Internal Seminars

Internal seminars, delivered by PhD students, are to be considered as an occasion to present ongoing research and, possibly, ask for suggestions and receive useful feedback from the audience. The seminars are expected to last *approximately* 20 minutes.

14th December 2023

Lorenzo Mori

Beyond the normality: small area estimation based on Generalized Additive Models for Location, Scale and Shape 

Massimo Ricci

Pseudo-Operations and Pseudo-Analysis: Applications to Probability and Risk Modelling 

Amia Santini

Green finance and portfolio allocation: diversification benefits of green bonds and probabilistic modelling of climate risk 

Alessandro Gallo

The measurement of Economic Insecurity

 

19th October 2023

Federico Bacchi

A latent variable framework for digital skills supply in European regions

 Silvia Dallari

Finding groups in gut microbiome of healthy subjects

 Pietro Macedoni

Estimating Scope 1 GHG emissions in petrochemical industry upstream area: a statistical approach

 Riccardo Omenti

Essays on critical methods in Digital Demography: the case of online genealogies

 

12th October 2023

Gabriele d’Angella

Statistical delimitation of biological species based on genetic and spatial data

Luisa Ferrari

Variance partitioning approaches to prior specification in mixed models: applications and extensions

Berk Tan Perçin

Randomness in chemical reactions

 

5th October 2023 

 Nicola Bartolini

Financial carbon and water risk

Carlotta Pacifici

Threshold selection in dynamic Extended Generalized Pareto models

Christian Tezza

Multi-factor models for finance

 

7th December 2022

 Elisabetta Mensali

Joint-VaR: a new conditional risk measure

Martina Narcisi

Assessing confounding in linear regression models: an approach based on the theory of quadratic forms

Gabriele Perrone

Seemingly unrelated linear regression for contaminated data based on Gaussian mixtures

 

20th October 2022

Luca Bungaro

Response times in computerized adaptive testing

Alessandro Gallo

A Relative Measure of Economic Insecurity and Job Changes

Lorenzo Mori

Small Area Estimation Under Unit Level Generalized Additive Models for Location Scale and Shape 

Edoardo Redivo

Linear quantile functions: estimation and application to classification

Massimo Ricci

Pseudo Calculus: Applications to Probability Modelling

Amia Santini

Green finance and portfolio allocation: diversification benefits of green bonds and probabilistic modelling of optimal strategies under climate risk

 

26th September 2022

Ramiro Scorolli

Wick product and Wong-Zakai approximations of Itô stochastic differential equations  

Federica Galli

Modelling spillover effects in spatial stochastic frontier analysis

 

9th December 2021  

Marika Bazzocchi

Inequality of income and poverty persistence in the municipality of Bologna: a cross-sectional and longitudinal analysis through administrative data

 Leonardo Bortolan

Topics in Climate Change Risk

Gery A. Díaz Rubio

The Vectorial Misspecification-Resistant Information Criterion (VMRIC) and Model Selection in Multivariate Time Series

 Lucia Guastadisegni

Assessing the fit of unidimensional IRT models for binary data under model misspecification

Giacomo Guidi

Price manipulation: theoretical models and empirical investigation

Mario Marino

Small Area Estimation of Economic Security

 

6th September 2021 

Federica Galli

A Spatial Durbin Stochastic Frontier Model Introducing Spillover Effects in the Determinants of Firms' Efficiency

Elisabetta Mensali

Analysis of dynamic conditional quantiles and a new risk measure

Martina Narcisi

Latent Gaussian models: specification issues and prior distribution

Gabriele Perrone

Seemingly unrelated linear regression for contaminated data based on Gaussian mixtures

Ramiro Scorolli

                                                                                        Wong-Zakai-type approximations using the Wick product