LECTURER (TENURE-TRACK ASSISTANT PROFESSOR) IN STATISTICS
Department of Economics, Management and Quantitative Methods, University of Milan (Statale), Via Conservatorio 7, 20122, Milan, Italy
I am currently a tenure-track assistant professor in Statistics in the Department of Economics, Management and Quantitative Methods at University of Milan (Statale) and a Research Affiliate to the Department of Economics at Ca' Foscari University of Venice.
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 and on covariance matrix estimation.