Agostino Capponi

Graduate Student

PhD. Candidate

California Institute of Technology

acapponi [at] cs.caltech.edu

Education

• Master in Computer Science, June 2006 (Caltech)
• Minor in Applied and Computational Mathematics, May 2007 (Caltech)

Research

My general research interests lie in applying the tools from estimation and filtering theory to problems arising in statistical signal processing and mathematical finance.

Selected Publications

• A. Capponi. “A polynomial algorithm for the data association problem in multitarget tracking”. IEEE Transactions on Aerospace and Electronic Systems, Volume 40, Nr.4, pag.1398-1410, 2004.
• A. Capponi, A. Farina, A. Di Lallo and T. Volpi. “Accuracy of fused track for radar systems”. Signal Processing Elsevier, Vol.85, June 2005, 1189-1210.
• A. Capponi and H.D Waard. “A mean track approach applied to the multidimensional assignment problem”, IEEE Transactions on Aerospace and Electronic Systems, Vol.43, 2007, 450-471.

• H.J. Broersma, A. Capponi and D. Paulusma. “A new algorithm for on-line coloring bipartite graphs” to appear in SIAM Journal on Discrete Mathematics.

Working Papers

• Capponi and J. Cvitanic. “Credit risk modeling with misreporting and incomplete Information”. Working paper. California Institute of Technology.