Luisanna Cocco currently collaborates with the “Agile Group”, a research group in the field of software engineering coordinated by Prof. Michele Marchesi, at the Department of Mathematics and Computer Science of the University of Cagliari and carries out research on innovative software development technologies and methodologies such as blockchain technology.

From June 2013 to February 2020 she was a member, as a postdoctoral researcher, of the Department of Electrical and Electronic Engineering at the “Università degli Studi di Cagliari”, Italy.

She is Doctor of Philosophy (PhD) in Electronic and Computer Engineering. She received the Bachelor degree in Electronic Engineering in 2006 and the Master degree in Electronic Engineering in 2009 both from the “Università degli Studi di Cagliari”, Italy. In 2013 she received the Ph.D. degree in Electronic and Computer Engineering at the “Università degli Studi di Cagliari” and was awarded Doctor Europeus.

Her research activity focuses on the modeling and simulation of financial and economic systems, using complex system approaches. From 2014 her activity has expanded for including:

• modeling and simulation of the crypto-currencies market and their business models,
• modeling and simulation of the trading of the BTC / USD currency pair through artificial financial market models with agents that include realistic trading strategies, optimized through the use of genetic algorithms,
• prediction of Bitcoin prices using different machine learning techniques such as support vector regression, and artificial neural networks in particular Bayesian, LSTM and feed forward neural networks.

Currently she is working on  the development of decentralized applications and on the study of statistical models investigating the potential role of Bitcoin as a safe haven.

Contacts:

Dipartimento di Matematica e Informatica
Università Degli Studi di Cagliari

Edificio Istituti Biologici via Porcell 4 – 2 piano,
09123 Cagliari, Italia.

email:  cocco@unica.it