I am a professor of econometrics. My research is at the intersection of statistics, numerical analysis, operations research, psychology, economics and management.
PhD in Science, major in Mathematics, 2005
Université Paris Dauphine, Paris (France)
PhD in Management and Industrial Engineering, 1999
Politecnico di Milano, Milano (Italy)
DEA MASE, 1999
Université Paris Dauphine/ENSAE, Paris (France)
MSc in Management and Industrial Engineering, 1996
Politecnico di Milano, Milano (Italy)
Master Analisi e Valutazione delle Politiche Pubbliche
Central-German Doctoral Program Economics
PhD in Methods and Models for Economic Decision
PhD in Econometrics and Empirical Economics
Dipartimento di Economia e Produzione
Master MEDEA (Management ed Economia dell’Energia e dell’Ambiente)
In Stochastic Programming, Statistics or Econometrics, one often looks for the solution of optimization problems of the following form: \begin{equation} \inf_{\theta\in\Theta} \mathbb{E}_{\mathbb{P}_{}} g(\cdot,\theta)=\inf_{\theta\in\Theta} \int_{\mathbb{R}^{q}}g(y,\theta)\mathbb{P}_{}(dy) \end{equation} where $\Theta$ is a Borel subset of $\mathbb{R}^{p}$ and $\mathbb{P}$ is a probability measure defined on $\mathbf{Y}=\mathbb{R}^{q}$ endowed with its Borel $\sigma$-field $\mathcal{B}(\mathbf{Y})$ (but more general spaces can be considered).
The increasing importance of biological sciences for creating value added in many economic sectors contributed to the rise of the now popular term “bioeconomy,” referring to “the set of economic activities relating to the invention, development, production and use of biological products and processes” (OECD, 2009), which are characterized by the accent on the reduction of environmental pollution and the adoption of sustainable practices.
Still to be written
Measurement theory is “a field of study that examines the attribution of values to traits, characteristics, or constructs. Measurement theory focuses on assessing the true score of an attribute, such that an obtained value has a close correspondence with the actual quantity” (APA Dictionary of Psychology, 2nd ed.
Still to be written
Quantifying uniformity of a configuration of points on a space is a topic that is receiving growing attention in computer science, physics and mathematics. The problem has interesting connections with statistics, where several tests of uniformity have been introduced.
We consider measures of covering and separation that are expressed through maxima and minima of distances between points of an hypersphere. We investigate the behavior of these measures when applied to a sample of independent and uniformly distributed points. In particular, we derive their asymptotic distributions when the number of points diverges. These results can be useful as a benchmark against which deterministic point sets can be evaluated. Whenever possible, we supplement the rigorous derivation of these limiting distributions with some heuristic reasonings based on extreme value theory. As a by-product, we provide a proof for a conjecture on the hole radius associated to a facet of the convex hull of points distributed on the hypersphere.
We consider the estimation of the entropy of a discretely-supported time series through a plug-in estimator. We provide a correction of the bias and we study the asymptotic properties of the estimator. We show that the widely-used correction proposed by Roulston (1999) is incorrect as it does not remove the $O\left(N^{-1}\right)$ part of the bias while ours does. We provide the asymptotic distribution and we show that it differs when the values taken by the marginal distribution of the process are equiprobable (a situation that we call degeneracy) and when they are not. We introduce estimators of the bias, the variance and the distribution under degeneracy and we study the estimation error. Finally, we propose a goodness-of-fit test based on entropy and give two motivations for it. The theoretical results are supported by specific numerical examples.
Insubria, Economia è un’eccellenza: fondi in arrivo, LaPrealpina.it, 30 December 2022
Insubria, il Ministero seleziona Economia tra le eccellenze, CiaoComo, 30 December 2022
Varese: Università Insubria “eccellente” grazie a Economia, Rete55, 30 December 2022
“Varese pensi in grande. Solo così può crescere”, La Prealpina, 15 April 2023
Varese: PGT, all’Insubria il “polso” della città, Rete55, 6 Ottobre 2023
Varese, l’Insubria studia il Pgt, La Prealpina, 6 Ottobre 2023
ProPla – Proteins from Plastics, The Protein Factory 2.0, 1 March 2023
Così le microplastiche diventano aminoacidi, Il Giorno, 5 May 2023
Come trasformare le micro-plastiche in proteine, Smart City, 15 June 2023
Più PROteine dalla PLAstica, Varese Focus, 20 September 2023