Raffaello Seri

Raffaello Seri

Professor of Econometrics

Università degli Studi dell'Insubria

Biography

I am a professor of econometrics. My research is at the intersection of statistics, numerical analysis, operations research, psychology, economics and management.

Interests

  • Statistics and econometrics
  • Numerical analysis
  • Operations research
  • Mathematical psychology

Education

  • 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)

Experience

 
 
 
 
 

Member of the Research Centre for Computational & Organisational Cognition

Syddansk Universitet

Jul 2018 – Present Slagelse (Denmark)
 
 
 
 
 

Visiting fellow

ICERM, Brown University

Feb 2018 – Mar 2018 Providence (USA)
 
 
 
 
 

Full professor

DiECO, Università degli Studi dell’Insubria

Feb 2017 – Present Varese (Italy)
 
 
 
 
 

Member of the Center for Nonlinear and Complex Systems

Università degli Studi dell’Insubria

Jan 2016 – Present Como (Italy)
 
 
 
 
 

Associate professor

DiECO, Università degli Studi dell’Insubria

Oct 2014 – Jan 2017 Varese (Italy)
 
 
 
 
 

Assistant professor

DiECO, Università degli Studi dell’Insubria

Feb 2004 – Sep 2014 Varese (Italy)
 
 
 
 
 

Post-doc

DiECO, Università degli Studi dell’Insubria

Nov 2003 – Jan 2014 Varese (Italy)
 
 
 
 
 

Post-doc

IMATI, Consiglio Nazionale delle Ricerche

Dec 2002 – Oct 2003 Milano (Italy)

Education

PhD in Sciences, major in Mathematics, under the supervision of Christian Hess

DEA MASE (Mathématiques Appliquées aux Sciences Économiques) under the supervision of Christian Gouriéroux

PhD in Management and Industrial Engineering under the supervision of Rocco Mosconi

MSc in Management and Industrial Engineering

Organization of Events

Second Summer School ‘Economic Behaviours: Models, Measurements, and Policies’

Organized with Francesco Guala, Caterina Marchionni and Ivan Moscati, together with Lake Como School of Advanced Studies and INEM (International Network for Economic Method).

Summer School ‘Bioeconomy school: from basic science to a new economy’

Organized with Fabrizio Adani, Garabed Antranikian, Diego Bosco, Marcella Bracale, Loredano Pollegioni, Andreas Pyka, Daniela Ubiali, Andrea Vezzulli.

Summer School ‘Economic Behaviours: Models, Measurements, and Policies’

Organized with Francesco Guala, Caterina Marchionni and Ivan Moscati, together with Lake Como School of Advanced Studies and INEM (International Network for Economic Method).

Summer School ‘The Evolution of the Economic Theory of Decision-making’

Organized with Francesco Guala and Ivan Moscati, together with Lake Como School of Advanced Studies and ESHET (European Society for the History of Economic Thought).

43rd EMPG (European Mathematical Psychology Group) Meeting

Organized with EMPG (European Mathematical Psychology Group).

Teaching

Senate of the Italian Republic, Roma (Italy)

Master Analisi e Valutazione delle Politiche Pubbliche

  • Individui, comportamenti ed istituzioni - 20 hrs (A.Y. 2018-19, 2017-18, 2016-17)
  • Politiche per la legalità, di contrasto alla corruzione e all’evasione fiscale - 5 hrs (A.Y. 2016-17)

Friedrich-Schiller-Universität Jena, Jena (Germany)

Central-German Doctoral Program Economics

  • Econometrics of Competitive and Regulated Markets - 20 hrs (A.Y. 2015-16)

Università degli Studi dell’Insubria, Varese (Italy)

PhD in Methods and Models for Economic Decision

  • Advanced Econometrics for Decision Making - 20 hrs (A.Y. 2019-20, 2018-19, 2017-18, 2016-17, 2015-16)

Università di Roma “Tor Vergata”, Roma (Italy)

PhD in Econometrics and Empirical Economics

  • Survival analysis - 8 hrs (A.Y. 2007-08)
  • Extreme value theory - 8 hrs (A.Y. 2007-08, 2006-07)
  • Alternative Factorizations of the Likelihood - 8 hrs (A.Y. 2005-06, 2004-05)

Università degli Studi dell’Insubria, Varese (Italy)

Department of Economics

  • Econometrics of Competitive and Regulated Markets - 80 hrs (A.Y. 2019-20, 2018-19, 2017-18, 2016-17, 2015-16, 2014-15, 2013-14)
  • Econometria - 40 hrs (A.Y. 2019-20, 2018-19, 2017-18, 2016-17, 2015-16, 2014-15, 2013-14, 2009-10, 2008-09, 2007-08, 2006-07)
  • Econometria dell’Organizzazione Industriale (Econometrics of Industrial Organization) - 40 hrs (A.Y. 2012-13)
  • Statistica per l’Impresa (Marketing Statistics) - 20 hrs (A.Y. 2011-12)
  • Econometria delle durate (Advanced Econometrics) - 40 hrs (A.Y. 2009-10, 2008-09, 2007-08)
  • Econometria dei mercati finanziari A (Financial Econometrics) - 40 hrs (A.Y. 2008-09, 2006-07)
  • Extreme value theory - 6 hrs (A.Y. 2006-07)
  • Microeconomia applicata/Microeconometria - 36 hrs (A.Y. 2005-06, 2004-05)
  • Econometria dei mercati finanziari B (Advanced Financial Econometrics) - assistant (A.Y. 2005–06, 2004–05, 2003–04)

Politecnico di Milano, Milano (Italy)

Dipartimento di Economia e Produzione

  • Econometria - assistant (A.Y. 1997–98)

Scuola Enrico Mattei (ENI), San Donato Milanese (Italy)

Master MEDEA (Management ed Economia dell’Energia e dell’Ambiente)

  • Metodi matematici per la gestione d’impresa - assistant (A.Y. 2004–05, 2003–04, 1997–98, 1996–97)

Projects

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Approximation of Stochastic Programming Problems

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).

Bioeconomy

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.

Psychological Measurement

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.

Statistical Testing

Still to be written

Uniformity of Points

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.

Contact