I'm mostly interested in computational statistics and its applications to economics, finance and risk management.
The complete list of my publications can be found here.
I'm the PI of the Prediction and causal inference on the tail index for policy decisions PRIN project. We are currently hiring: check it out!
Past PhD students:
The complete list of my publications can be found here.
I'm the PI of the Prediction and causal inference on the tail index for policy decisions PRIN project. We are currently hiring: check it out!
Past PhD students:
- Luca Trapin (Economics - IMT Lucca), March 2016, now associate professor, Department of Statistical Sciences "P. Fortunati", University of Bologna.
- Flavio Santi (International Economics and Finance - La Sapienza University of Rome), July 2016, now associate professor, Department of Economics and Management, University of Trento.