Curriculum Vitae
Andrea Pierini
Studies
PhD
Department of Economics, Università degli Studi Roma Tre, 2014
▪ Metodi Statistici per l'Economia e l'Impresa (Statistical Methods for the Economy and the Enterprise)
2° level Master
Università degli Studi Roma Tor Vergata, 2010
▪ Statistics
Degree in Mathematics
Mathematics Department, Università degli Studi Roma Tre , 1996
▪ Simulation algorithms for random variables with big dimension
Personal Competence
Native Language
Other Language
Italian
COMPREHENSION
Listening
Known foreign Language
English
SPEEKING
WRITING
Reading
Speaking
Interaction
English
English
English
English
C1, CAE University of Cambridge ESOL Certificate,
2010, British School
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Curriculum Vitae
Scientific
publications
Andrea Pierini
1.
publication of the seminar contents at the Physics Department, Università di Roma Tre, title
Metodi matematici e statistici per la fisica (Mathematical and Statistical Methods for Physics),
Promoprint S.r.l. , 1997
2.
publication of the seminar contents at the Physics Department , Università di Roma Tre, dal titolo
Metodi matematici e numerici per la fisica (Mathematical and Numerical Methods for Physics) ,
Promoprint S.r.l. , 1997
3.
publication by SIS , Società Italiana di Statistica, Università di Roma La Sapienza, the research
paper with title: A multivariate VEC-BEKK model for portfolio selection, 2012, with prof. A.
Naccarato; ISBN 978 88 6129 882 8
4.
publication by the Working Paper Economics Department, Università degli Studi Roma Tre , the
research paper with title: Multivariate Statistical Analysis For Portfolio Selection of italian stock
market, 2012, with prof. A. Naccarato, ISSN 2279 6916
5.
publication in the proceeding of the 6th CSDA International Conference on Computational and
Financial Econometrics (CFE 2012), in Oviedo (Spain), 2012, the researh abstract with title: The
combined use of CVAR and BEKK models for portfolio selection of Italian stock-market, with prof.
Marco Reale, Alessia Naccarato, ISBN : 978-84-937822-2-1
6.
publication in the proceeding of the SIS International Conference, Università di Brescia, 2013,
Electronic Book : Advances in Latent Variables, Eds. Brentari E., Carpita M., Vita e Pensiero,
Milano, il paper dal titolo: A Multivariate Latent Stochastic Volatility Factor Model for Portfolio Risk
Estimation, with prof. A. Maruotti, ISBN: 978 88 343 2556 8
7.
publication in the proceeding of the ARS International Conference, Networks in Space and Time,
presso l’Università Roma Tre, 22/06/2013, l’abstract dal titolo: Graphical Models for EU Indexes
Portfolio Simulation
8.
publication in the proceeding of the SCO International Conference, 150° anniversary of
Politecnico di Milano, 2013, the research paper with title: Undirected Gaussian Graphical
Models for VAR Parameters Reduction: EU Indexes Portfolio Case , ISBN: 97888-6493-019-0
9.
publication in the proceeding of the 7th CSDA International Conference on Computational and
Financial Econometrics (CFE 2013), Università di Londra LSE, 2013, the research abstract with
title: A multiple bi-dimensional BEKK model for portfolio volatilità matrix estimation of the Italian
stock-market with prof.ssa Alessia Naccarato, ISBN : 978-84-937822-3-8
10. publication on the MAF Book, Springer Editor, International Conference on Mathematical and
Statistical Method for Actuarial Sciences and Finance, Università di Salerno, 2014, of the
research paper with title: BEKK Element-by-Element Estimation of a Volatility Matrix. A Portfolio
Simulation, with prof. A. Naccarato, ISBN 978-3-319-05013-3
11. publication on Advances in Latent Variables, Studies in Theoretical and Applied Statistics,
Springer Editor, with prof. A. Maruotti, the research paper with title: A Multivariate Stochastic
Volatility Model for Portfolio Risk Estimation, ISBN: 978-3-319-02966-5
12. publication in the proceeding of the 47th SIS International Conference, Società Italiana di
Statistica, Università di Cagliari, 2014, the research paper with title : Chain Graph for VAR and
MARCH parameters reduction: EU Index returns case, ISBN: 978-88-8467-874-4
13. reviewer and co-author of the statistical contents only in the Rivista Economica del Mezzogiorno,
paper title: Finanza delle Grandi Città, n.1-2/2013, ISBN 8815243843
14. publication in the proceeding of the AIRO Annual Conference, Associazione Italiana Ricerca
Operativa (AIRO), Aquila, 2002, the research abstract with title: The Revenue Management Seat
Demand Forecast , with eng. Cinfrignini L., dr. Misiti F., Mazzi A..
15. publication in the Rivista Economica del Mezzoggiorno, il Mulino Editor, grade A area 11 ANVUR,
the research paper with title: Le Entrate Tributarie dei Comuni dal 2007 al 2012 : crisi economica,
Federalismo, Mezzoggiorno (District Fiscal Tax from 2007 to 2012: economic crisis, federalism,
sud of Italy ), with prof. F. Pica and prof. S. Villani, ISBN: 978-88-15-24387-4
The paper was in the headlines and was commented on the newspaper "il Mattino" , 24/07/14
and it was part of the presentation to Camera dei Deputati , "Presentazine delle anticipacioni e
previsioni SVIMEZ 2014", 2014.
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Curriculum Vitae
Andrea Pierini
16. publication in the International Conference on Computational and Financial Econometrics
(CFE 2014), Università di Pisa,2014, the research abstract with title: Multiple bidimensional SV models for Volatility Matrix Estimation. The case of 5D-italian banks
Returns, with prof. R. Casarin, prof. A. Naccarato, ISBN: ISBN: 978-84-937822-4-5.
17. publication in the Rivista Ufficiale di Statistica, ISTAT, the research paper with title: DEA
assessment of composite indicators of infrastructure endowment, with the Economic
Department Director prof. S. Terzi, n.1/2015, ISSN 1828-1982.
18. publication in the Journal of Investment Management and Financial Innovations, the
research paper: Element by element of a volatility matrix. An Italian portfolio simulation, con
la prof. A. Naccarato, GIF 0.530 (2013), ISSN 1810-4967.
19. Publication in Rivista Economica del Mezzogiorno, editor il Mulino, ANVUR level A
area 11, the research paper with title “La natura e l’incidenza dell’IRAP.
Approfondimenti relativi ad una proposta SVIMEZ”, with prof. F. Pica and il prof. S.
Villani, a. XXVIII, 2014, n.4, ISBN 978 8815 250.
20. Certified acceptance for pubblication, editor Spinger, in the volume Topics in
Theoretical and Applied Statistics, the extended research paper, presented at SIS ,
Società Italiana di Statistica, Università di Roma La Sapienza, with title: A multivariate
VEC-BEKK model for portfolio selection, anno 2015, con la prof. A. Naccarato;
ISBN in progress.
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Curriculum Vitae
Courses and Conferences
Andrea Pierini
documented Course of "The Best Ways to Learn from Data", 2013, at the Dipartimento di
Statistica dell'Università degli Studi La Sapienza di Roma
documented Course of Modelli VAR cointegrati, (Cointergrated VAR models), Istituto di ricerca
della Banca d’Italia Einaudi per l’Economia e la Finanza ,2011
International Congress SIS2013, attested by Società Statistica Italiana in Brescia,2013,
International Congress ARS2013, attested by Università Roma Tre in Roma , 2013
International Congress CFE2012, attested by Università di Oviedo (Spain) and Università The
Queen Mary London (UK) in Oviedo, 2012
Documented course of "Bayesian Methods in Economics and Finance", attested by Centro
Interuniversitario di Bertinoro, Alma Master Studiorum, Università di Bologna , 2012
International Congress AIRO2002, attested by Dipartimento di Informatica, Università degli Studi
di Perugia, 2002
International Congress PESFoG2012, attested by Università degli Studi Roma Tre, 2012
International Congress SIS2012, attested by Società Italiana di Statistica , Roma, 2012
Seminar by J. Mortera Forensic2014, attested by Dipartimento di Scienze Statistiche, Università
degli Studi La Sapienza di Roma, 2014
Seminar by J.Bulla "Hidden Markov Models" 2012, attested by Dipartimento di Scienze
Statistiche, Università degli Studi La Sapienza di Roma, 2012
International Congress SIS2014, attested by Società Italiana di Statistica, Cagliari, 2014
International Congress MAF2014, attested by Università degli Studi di Salerno, 2014
Seminar at Istat in Rome “stima anticipata e previsione di indicatori del mercato del lavoro
mediante l’utilizzo di Google Trend”. Work presentation with title “ l’uso dei Big Data in un modello
VEC per la stima anticipata di indicatori congiunturali : un’applicazione al tasso di disoccupazione
in Italia, with prof. A. Naccarato, dir. S. Falorsi, 2015.
International Congress Itacosm 2015, attested by Università degli Studi La
Sapienza di Roma, 2015.
Roma, 07/10/2015
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