Training and Research
PhD Programme Courses/classes
This page shows the PhD course's training activities for the academic year 2024/2025. Further activities will be added during the year. Please check regularly for updates!
Introduction to Economics
Credits: 5
Language: English
Teacher: Roberto Ricciuti
Mathematics
Credits: 3.8
Language: English
Teacher: Andrea Mazzon
Probability
Credits: 7.5
Language: English
Teacher: Marco Minozzo
Mathematical Statistics
Credits: 5
Language: English
Teacher: Lorenzo Frattarolo, Claudia Di Caterina
Continuous Time Econometrics
Credits: 5
Language: English
Teacher: Chiara Amorino, Amorino Chiara, Cecilia Mancini
Macroeconomics I
Credits: 7.5
Language: English
Teacher: Khalid W A Shomali, Alessia Campolmi
Microeconomics 1
Credits: 7.5
Language: English
Teacher: Claudio Zoli, Martina Menon, Maurizio Malpede
Field Experiments
Credits: 1
Language: Italian
Teacher: Pol Campos
Game Theory
Credits: 5
Language: English
Teacher: Francesco De Sinopoli
Elements of Financial Risk Management
Credits: 2.5
Language: English
Teacher: Prof. Kim Christensen
Stochastic Optimization and Control
Credits: 5
Language: English
Teacher: Athena Picarelli
Financial Time Series
Credits: 5
Language: English
Teacher: Giuseppe Buccheri
Job Market Orientation
Credits: 1
Language: English
Teacher: Simone Quercia
Advice to Young Researchers
Credits: 4
Language: English
Teacher: Marco Piovesan
Finanza Matematica
Credits: 5
Language: English
Teacher: Guido Gazzani, Alessandro Gnoatto
Behavioral and Experimental Economics
Credits: 4
Language: English
Teacher: Simone Quercia, Maria Vittoria Levati, Marco Piovesan
Stochastic Processes in Finance
Credits: 5
Language: English
Teacher: Sara Svaluto-Ferro
Health Economics
Credits: 4
Language: English
Teacher: Paolo Pertile
Development economics
Credits: 4
Language: English
Teacher: Federico Perali
Political Economy
Credits: 4
Language: English
Teacher: Emanuele Bracco, Roberto Ricciuti
Inequality
Credits: 4
Language: English
Teacher: Francesco Andreoli, Claudio Zoli
Quantitative research methods
Credits: 6.8
Language: English
Teacher: Luca Grassetti, Francesca Visintin, Laura Pagani
Mathematical Statistics (2024/2025)
Academic staff
Referent
Credits
5
Language
English
Class attendance
Free Choice
Location
VERONA
Learning objectives
Introduce students to the theory of statistical learning through models and examples.
Prerequisites and basic notions
Knowledge of linear algebra and probability is assumed.
Program
Part 1 - Lecturer: Claudia Di Caterina.
Linear Methods for Regression: OLS, Gauss-Markov, variable selection, Lasso and shrinkage.
Part 2 - Lecturer: Lorenzo Frattarolo.
Basis Expansions and Smoothing Methods: regularization, reproducing kernel Hilbert spaces, wavelet smoothing, local regression, kernel density estimation. Introduction to Machine Learning: neural networks and random forests.
Bibliography
Didactic methods
Frontal teaching.
Learning assessment procedures
There is both the possibility of taking a written exam test in classical form with questions related to topics covered in lectures and the possibility of writing a report on findings from the literature on statistical learning.
Assessment
Methodological rigor, critical analysis and clarity of exposition.
Criteria for the composition of the final grade
The final evaluation will be based on the grade of the written exam test or of the report.
Scheduled Lessons
| When | Classroom | Teacher | topics |
|---|---|---|---|
|
Friday 04 October 2024 11:00 - 13:30 Duration: 3:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Claudia Di Caterina | Introduction, linear regression model and least squares fit |
|
Monday 07 October 2024 15:00 - 16:30 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Claudia Di Caterina | More on linear regression model (mean squared error, QR decomposition, multiple outputs) and variable subset selection (best subset, forward- and backward- stepwise, forward stagewise) |
|
Friday 18 October 2024 11:00 - 13:30 Duration: 3:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Claudia Di Caterina | Shrinkage methods: ridge regression, the lasso, least angle regression and comparison with variable subset selection |
|
Monday 21 October 2024 15:00 - 16:30 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Claudia Di Caterina | Methods using derived input directions and lasso-type algorithms |
|
Wednesday 20 November 2024 10:30 - 13:00 Duration: 3:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Lorenzo Frattarolo | "Regularization, RKHS and Wavelets" |
|
Wednesday 04 December 2024 09:30 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Lorenzo Frattarolo | "Kernel Smoothing" |
|
Wednesday 11 December 2024 10:30 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Lorenzo Frattarolo | "Random Forest" |
|
Thursday 12 December 2024 14:00 - 16:30 Duration: 3:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Lorenzo Frattarolo | Neural Networks |
