Giovanni Motta

PhD in Statistics, Institute of Statistics,

Louvain-la-Neuve, Belgium

Lecturer in Statistics, Columbia University

Visiting Research Scholar, Texas A&M

Adjunct Researcher, PUC Chile

Personal: U.S. Citizen

Mobile: +1-646-***-****

e-mail: adwqau@r.postjobfree.com

e-mail: adwqau@r.postjobfree.com

e-mail: adwqau@r.postjobfree.com

Education

2009 Ph.D. Statistics, Institut de Statistique, Université Catholique de Louvain (Belgium). 2004 Master of Science in Statistics & Econometrics, Université Catholique de Louvain. 2002 Master of Arts in Quantitative Economics, Università di Napoli Federico II (Italy). Employment

Sep 2022– present Adjunct Associate Professor at Hunter College Sep 2022– present Lecturer in Applied Statistics at Columbia University Jan 2020– Aug 2022 Visiting Professor in the Statistics Department at Texas A&M University 2017–2020 Assistant Professor in Statistics at the Pontificia Universidad Catolica de Chile 2019– present Adjunct Researcher at the Biomedical Multiscale mechanics 2019– present Adjunct Researcher Institute of Astrophysics (PUC, Chile) 2013–2016 Assistant Professor in the Department of Statistics at Columbia University 2010–2012 Marie-Curie Research-Fellow at Maastricht University 2009–2010 Post-Doc Researcher in Econometrics at Maastricht University 2003–2008 Teaching Assistant in Statistics at Université Catholique de Louvain Grants

Aug 2010 – Aug 2012 Project-based individual-fellowship funded by Marie Curie Actions - IEF. Project Title: Smooth Forecasting of Evolutionary Panels. Project number: 255461. Call identifier: FP7-PEOPLE-2009-IEF.

Feb 2007 – Jul 2007 Visiting PhD to Maastricht University. Project-based fellowship funded by the Crédit pour bref séjour à l’étranger from the Belgian Fonds de la recherche scien- tifique FNRS. Reference: 2007/V 3/5/030 - IB/STI - 9094. Feb 2007 – Jul 2007 Visiting PhD to Maastricht University. Project-based fellowship funded by the Concours des Bourses de Voyage pour Doctorant - Appel 2007 from the Belgian Com- munauté française de Belgique. Reference: RS/CHK/RM/JCD/ n. 07-06. Aug 2000 – Jul 2001 Erasmus Fellowship at Conservatoire National des Arts et Métiers (CNAM), Chaire de Statistique appliquée (Paris, France). Inviting Professor: Gilbert Saporta.

Refereeing activity

2014-2019 Associate Editor of Statistical Methods & Applications. 20010-present Journal of the American Statistical Association, Journal of the Royal Statistical Society, Jour- nal of Econometrics, Biometrics, Journal of Time Series Analysis, Econometric Theory, Statistica Sinica, Advances in Data Analysis and Classification, Statistical Methods and Applications, Journal of the Korean Statistical Society, Journal of Statistical Planning and Inference, Electronic Journal of Statistics, Journal of Multivariate Analysis, Iranian Journal of Science and Technology. 2 Giovanni Motta

Awards

August 2014. Honorable mention Article of the Year Award, Association for Education in Journalism and Mass Communication.

Book Reviews

Time Series: Modeling, Computation, and Inference, Chapman & Hall, by Raquel Prado & Mike West. Publications

Theses

2009 Evolutionary factor analysis. Supervisors: Rainer von Sachs and Christian Hafner. PhD Thesis, Institute of statistics, Université Catholique de Louvain (UCL), Belgium. 2004 Nonparametric estimation of time-varying covariance matrices: choosing the number of factors in multivariate time series analysis. Supervisor: Rainer von Sachs. Mémoire de DEA, UCL. 2002 Tecniche statistiche multivariate per la customer satisfaction. Supervisor: Luigi D’Ambra. Tesi di Laurea, Dipartimento di Matematica e Statistica, Università Federico II di Napoli (Italy). Books

Evolutionary Factor Analysis for Multivariate Time Series, 2023, Chapman & Hall – Monographs on Statis- tics and Applied Probability.

A Solution Manual for Introduction to Time Series and Forecasting, Third Edition, 2023, Springer Nature. Journal Articles

2011 Locally Stationary Factor Models: Identification and Nonparametric Estimation. Econometric Theory, Volume 27, Issue 6, pages 1279-1319. Joint with Christian Hafner and Rainer von Sachs. 2011 Fitting Dynamic Factor Models to Nonstationary Times Series. Journal of Econometrics, Volume 163, Issue 1, pages 51-70. Joint with Michael Eichler and Rainer von Sachs. 2012 Evolutionary Factor Analysis of Replicated Time Series. Biometrics, Volume 68, Issue 3, pages 825-836. Joint with Hernando Ombao.

2013 Evolutionary Factor Analysis of the Semantic Dynamics of Frames. Communication Methods and Measures, Volume 7, pages 48-82. Joint with Christian Baden. 2014 The comparative Evolutionary Factor Analysis of debates. DOI: 10.13140/2.1.1905.8563. The 64th ICA Annual Conference, Seattle (WA). Joint with Christian Baden. 2015 Factor Analysis. The SAGE Encyclopedia of Communication Research Methods. DOI: https://dx.doi.org/10.4135/978**********.

2017 Evolutionary Factor Analysis. The SAGE Encyclopedia of Communication Research Methods. DOI: https://dx.doi.org/10.4135/978**********.

2021 Periodic Variable Stars Modulated by Time-varying Parameters. The Astrophysical Journal, Vol- ume 925, Number 1. Joint with my PhD student Darlin Soto and Márcio Catelan. 2020 Evolutionary Correspondence Analysis of the Semantic Dynamics of Frames. Under revision in the Journal of The Royal Statistical Society. Joint with Christian Baden. 2022

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2-estimation for smooth eigenvectors of matrix-valued functions. Accepted for publication in Biometrika. Joint with Wei Biao Wu and Mohsen Pourahmadi. 2022 Spatial Identification of Epileptic Brain Regions. Under revision in Biometrics. Joint with Daryl Hochman and Michael Haglund, Duke University.

2021 Joint Mean-Vector and Var-Matrix estimation for Locally Stationary VAR(1) processes. Under revision in the Electronic Journal of Statistics.

2022 Semi-parametric dynamic factor models for non-stationary time series. Submitted. Giovanni Motta 3

Talks

06/08, 2023

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2-estimation for Smooth Eigenvectors. Invited Speaker, International Workshop on Applied Probability (Thessaloniki, Greece). Inviting Professor: Olympia Hadjiliadis. 06/29, 2022

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2-estimation for Smooth Eigenvectors. Invited Speaker, Weekly Seminar organized by the Institute of Statistics and Mathematical Methods in Economics, Vienna University of Tech- nology (Paphos, Cyprus). Inviting Professor: Manfred Deistler. 06/21, 2022

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2-estimation for Smooth Eigenvectors. Invited Speaker, International Symposium on Non- parametric Statistics (Paphos, Cyprus). Inviting Professor: Enno Mammen. 09/13, 2021

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2-estimation for Smooth Eigenvectors of Matrix-Valued Functions. Invited Speaker, weekly seminar of the Statistics Department at Rice University (Houston, Texas). 05/20, 2021 Adaptive methods for time-modulated stars, IISA 2021, University of Illinois, Chicago. 03/03, 2020 Adaptive methods for time-modulated stars, Center for Astrophysics, Harvard University. 02/18, 2020 Astronomical Data Science Workshop, Texas A&M University. 06/20, 2019 The Short-Run And Long-Run Components Of Financial Market Volatility. 3rd International Congress On Actuarial Science & Quantitative Finance. Inviting Professor: Alex Aue. 02/08, 2019 Semi-Parametric Factor Models For Non-Stationary Time Series. Invited speaker, Statistics Department at TAMU (Texas). Inviting Professor: Mohsen Pourahmadi. 02/07, 2019 Semi-Parametric Factor Models For Non-Stationary Time Series. Invited speaker, Univer- sity of Chicago. Inviting Professor: Wei Biao Wu.

01/04, 2019 Adaptive Estimation Of Time-Varying Auto-Covariances. Econometrics, Finance and Statistics Workshop. Inviting Professor: Hamdi Raissi.

12/13, 2018 Non-Parametric Cluster Analysis Of Human Optical Brain Imaging Data. Latinoamerican Sum- mer School in Computacional Intelligence.

06/11, 2018 Time-Varying Covariances And Correlations: Adaptivity Vs Positivity. Invited session, 4Th Con- ference Of The International Society For Nonparametric Statistic, Salerno (Italy). 08/26, 2017 The Short-Run And Long-Run Components Of Financial Market Volatility. Workshop on Statis- tics, Econometrics And Finance, Valparaiso, Chile. Inviting Professor: Hamdi Raissi. 08/25, 2017 Spatial Identification Of Epilepsy Regions. Dinamicas Intrinsecas Cerebrales En Salud Y Enfermedad. Casablanca, Chile. Inviting Professor: Thomas Ossandon. 03/31, 2017 Spatial Identification of Epileptic Brain Regions. Department of Psychiatry, Medical School, PUC Chile. Inviting Professor: Francisco Aboitiz. 03/22, 2017 Semi-parametric dynamic factor models for non-stationary time series. Department of Mathe- matics and Statistics, Hunter College, CUNY. Inviting Professor: Olympia Hadjiliadis. 12/9, 2016 Semi-Parametric Dynamic Factor Models For Non-Stationary Time Series. 9Th Interna- tional Conference Of The Ercim On Computational And Methodological Statistics. Sevilla, Spain. Inviting Professor: Rainer Dahlhaus (Heidelberg, Germany). 06/11, 2016 Local Polynomials For Time-Varying Correlations: Adaptivity Vs Positivity. 3Rd Confer- ence Of The International Society For Nonparametric Statistic. Avignon, France. Inviting Professor: Dimitris Politis (UCSD).

11/02, 2015 Locally Stationary Latent factors. Invited speaker, Department of Mathematics, UCSD. Inviting Professor: Dimitris Politis.

06/19, 2015 Locally Stationary Latent factors. Invited speaker, Bundesbank, Frankfurt (Germany). 06/17, 2015 Local polynomials for time-varying correlations: Adaptivity vs Positivity. Invited speaker, University of Heidelberg (Germany). Inviting Professor: Rainer Dahlhaus. 04/15, 2015 Locally Stationary Latent Factors. Invited speaker, Yale University, Department of Statis- tics. Inviting Professor: Harry Zhou.

12/3, 2014 Spatial Identification of Epilepsy Regions. Invited speaker, Division of Biostatistics & Bioin- formatics, UCSD (San Diego, California). Inviting Professor: Wesley K. Thompson. 10/10, 2014 Local polynomials for time-varying correlations: adaptivity versus positivity. Invited speaker, Department of Statistics, Temple University, Philadelphia. Inviting Professor: Rob Krafty. 06/4, 2014 Nonparametric Estimation of Time-varying covariances. Invited speaker, Dipartimento di Scienze Statistiche, Bologna (Italy). Inviting Professor: Alessandra Luati. 05/27, 2014 Semi-parametric Dynamic factor models for Non-stationary Time Series. Invited speaker, Uni- versity of Heidelberg (Germany). Inviting Professor: Rainer Dahlhaus. 04/17, 2014 Semi-parametric Dynamic factor models for Non-stationary Time Series. Invited speaker, Georgia Tech (Atlanta). Inviting Professor: Nicoleta Serban. 4 Giovanni Motta

Talks (continued)

03/20, 2014 Robust Estimation of Time-varying correlations. Invited speaker, Department of Statistics, UCI, Irvine (California, USA). Inviting Professor: Hernando Ombao. 03/18, 2014 Spatial Identification of Epileptic Brain Regions. Invited session on Advance in Time Series of Biomedical Signals, (ENAR 2014), Baltimore (Maryland). Session organizer: Robert Krafty. 01/14, 2014 Robust Estimation of Time-varying correlations. Workshop on Inference for Change-Point and Related Processes (ICP), Cambridge (UK).

01/10, 2014 Locally Stationary Latent Factors. Statistics Seminar at the Dipartimento di Scienze Statis- tiche “Paolo Fortunati”, Bologna (Italy). Inviting Professor: Alessandra Luati. 08/06, 2013 Locally Stationary Latent Factors. Invited session on Change-Points and Related Processes in Economic Time Series (JSM 2013), Montreal (Canada). Session organizer: John Aston. 06/01, 2013 Fitting evolutionary factor models to multivariate EEG data. Frontiers in Applied and Compu- tational Mathematics (FACM ’13), New Jersey. Organizer of the session: Ji Meng Loh. 12/01, 2012 Locally Stationary Latent Factors. Invited session on Advanced time series analysis, 5th Inter- national Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) (CFE-CSDA), Spain. Organizer of the session: Alessandra Luati. 06/15, 2012 A semi-parametric approach to dynamic factor models with time-varying autoregressive parameters. Invited session on Locally Stationary Processes, 1st conference of the International Society for NonParametric Statistics (ISNPS), Greece. Organizer of the session: Rainer Dahlhaus. 03/09, 2012 Fitting evolutionary factor models to multivariate EEG data. Invited speaker, Department of Statistics, UCI, Irvine (California, USA). Inviting Professor: Hernando Ombao. 12/18, 2011 Recent advances in factor analysis: from stationary to evolutionary. Invited session, 5th CSDA International Conference on Computational and Financial Econometrics (CFE’11), Univer- sity of London (UK). Organizer of the session: Marco Lippi. 08/04, 2011 Common Volatility in Evolutionary Panels. Invited session on Sparsity, non-stationarity and dimension reduction in financial statistics, Joint Statistical Meetings (JSM 2011), Miami Beach

(Florida). Organizer of the session: Piotr Fryzlewicz. 07/09, 2011 Common Volatility in Evolutionary Panels. Parallel session on Financial Econometrics: Volatil- ity, 17th International Panel Data Conference, Montreal (Canada). 06/27, 2011 Smooth Forecasting of Evolutionary Panels: a semiparametric approach. The 31st Annual Inter- national Symposium on Forecasting, Prague (Czech Republic). 05/27, 2011 Common long-run and short-run volatility in international equity markets. Eighteenth Interna- tional Conference on Forecasting Financial Markets (FFM 2011), Marseille (France). 04/28, 2011 Evolutionary Factor Analysis. Invited Speaker, Institut für Kommunikationswissenschaft und Medienforschung, München (Germany). Inviting Professor: Christian Baden. 10/15, 2010 Evolutionary Factor Analysis. Invited Speaker, Statistics Seminars, Department of Statistics, London School of Economics (United Kingdom). Inviting Professor: Piotr Fryzlewicz. 08/01, 2010 Evolutionary Factor Analysis of Replicated Time Series. Topic-contributed session on Statistical Analysis of Brain Signals, Joint Statistical Meetings (JSM 2010), Vancouver (Canada). 07/28, 2010 Evolutionary Factor Analysis of Replicated Time Series. Invited Speaker, Swartz Center for Computational Neuroscienze, UCSD (California). Inviting Professor: Scott Makeig. 01/25, 2010 Evolutionary Factor Analysis. Invited Speaker, Department of Mathematics and Statistics, University of Amherst (Massachussetts, USA). Inviting Professor: Michael Lavine. 01/21, 2010 Evolutionary Factor Analysis. Invited Speaker, Department of Mathematics and Statistics, Boston University (Massachussetts, USA). Inviting Professor: Murad Taqqu. 12/17, 2009 Evolutionary Factor Analysis. Invited Speaker, Department of Economics, Brown Univer- sity, Providence (Rhode Island, USA). Inviting Professor: Frank Kleibergen. 12/07, 2009 Evolutionary Factor Analysis. Invited Speaker, Center for Statistical Sciences, Brown Uni- versity, Providence (Rhode Island, USA). Inviting Professor: Hernando Ombao. 10/08, 2009 Evolutionary Factor Analysis. Invited Speaker, Department of Mathematics (Section of Statistics), Katholieke Universiteit Leuven (Belgium). Inviting Professor: Irène Gijbels. 06/12, 2009 Fitting dynamic factor models to non-stationary time series. Conference by the Netherlands Econometric Study Group (Amsterdam, Holland). Keynote Speaker: Donald Andrews. 10/10, 2008 Evolutionary Factor Models. Invited Speaker, Séminaires de Statistique de l’ECARES, Uni- versité Libre de Bruxelles ( Belgium). Inviting Professor: Marc Hallin. 10/26, 2007 Locally Stationary Factor Models. Conference on Multivariate Volatility Models (Faro, Por- tugal). Keynote Speaker: Robert Engle.

Giovanni Motta 5

Talks (continued)

06/15, 2007 Locally Stationary Factor Models. Conference by the Netherlands Econometric Study Group

(Maastricht, The Netherlands). Keynote Speaker: Yuichi Kitamura. 03/30, 2007 Locally Stationary Factor Models. Invited Speaker, Séminaires de Statistique of the Institut de Mathématique, Université de Liège ( Belgium). Inviting Professor: Cédric Heuchenne. 03/05, 2007 Nonstationary Factor Models: an overview. Seminar of the Econometrics Group of the De- partment of Quantitative Economics, Maastricht University ( The Netherlands). 05/19, 2006 Dynamic Factor Models and Dimension Reduction. Invited Speaker, Seminar of the Center for Finance, Business School of Göteborg ( Sweden). Inviting Professor: Catalin Starica. Poster sessions

06/08, 2010 Evolutionary Factor Analysis of Brain Signals. 16th Annual Meeting of the Organization for Human Brain Mapping (OHBM), Barcelona (Spain).

06/09, 2008 Locally Stationary Factor Models. International Workshop on Recent Advances in Time Se- ries Analysis, 08-11 June 2008, Protaras, (Cyprus). 06/10, 2006 Locally Stationary Factor Models. Conference 50 years of Econometrics, organized by the Econometric Institute, Erasmus University of Rotterdam (The Netherlands). Doctoral seminars and poster sessions (Belgium)

10/19, 2007 15th annual meeting of the Belgian Statistical Society. 09/21, 2007 Doctoral Seminar, Institute of Statistics. 05/10, 2007 Workshop on Multivariate Time Series Modelling, CORE (Louvain-La-Neuve). 10/12, 2006 Locally Stationary Factor Models. 14th Annual meeting of the Belgian Statistical Society. 03/30, 2006 Locally Stationary Approximate Factor Models. Séminaires des jeunes chercheurs. 12/16, 2004 Nonparametric estimation and hypothesis testing for the time-varying covariance matrix of multi- variate non-stationary time series. Séminaires des jeunes chercheurs, Institut de Statistique. Visits to Universities

02/05 – 02/07, 2019 The Stevanovich Center for Financial Mathematics at the University of Chicago. Inviting Professor: Wei Biao Wu.

10/30 – 11/04, 2015 Department of Mathematics, UCSD. Inviting Professor: Dimitris Politis. 06/18 – 06/20, 2015 Deutsche Bundesbank, Frankfurt (Germany). Invited by Emanuel Mönch. 06/16 – 06/18, 2015 University of Heidelberg (Germany). Inviting Professor: Rainer Dahlhaus. 03/23 – 03/26, 2013 Department of Psychiatry, UCSD. Inviting Professor: Wesley K. Thompson. 03/20 – 03/22, 2013 Department of Statistics, UCI. Inviting Professor: Hernando Ombao. 01/13 – 01/24, 2014 Isaac Newton Institute for Mathematical Sciences, Cambridge (UK). 01/09 – 01/11, 2014 Dipartimento di Scienze Statistiche “Paolo Fortunati”, Bologna (Italy). Inviting Professor: Alessandra Luati.

01/09 – 01/19, 2013 Department of Statistics, UCI. Inviting Professor: Hernando Ombao. 01/20 – 03/10, 2012 Department of Statistics, UCI. Inviting Professor: Hernando Ombao. 05/16 – 05/17, 2011 EIEF, Rome (Italy). Inviting Professor: Marco Lippi. 04/27 – 04/29, 2011 Institut für Kommunikationswissenschaft und Medienforschung, Ludwig Maxi- milians Universität München (Germany).

11/01 – 11/22, 2010 Centro de Investigaciones, Alma Mater Studiorum, Università di Bologna - Rep- resentación en Buenos Aires (Argentina).

10/13 – 10/17, 2010 Department of Statistics, LSE (UK). Inviting Professor: Piotr Fryzlewicz. 07/26 – 07/29, 2010 Swartz Center for Computational Neuroscienze, University of California San Diego. Inviting Professor: Scott Makeig.

07/12 – 07/16, 2010 Einaudi Institute for Economics and Finance (EIEF) and Università di Roma La Sapienza (Italy). Inviting Professor: Marco Lippi. 01/08 – 01/15, 2010 Department of Psychiatry, UCSD. Inviting Professor: Wes Thompson. 11/01,09 – 01/31,10 Center for Statistical Sciences, Brown University (Rhode Island, USA). Inviting Professor: Hernando Ombao.

6 Giovanni Motta

Teaching

Lectures for undergraduate students (as Professor) Summer 2023 Principles of Data Science (STAT 29556), Hunter College, CUNY. Spring 2023 Principles of Data Science (STAT 29556), Hunter College, CUNY. Summer 2021 Statistics for Biology (STAT 312), Statistics Department, Texas A&M. Spring 2021 Mathematical Statistics II (STAT 415), Statistics Department, Texas A&M. Spring 2021 Introduction to Linear Models (STAT 408), Statistics Department, Texas A&M. Fall ’20 & Summer ’21 Principles of Data Science (STAT 335), Statistics Department, Texas A&M. Fall 2020 Multivariate Analysis and Statistical Learning (STAT 436), Texas A&M. Fall 2019 Statistical Inference (EYP-2405), Department of Statistics, PUC, Santiago de Chile. Spring 2019 ANOVA & Experimental design (EYP-2425), Department of Statistics, PUC. Fall 2018 Time Series Analysis (EYP-2905), Department of Statistics, PUC. Spring 2013 Mathematical Methods for Statistics (Stat-W3103), Department of Statistics, Columbia University in the city of New York.

Lectures for graduate students (as Professor)

Spring 2023 Multivariate Analysis (HUDM 6122), MS Applied Statistics, Columbia University. Spring 2023 Applied Regression Analysis (HUDM 5122), Columbia University. Fall 2022 General Linear Models I (STAT 706), Master of Arts in Statistics and Applied Math- ematics, Hunter College, CUNY.

Fall 2022 Advanced Probability Theory I (STAT 701), Hunter College, CUNY. Fall 2022 Statistical Inference (HUDM 4125), MS in Applied Statistics, Columbia University. Fall 2022 Linear Models & Regression Analysis (HUDM 5126), Columbia University. Spring 2020 Time Series Analysis (EPG3313), PhD program, Department of Statistics, PUC. Fall 2019 Introduction to Machine Learning, Master Program in Statistics, PUC. Fall ’16, ’17 & ’18 Data Mining (EPG3520), PhD Program in Statistics, PUC. Spring 2017& 2018 Statistical methods for Big Data (EPG3530), PhD Program in Statistics, PUC. Fall 2015, Summer

2015, Spring 2016

Data Mining (Stat-W4240), Master Program in Statistics, Columbia University in the city of New York.

Fall 2015 Statistical Modeling and Inference (Stat-W4702), Master in Data Science, Columbia University in the city of New York.

Spring 2015 Multivariate Statistical Inference (Stat-W4415), Master Program in the Department of Statistics, Columbia University in the city of New York. Spring 2015 Probability Theory (Stat-W4105), Master Program, Columbia University. Spring 2013 - 2015, Time Series Analysis (Stat-W4437), Master Program in the Statistics Department, Fall 2014 Columbia University in the city of New York. Summer 2014 Time Series Methods (EPI-771), PhD Program in Epidemiology and Bio-statistics, CUNY School of Public Health, New York.

Fall 2013 Mathematical Methods for Statistics (Stat-W3103), Undergraduate Program in the Statistics Department, Columbia University in the city of New York. Fall 2012 Probability and Statistical Inference (Stat-W4109), Master Program in the Statistics Department, Columbia University in the city of New York. Special lectures for graduate students (as Invited Lecturer) Spring 2020 Factor Analysis in Time Series, PhD Program in Statistics, Texas A&M University (College Station, Texas).

Fall 2010 Statistical Methods for Spatial Data Analysis and Applications, Centro de Investigaciones, Uni- versità di Bologna - Representación en Buenos Aires (Argentina). Fall 2009 Factor Analysis in Time Series, PhD Program in Bio-statistics, Brown University (Providence, Rhode Island).

Giovanni Motta 7

Undergraduate courses (as Teaching Assistant)

Year Topic Faculty Program

2008–2009

2009–2010

2011–2012

Quantitative Business School of Business and

Economics, Maastricht

(The Netherlands)

Economics & International Busi-

ness

Année Sujet Faculté Filière

2006–2009 Statistiques et éléments

de probabilité

Sciences économiques,

sociales et politiques

Sciences Humaines et Sociales &

Communication

2005–2006

2007–2008

Econométrie Sciences économiques,

sociales et politiques

Ingénieur de Gestion

2004–2009 Eléments de probabil-

ité et statistique, Math-

ématique du statisticien

Institut de Statistique Master spécialisé en statistique 2004–2007 Calcul des probabilités

et Analyse statistique

Faculté des Sciences Mathématiques et Physique

2004–2005 Calcul Statistique sur

Ordinateur

Institut de Statistique Master spécialisé en statistique 2003–2006 Applications proba-

bilistes et Inférence

Statistique

Faculté des Sciences Ap-

pliquées

Ingénieur Civil

2003–2005 Probabilités Sciences économiques,

sociales et politiques

Ingénieur de Gestion

Languages

Italian, English, French, Greek and Spanish.

References

Márcio Catelan

Professor of Astrophysics, Department of Astronomy and Astrophysics, PUC (Chile) e-mail adwqau@r.postjobfree.com

Rainer Dahlhaus

Professor of Statistics, Institute of Applied Mathematics, University of Heidelberg (Germany). e-mail adwqau@r.postjobfree.com

Dimitris Politis

Professor of Statistics, Department of Mathematics, UCSD (California). e-mail adwqau@r.postjobfree.com

Bodhisattva Sen

Professor of Statistics, Department of Statistics, Columbia University (NY) e-mail adwqau@r.postjobfree.com

Wei Biao Wu

Professor of Statistics, Department of Statistics, The University of Chicago (Illinois) e-mail adwqau@r.postjobfree.com

Last updated: April 7, 2023

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