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Visit of Assistant Prof. Roberta Pappadà at Chair of Financial Econometrics and Asset Management

22 June 2016 | By:

Assistant Prof. Roberta Pappadà from Department of Economics, Mathematics and Statistics at Bruno de Finetti University of Trieste, visited the Chair of Financial Econometrics and Asset Management during the period of June 22nd, 2016 to July 22nd, 2016. The visit is funded by EU-COST project. Computationally-intensive methods for the robust analysis of non-standard data (CRoNoS) www.cost.eu/COST_Actions/ict/IC1408.

Short Biography: Roberta Pappadà is a postdoctoral fellow in Statistics and teaching assistant at the Department of Economics, Business, Mathematics and Statistics “Bruno de Finetti” of University of Trieste, Italy. She completed her PhD in Statistical Sciences in 2014 at the Department of Statistical Sciences of the University of Padova (Italy). As a visiting Ph.D. student, she spent four months at the Center for Mathematics, Technische Universität München (Germany). From February to June 2014 she worked as a research assistant at the Faculty of Economics and Management of the Free University of Bozen-Bolzano (Italy) and collaborated with Prof. Fabrizio Durante in the project titled “Modelling Multivariate Dependence and Extremes”. Dr. Pappadà works on copula-based time series models and multivariate dependence modeling with a focus on clustering issues. Her research interests also include quantitative models for operational risk and risk assessment in environmental systems.

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