# Gabriele SbaizUniversity of Trieste | UNITS · Department of Economics, Business, Mathematics and Statistics

Gabriele Sbaiz

PhD in Mathematics

Post-Doc researcher at the Department of Economics, Business, Mathematics and Statistics (University of Trieste)

## About

15

Publications

560

Reads

**How we measure 'reads'**

A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Learn more

22

Citations

Citations since 2017

Introduction

I am a Post-Doc researcher under the supervision of Massimiliano Kaucic at the Department of Economics, Business, Mathematics and Statistics (Università degli Studi di Trieste, Italy) and in collaboration with Generali Italia.

Education

November 2018 - March 2022

November 2018 - March 2022

November 2016 - November 2018

## Publications

Publications (15)

In the present paper, we study the combined incompressible and fast rotation limits for the full Navier–Stokes–Fourier system with Coriolis, centrifugal and gravitational forces, in the regime of small Mach, Froude and Rossby numbers and for general ill-prepared initial data. We consider both the isotropic scaling (where all the numbers have the sa...

In the present paper, we study a multiscale limit for the barotropic Navier-Stokes system with Coriolis and gravitational forces, for vanishing values of the Mach, Rossby and Froude numbers ($ {\rm{Ma}} $, $ {\rm{Ro}} $ and $ {\rm{Fr}} $, respectively). The focus here is on the effects of gravity: albeit remaining in a low stratification regime $ {...

In the present paper, we study the fast rotation limit for the density-dependent incompressible Euler equations in two space dimensions with the presence of the Coriolis force. In the case when the initial densities are small perturbation of a constant profile, we show the convergence of solutions towards the solutions of a quasi-homogeneous incomp...

In the last five years, extreme events such as the COVID-19 pandemic and the Ukrainian crisis have highlighted the importance of corporate social responsibility and sustainable principles. Consequently, the investment process is changing toward more ethical choices. In this context, we extend the classical optimization framework under the cumulativ...

We study large-scale portfolio optimization problems in which the aim is to maximize a multi-moment performance measure extending the Sharpe ratio. More specifically, we consider the adjusted for skewness Sharpe ratio, which incorporates the third moment of the returns distribution, and the adjusted for skewness and kurtosis Sharpe ratio, which exp...

In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality, box and budget constraints. The algorithm involves a projection operator to deal with these three constraints...

In the present paper, we study the fast rotation and inviscid limits for the 2-D dissipative surface quasi-geostrophic equation with a dispersive forcing term $A \mathcal{R}_{1} \vartheta$, in the domain $\Omega =\mathbb{T}^{1} \times \mathbb{R}$. In the case when we perform the fast rotation limit (keeping the viscosity fixed), in the context of g...

In the present thesis, we are interested in the description of the dynamics of flows on large scales. In this context, the fluids are governed by rotational, weak compressibility and stratification effects, whose importance is measured by adimensional numbers: the Rossby, Mach and Froude numbers. The first part of the thesis is dedicated to the ana...

In the present thesis, we are interested in the description of the dynamics of flows on large scales, like the atmospheric and ocean currents on the Earth. In this context, the fluids are governed by rotational, weak compressibility and stratification effects, whose importance is ``measured'' by adimensional numbers: the Rossby, Mach and Froude num...

In the present paper, we study a multiscale limit for the barotropic Navier-Stokes system with Coriolis and gravitational forces, for vanishing values of the Mach, Rossby and Froude numbers ($\rm Ma$, $\rm Ro$ and $\rm Fr$, respectively). The focus here is on the effects of gravity: albeit remaining in a low stratification regime ${\rm Ma}/{\rm Fr}...

In the present paper, we study the fast rotation limit for the density-dependent incompressible Euler equations in two space dimensions with the presence of the Coriolis force. In the case when the initial densities are small perturbation of a constant profile, we show the convergence of solutions towards the solutions of a quasi-homogeneous incomp...

In the present paper, we study the combined incompressible and fast rotation limits for the full Navier-Stokes-Fourier system with Coriolis, centrifugal and gravitational forces, in the regime of small Mach, Froude and Rossby numbers and for general ill-prepared initial data. We consider both the isotropic scaling (where all the numbers have the sa...

In the present paper, we study the combined incompressible and fast rotation limits for the full Navier-Stokes-Fourier system with Coriolis, centrifugal and gravitational forces, in the regime of small Mach, Froude and Rossby numbers and for general ill-prepared initial data. We consider both the isotropic scaling (where all the numbers have the sa...