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Curriculum Vitae (English)
(pdf, en, 191 KB, 29/03/22)
Curriculum Vitae (Italiano)
(pdf, it, 351 KB, 29/03/22)
Modules running in the period selected: 115.
Click on the module to see the timetable and course details.
| Name | Online |
|---|---|
| Activities PhD Course In Economics and Management (35° ciclo - PhD in Economics and Management) | |
| Probability (28° Ciclo - GSEM - PhD in Economics and Business Administration (last activated in 2013)) | |
| Probability (36° ciclo - PhD in Economics and Management) | |
| Probability (35° ciclo - PhD in Economics and Management) | |
| Probability and Statistics for Economics and Finance (26° Ciclo - PhD in Economics and Finance (last intake in 2013)) | |
| Probability and Statistics for Economics and Finance (25° Ciclo - PhD in Economics and Finance (last intake in 2013)) |
There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and soon also via the Univr app.
MyUnivr| Topic | Description | Research area |
|---|---|---|
| JEL C13 - Estimation: General | Development and estimation of statistical models in finance, and for economic and social data; computationally intensive Monte Carlo estimation algorithms such as Monte Carlo EM and sequential Monte Carlo. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| JEL C15 - Statistical Simulation Methods: General | Computer intensive estimation methods based on Monte Carlo simulations, bootstrap and indirect inference. Also includes machine learning, and development of statistical software for the analysis of economic phenomena. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| MSC 62H11 - Directional data; spatial statistics | Modelling and analysis (data science) of areal and georeferenced data, both univariate and multivariate, with the use of Gaussian and non-Gaussian models (for discrete or skewed data, etc.); development of spatial models with latent factors; modelling of directional data. |
Quantitative Methods for Economics
Multivariate analysis |
| MSC 62M10 - Time series, auto-correlation, regression, etc. | Modelling and analysis (data science) of univariate and multivariate time series, equally or unequally spaced, including the use of models with latent factors and for skewed data; machine learning methods for the analysis of large collections of time series. |
Quantitative Methods for Economics
Inference from stochastic processes |
| MSC 62M20 - Prediction; filtering | Forecasting and filtering techniques of the signal such as, for instance, the Kalman filter; prediction, smoothing and filtering techniques based on Monte Carlo simulation, such as particle filtering and sequential Monte Carlo. |
Quantitative Methods for Economics
Inference from stochastic processes |
| MSC 62P05 - Applications to actuarial sciences and financial mathematics | Risk modelling in insurance and finance, in particular credit risk with the development of credit scoring models and algorithms; calibration of the probabilities of defaults; market segmentation. |
Quantitative Methods for Economics
Applications |
| MSC 65C05 - Monte Carlo methods | Monte Carlo methods for estimating and predicting dynamic models, such as Markov chain Monte Carlo, particle filters and sequential Monte Carlo. Applications of these methods to economic and financial field. In particular, applications for the numerical solution of stochastic differential equations forward-backward. Also covers Longstaff-Schwartz regression methods for the solution of Snell envelopes and applications in the counterparty risk field. |
Quantitative Methods for Economics
Probabilistic methods, simulation and stochastic differential equations |
| MSC 91G70 - Statistical methods, econometrics | Statistical and econometric methods for the analysis and modelling (data science) of economic and social data; machine learning techniques for the analysis of large data bases; development of statistical software. |
Quantitative Finance
Mathematical finance |
| Office | Collegial Body |
|---|---|
| Teaching Staff Body for the Doctorate in international research in Economics and Finance | |
| Collegio didattico di Banca e finanza - Department Economics | |
| Presidente | Collegio didattico di Economia e commercio - Department Economics |
| Comitato scientifico del Corso di Perfezionamento in Scienze attuariali e risk management nelle imprese di assicurazione | |
| member | Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Verona |
| member | Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Vicenza/Consiglio Didattico del Polo Scientifico Didattico di "Studi sull'Impresa" |
| member | Economics Department Council - Department Economics |
| Consiglio della Scuola di Economia e Management | |
| Gruppo AQ del Corso di laurea in Economia e commercio - Collegio didattico di Economia e commercio - Department Economics | |
| member | Team per l'assicurazione della qualità del CDL in Economia e Commercio Verona - Department Economics |
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