Luca Rossini

LECTURER (TENURE-TRACK ASSISTANT PROFESSOR) IN STATISTICS
School of Mathematical Sciences, Queen Mary University of London, Mile End Road, E1 4NS London, United Kingdom.

Email: l.rossini[at]qmul.ac.uk 

 

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Short Bio

I am currently a Lecturer (tenure-track assistant professor) in Statistics in the School of Mathematical Sciences at Queen Mary University of London (QMUL) and a Research Affiliate to the Department of Economics at Ca' Foscari University of Venice. Prior to joining London, I was a Marie-Curie Individual Fellowship in the Department of Econometrics and Data Sciences at Vrije Universiteit Amsterdam (VU) and a Post-Doctoral Fellow in the Department of Economics at Free-University of Bozen. I was awarded a Ph.D. in Economics by the Department of Economics at Ca' Foscari University of Venice in January 2017 under the supervision of Professors Monica Billio and Roberto Casarin. During my Ph.D. experience, I have been a Visiting Research Scholar in the Department of Mathematics and Statistics at University of Kent (Canterbury, UK). 

 

My research interests span across Econometrics and Statistics. In particular, I am interested in Bayesian methods applied to time series models and to graph/network theory; and I am working with their applications to novel dataset, such as electricity prices forecasting and cryptocurrencies. I am also currently working on novel Bayesian nonparametric techniques for copula models estimation.

I have been awarded a Marie-Curie Individual Fellowship from the European Commission in 2018 on the project, MultiNetMetrics, which develops novel techniques for the extraction of networks from time series models. My research has been presented at different conferences around the world and has been published on high-ranking journals, such as Journal of Econometrics, International Journal of Forecasting, Journal of the Royal Statistical Society (Series C) and Bayesian Analysis

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