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.
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