nonequilibrium Statistical Physics Today: Proceed-
ings of the 11th Granada Seminar on Computational and Statistical Physics. AIP
Conference Proceedings 1332, 257 (2011)
4. F. Baldovin, D. Bovina, F. Camana, A.L. Stella, Modeling the non-Markovian, non-
stationary scaling dynamics of financial markets, In: Econophysics of Order-driven
Markets. Saha Institute of Nuclear Physics, Kolkata, India (New York, Springer,
2011)
5. A.L. Stella, F. Baldovin, Anomalous scaling due to correlations: Limit theorems and
self-similar processes J. Stat. Mech. P02018 (2010)
6. F. Baldovin, P-H. Chavanis, Enzo Orlandini, Microcanonical quasi-stationarity of
long-range interacting systems in contact with a heat bath, Phys. Rev. E 79, 011102
(2009)
7. A.L. Stella, F. Baldovin, Role of scaling in the statistical modeling of finance, Pra-
mana - Journal of Physics 71, 341 (2008)
8. F. Baldovin and A.L. Stella, Scaling and efficiency determine the irreversible evolu-
tion of a market. Proc. Natl. Accad. Sci. 104, 19741 (2007).
9. F. Baldovin and A.L. Stella, Central limit theorem for anomalous scaling due to
correlations. Phys. Rev. E 75, 020101(R) (2007).
10. F. Baldovin and E. Orlandini, Nos´-Hoover and Langevin thermostats do not repro-
duce the nonequilibrium behavior of long-range Hamiltonians. Int. Jour. Mod. Phys.
B 21, 4000 (2007).
11. F. Baldovin and E. Orlandini, Incomplete equilibrium in long-range interacting sys-
tems, Phys. Rev. Lett. 97, 100601 (2006).
12. F. Baldovin and E. Orlandini, Hamiltonian dynamics reveals the existence of quasi-
stationary states for long-range systems in contact with a reservoir, Phys. Rev. Lett.
96, 240602 (2006).
13. F. Baldovin, Routes to chaos, universality and glass formation, Physica A 372, 224
(2006).
15. F. Baldovin and A. Robledo, Parallels between the dynamics at the noise-perturbed
onset of chaos in logistic maps and the dynamics of glass formation, Phys. Rev. E
72, 066213 (2005).
16. G. Casati, C. Tsallis and F. Baldovin, Linear instability and statistical laws of physics,
Europhys. Lett. 72, 355 (2005).
20. F. Baldovin and A. Robledo, Nonextensive Pesin identity. Exact renormalization
group analytical results for the dynamics at the edge of chaos of the logistic map,
Phys. Rev. E 69, 045202(R) (2004).
22. F. Baldovin, On time and ensemble averages in quasistationary state of low-dimensional
Hamiltonian maps, Physica A 342, 119 (2004).
26. F. Baldovin, Numerical analysis of conservative maps: a possible foundation of
nonextensive phenomena , in “Nonextensive Entropy - Interdisciplinary Applica-
tions”, eds. M. Gell-Mann and C. Tsallis (Oxford University Press, New York, 2003).
27. F. Baldovin and A. Robledo, Universal renormalization-group dynamics at the onset
of chaos in logistic maps and nonextensive statistical mechanics, Phys. Rev. E 66,
045104(R) (2002).
28. F. Baldovin and A. Robledo, Sensitivity to initial conditions at bifurcations in one-
dimensional nonlinear maps: Rigorous nonextensive solutions, Europhys. Lett. 60,
518 (2002).

List of taught course units in A.Y. 2018/19
Degree course code (?) Degree course track Course unit code Course unit name Credits Year Period Lang. Teacher in charge
SC1166 COMMON SC01122850 6 2nd Year First
semester
ITA FULVIO BALDOVIN
IN0509 COMMON IN29103186 9 1st Year Second
semester
ITA FULVIO BALDOVIN