Nome Pappadà Roberta

Ciclo Ordinamento:

26

Cycle:

XXVI

Qualification

Dottore di ricerca

At the

Department of Statistical Sciences University of Padua

Research Fellows:

no

Contacts (room / phone):

Studio 136 - Telefono: 049 827 4111

Email:

pappada@stat.unipd.it

Years of study:

-

Supervisor:

Nicola Torelli

Co-supervisor:

Fabrizio Durante

Education:

Since January 2011 (expected completion: February 2014) Ph.D. student in Statistical Sciences (XXVI cycle) University of Padua, Department of Statistical Sciences

,

February 2007 – December 2009 Master of Mathematics University of Salento, Lecce (ITALY) - Faculty of Mathematical, Physical and Natural Sciences, Department of Mathematics Graduation date: 14-12-2009 Thesis title: Bivariate Extreme Value Copulas Type of thesis: research Supervisor: Gianfausto Salvadori, University of Salento, Department of Mathematics Co-Supervisor: Fabrizio Durante School of Economics and Management Free University of Bozen-Bolzano

,

September 2003 – February 2007 Bachelor of Mathematics and Informatics University of Salento, Lecce (ITALY) - Faculty of Mathematical, Physical and Natural Sciences, Department of Mathematics Graduation date: 22-02-2007 Thesis title: Dynamic and Stochastic routing problems Type of thesis: essay Supervisor: Triki Chefi University of Salento, Department of Mathematics

Research:

Research Interests Copula models for time series Multivariate dependence models with copulas Financial risk measurement Extreme-value Theory (applications in finance and hydrology)

Study visits:

April 2013 – July 2013 Center for Mathematics, Technische Universität München – Munich, Germany Supervisor: Prof. Claudia Czado Topic: Copula-based Models

Thesis:

PHD Research Project Thesis title: Copula-based measures of tail dependence with Applications Supervisor: Prof. Nicola Torelli Co-supervisor: Dr. Fabrizio Durante.

PhD Thesis Title:

Copula-Based Measures of Tail Dependence with Applications

Publications:

Submitted Articles F. Durante, E. Foscolo, R. Pappadà, H. Wang (2013) A portfolio diversification strategy via tail dependence measures. Submitted to International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. World Scientific Publishing Company F. Durante, R. Pappadà and N. Torelli (2013) Clustering of extreme observations via tail dependence estimation. Submitted to AStA Advances in Statistical Analysis F. Durante, R. Pappadà and N. Torelli (2013) Clustering of financial time series in risky scenarios. Submitted to ADAC Advances in Data Analysis and Classification

,

Conference Proceedings F. Durante, R. Pappadà and N. Torelli (2013). Clustering financial time series by measures of tail dependence. In T. Minerva, I. Morlini, and F. Palumbo, editors, CLADAG 2013. 9th Meeting of the Classification and Data Analysis Group. Book of Abstracts (ISBN: 978-88-6787-117-9), 4 pages. CLEUP, 2013. F. Durante, R. Pappadà and N. Torelli (2012). Clustering of financial time series in risky scenarios. In Abstracts of 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) and 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) (ISBN: 978-84-937822-2-1), p. 96. Conference ‘’Center Ciudad de Oviedo’’ (Spain), 1-3 December, 2012. F. Durante, R. Pappadà (2012). Clustering of financial time series in extreme scenarios. In Atti della XLVI Riunione Scientifica Società Italiana di Statistica (ISBN: 978-88-6129-882-8), 4 pages. Rome (Italy), 20-22 June 2012. CLEUP, Padova, 2012.

Home page link:

http://www.deams.units.it/it/dipartimento/persone/pappada-roberta/17847

Current Position:

Post Doc Università di Trieste

allegato:
4207