Professor of Statistics and Data Science at the Department of Economics and Management, University of Pavia
Professor of Statistics and of Financial data science. Supervisor of about 180 Master's students and of 16 Phd students, currently working in the financial industry, in IT/consulting companies or as academic researchers. Author of several scientific publications (89 in Scopus, with 1301 total citations and an h-index of 21). The publications have appeared in: Journal of the Royal Statistical Society, Biometrika, Journal of Business and Economics Statistics, Journal of the operational research society, Computational Statistics and data analysis, Journal of Computational and graphical statistics, Expert systems with applications, Machine Learning, Neurocomputing, Journal of Banking and Finance, Journal of Financial Stability, Finance research letters. Coordinator of 12 funded scientific projects, among which the European Horizon2020 projects “PERISCOPE: Pan-European response to the impacts of covid-19 and future pandemics and epidemics (2020-2023)”, “FIN-TECH: Financial supervision and Technological compliance" (2019-2020). Editor of "Artificial Intelligence in Finance", Frontiers. Associate Editor of “Digital Finance”, Springer; and of "Risks", MDPI . Member of the National committee for the career progression of statistics professors (ASN 2018-2020).Member of the HR committee of the Department of Economics and Management, University of Pavia. Research fellow at the Bank for International Settlements and at the University College London center for Blockchain technologies. Expert at the European Insurance and Occupational Pensions Authority (EIOPA). Expert at the Italian ministry of development for the National AI strategy. Member of the steering committee of the Italian Statistical Society (SIS), of the Association of Italian Financial Risk Managers (AIFIRM) and of the European Network for Business and Industrial Statistics (ENBIS). Member of the European Big Data Value Association (BDVA) , the International Society for Bayesian Analysis (ISBA), the Italian Econometric Society (SIDE),’ the International Association for applied econometrics (IAEE), the Cryptovalues association, AssoFintech. Principal investigator of research, training and consulting projects for: the Italian Banking Association, Intesa SanPaolo, Unicredit, UBI, BancoBpm, MPS, BPS, Creval, Accenture, KPMG, SAS, Mediaset, Sky.
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