PAPPADA', ROBERTA

ROBERTA PAPPADA' PERSONAL DATA Born on December 29, 1984. ORCID 0000-0002-4852-0561 - SCOPUS Author ID: 56116101400 Website: https://www.units.it/persone/index.php/from/abook/persona/18327 EDUCATION Ph.D. in Statistical Sciences (3-year scholarship, XXVI Cycle), University of Padova (Italy), Department of Statistical Sciences (2011-2013). Visiting Ph.D. student at the Center for Mathematics, Munich (Germany), Technische Universität München (April-July 2013). Master's degree in Mathematics, University of Salento, Lecce (Italy), Department of Mathematics and Physics “E. De Giorgi” (2006-2009). Bachelor's degree in Mathematics and Informatics, University of Lecce (Italy), Department of Mathematics and Physics “E. De Giorgi” (2003-2007). ACADEMIC POSITION AND INSTITUTIONAL RESPONSABILITIES Associate Professor of Statistics (SECS-S/01) at the University of Trieste, Department of Economics, Business, Mathematics and Statistics “B. de Finetti” (Oct 2021 - present). Lecturer of bachelor, master, and PhD level courses of Statistics: Statistical inference, Data Science for Insurance, Statistical methods with application to Finance, Introduction to R. Coordinator of the Bachelor Degree Program “Statistica e Informatica per l'Azienda, la Finanza e l'Assicurazione”, University of Trieste. Co-responsible for the project ``Piano Nazionale Lauree Scientifiche'' (PLS) – Statistics, University of Trieste. Member of the Board of the PhD in Circular Economy, University of Trieste (a. y. 2021/2022 – 37th Cycle). PREVIOUS POSITIONS AND VISITING SCHOLAR Assistant professor of Statistics (fixed-term, RTD-B, L.240/2010) at the University of Trieste, Department of Economics, Business, Mathematics and Statistics “B. de Finetti”. Lecturer of bachelor level courses/teaching modules of Statistics (Nov 19 - Sept 21). Researcher of Statistics (fixed-term, RTD-A, L.240/2010) at the University of Trieste, Department of Economics, Business, Mathematics and Statistics “B. de Finetti”. Lecturer bachelor level courses/teaching modules of Statistics (Sept 2016 - Sept 2019). Research fellow in Statistics at the University of Trieste, Department of Economics, Business, Mathematics and Statistics “B. de Finetti”. Teaching assistant of bachelor courses of Statistics (Sept 2014 - Aug 2016). Research assistant in Statistics (fixed-term) at the Free University of Bozen-Bolzano, Faculty of Economics and Management (Feb 2014 - June 2014). Visiting researcher at the Department of Finance and Accounting, EBS Wiesbaden (Germany) funded by CRoNos COST Action STSM, Horizon 2020 Framework Programme (June - July 2016). MAIN RESEARCH INTERESTS Copula-based modelling, Computational statistics, Classification and clustering, Time series clustering, Machine learning algorithms, Discrimination detection, Ensemble methods in unsupervised problems, Statistical applications in Environmental Science, Hydrology, Finance, Operational risk BIBLIOMETRIC INDICES Web of Science: Tot. 108 citations (average 9.8/paper), H-index 6 Scopus: Tot. 122 citations, H-index 6 Google Scholar: Tot. 241 citations, H-index 8 INVITED TALKS AT ACADEMIC CONFERENCES AND WORKSHOPS A selection of the talks for invited/organized sessions is listed below. • “TBA”, 24th International Conference on Computational Statistics (COMPSTAT 2022), University of Bologna, Italy, scheduled for August 2022. • “Ali-Mikhail-Haq copula to detect low correlations in hierarchical clustering”, 13th Scientific Meeting of the Classification and Data Analysis Group (CLADAG 2021), University of Firenze, September 2021. • “Consensus clustering based on pivotal methods”, Research and teaching in statistical and data sciences, School of Mathematics and Statistics, University of Glasgow, May 2020 • “Pivotal methods for clustering”, Final CRoNoS Events and Workshop on Multivariate Data Analysis and Software, Limassol, Cipro, Cyprus, April 2019 • “A copula-based algorithm for clustering concurrent flood risks”, 1st CRoNoS Workshop on Multivariate Data Analysis and Software Limassol, Cyprus, April 2018. • “Graphical Copula tools for detecting tail dependence”, Salzburg Workshop on Dependence Models & Copulas, University of Salzburg, Faculty of Natural Sciences, September 2016. • “Understanding and visualizing complex dependencies for risk assessment”, 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), University of London, UK, December 2015. • “Clustering of time series via non-parametric tail dependence estimation”, 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014), Pisa, December 2014. ORGANIZATION OF WORKSHOPS AND CONFERENCES • Member of the organizing committee of IWSM 2022 to be held at the University of Trieste, 18th-22nd July 2022. • Co-organizer of the Event ‘StaTalk2019’, University of Trieste (22nd November 2019). • Organizer of the special session on “Advances in k-means and clustering ensemble methods”, 24th International Conference on Computational Statistics (COMPSTAT 2022), University of Bologna, scheduled for 23rd-26th August 2022. • Co-organizer of a special session on “Copula-based time series analysis”, 13th Scientific Meeting of the Classification and Data Analysis Group (CLADAG 2021), University of Firenze, 9th-11th September 2021. • Co-organizer of a special session on “Recent advances in copula-based models”, 23rd International Conference on Computational Statistics (COMPSTAT 2018), Iasi, Romania, 28th-31st August 2018. • Co-organizer of a special session on “Developments in dependence modelling and risk aggregation”, 41st Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES), Cagliari, 14th-16th September 2017. PEER REVIEW ACTIVITIES, EDITORSHIP AND MEMBERSHIPS IN SCIENTIFIC SOCIETIES • Reviewer for various journals: “Statistical Methods and Applications”, “Dependence Modeling”, “Hydrology Hearth System Sciences”, “Journal of Risk and Financial Management”, “Econometrics”, “Advances in Data Analysis and Classification”, “Applied Stochastic Models in Business and Industry”. • Ordinary member of the Italian Statistical Society (SIS). • Member of the European Research Consortium for Informatics and Mathematics (ERCIM) Working Group on Computational and Methodological Statistics, Specialized Team “DMC: Dependence Models and Copulas”. • Member of the Editorial Board (Assistant Editor) of “Dependence Modeling” (2018 - 2019). • Member of the International Research Group “Computationally-intensive methods for the Robust analysis of Non-Standard data'' (CRoNoS) (2015 - 2019). PROJECTS AND RESEARCH FUNDS • 2020 - 2022. MICROGRANTS 2020: “Una metodologia statistica per misurare la discriminazione negli algoritmi di apprendimento automatico”, funded by University of Trieste. • 2016 - 2018. FRA 2016: “Nuovi sviluppi di statistica e matematica applicata per la previsione, l'analisi e la gestione dei rischi con applicazioni in ambito finanziario e assicurativo”, funded by University of Trieste • 2016. Grant CRoNos COST Action STSM (Horizon 2020 Framework Programme). “A Copula-based approach for detecting tail dependence and clustering effects in Operational Risk”. • 2014 - 2016. FRA 2014: Metodi e modelli matematici e statistici per la valutazione e gestione del rischio in ambito finanziario e assicurativo, funded by University of Trieste. MAJOR SCIENTIFIC COLLABORATIONS - Nicola Torelli, University of Trieste - Francesco Pauli, University of Trieste - Leonardo Egidi, University of Trieste - F. Marta L. Di Lascio, Free University of Bozen-Bolzano - Gianfausto Salvadori, University of Salento, Lecce - Fabrizio Durante, University of Salento, Lecce - Carlo De Michele, Polytechnic University of Milan - Elisa Perrone, Eindhoven University of Technology JOB-RELATED ACTIVITIES • Training Course for IVASS (Istituto per la Vigilanza sulle Assicurazioni), Co-lecturer: "Software statistico R per analisi attuariali vita e LTC" (2021). • Training School for Assicurazioni Generali, New Role Schools Program: Actuary of The Future (MIB Trieste School of Management & Willis Towers Watson), Co-lecturer: "Programming and Data Analysis with R" and "Unsupervised Learning Techniques and Data Analysis" (2020-2021). • Lecturer for the Training School on Statistical Modelling of Compound Events Clustering of Spatial Extremes, “Clustering of Spatial Extremes”, Lake Como School of Advanced Studies (Italy), funded by COST Action DAMOCLES CA17109 - Understanding and modeling compound climate and weather events (2019). • Lecturer for 2nd School on Data Analysis and Programming with R, "Introduction to R", Free University of Bozen-Bolzano, Italy (2019). • Training Course for SWG S.p.A., Co-lecturer: "Un linguaggio per l'analisi statistica e la rappresentazione grafica dei dati", Trieste (2018-2019). • Training School for Generali Technical Excellence 2014 Pilot Program and Generali Advanced Technical Education 2015 Program - Assicurazioni Generali, Co-lecturer: "Risk management with copula models" (2014-2015). OTHER SKILLS: Experience with R, R Shiny, Matlab, Mathematica and Latex. Familiarity with Microsoft Windows system and basic knowledge of Unix–based system. Knowledge of English, basic knowledge of French.