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!

Instructions for teachers: lesson management

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

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

Visualizza la bibliografia con Leganto, strumento che il Sistema Bibliotecario mette a disposizione per recuperare i testi in programma d'esame in modo semplice e innovativo.

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.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

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

Sustainable Development Goals - SDGs

This initiative contributes to the achievement of the Sustainable Development Goals of the UN Agenda 2030. More information on sustainability