Silvia Figini

Ruolo: Professore associato
Email: silvia.figini@unipv.it
Telefono: +39 0382 984661

 

 

Insegnamenti


Metodi quantitativi per l'analisi economica
Statistica

Ricevimento studenti


Appuntamento via mail

Biografia


Idoneità Professore Ordinario – Abilitazione Scientifica Nazionale 2013.

2014- Professore Associato di Statistica - Università degli Studi di Pavia – Dipartimento di Scienze Politiche Sociali

2010-2014 Ricercatore di Statistica - Università degli Studi di Pavia – Dipartimento di Scienze Politiche Sociali


Formazione
Phd in Statistica presso l’Università L. Bocconi di Milano.
Laurea in Economia (indirizzo quantitativo) presso Università di Pavia

Periodi di studio e ricerca presso:
Università di Cambridge (UK), Università di Umea (Svezia), Università di Aalto (Finlandia), Università di Edimburgo.
Vincitrice borsa di studio Erasmus per due periodi consecutivi presso Università di Dublino e Università Sorbona di Parigi.


Curriculum accademico


Partecipazione a Progetti di Ricerca Europei

SYRTO 2013-2016: “SYstemic Risk TOmography” – Partner coinvolti: Università di Brescia, Centre National De La Recherche Scientifique (CNRS) – Centre d'Economie de la Sorbonne – Axe Finance (CES-Finance) ; MIT Massachusetts Institute of Technology Department of Operation Research Boston College; Athens University of Economics and Business – Research Center (AUEB-RC); VU University Amsterdam; Banca Centrale Europea; Universita? Ca? Foscari di Venezia.

MUSING 2006-2010: “Multy Industry semantic based next generation business intelligence”.

Partecipazione a Progetti di Ricerca Nazionali

PRIN (2013-2015) Multivariate statistical models for risk assessment
PRIN (2007-2008) Modelli statistici multivariati per la valutazione dei servizi di pubblica utilita?
PRIN (2007) Progetto CHICOS
PRIN (2005-20069 Metodologie di Data mining per le applicazioni di e-business
FIRB (2006-2009) Metodologie di data mining per le piccole e medie imprese

Didattica
Dal 2010 Ricercatore Universitario di ruolo - SSD SECS-S/01 - Statistica - Università di Pavia.

Docente titolare degli insegnamenti di Statistica, Statistica Economica, Metodi Quantitativi per l'Analisi Economica.

Corso di Basics of Probability and Statistics Masters e PhD Programme in Risk and Emergency Management (REM) (in lingua inglese)

Socio Ordinario delle seguenti Società Scientifiche:
Dal 2008 SIS (Societa' Italiana di Statistica);
Dal 2008 CLADAG (CLAssification and Data Analysis Group);
Dal 2009 ISBIS (International Society of Business and Industrial Statistics).
Dal 2009 ENBIS (European Network for Business and Industrial Statistics).
Dal 2010 IASC (International Association for Statistical Computing).
Dal 2010 ISBA (International Society for Bayesian Analysis)

Attività di referaggio per le seguenti riviste:
Annals of Applied Statistics, Computational Statistics and data analysis, European Journal of Operational Research, Applied Stochastic Models in Business and Industry, Methodology and Computing in Applied Probability, Journal of Quality Technology and Quantitative Management, Statistical Methods and its applications, Management Science, Journal of the American Statistical Society, Journal Royal Statistical Society (series A e C),Statistical methods and applications, Journal of the Operational Research Society, Advances in Data Analysis and Classification.

Incarichi Istituzionali
Componente del Nucleo di Valutazione di Ateneo Università di Pavia
Componente del Nucleo di Valutazione IUSS Pavia
Componente della Giunta di Dipartimento
Componente della Commissione Lauree Triennali
Componente della Commissione Paritetica


Temi di interesse


Statistica Multivariata per applicazioni economiche; Metodologie e analisi dei dati a supporto delle scienze economiche e sociali; Modelli statistici classici e Bayesiani per la previsione dei rischi; Sviluppo di modelli analitici per i Big Data in diversi ambiti applicativi; Modelli statistici per l'antiriciclaggio; Social Network Analysis.


Pubblicazioni


Pubblicazioni su Riviste Internazionali

1. Gigliarano, Figini, Muliere (2014) Making Classifier Performance Comparisons when ROC Curves intersect, Computational Statistics and data analysis, vol. 77, pp. 300-312.
2. Figini, Giudici (2013) Measuring risk with ordinal variables, Journal of the Operational Risk, vol.8(2), pp. 35-43.
3. Figini, Uberti (2013) Concentration measures in risk management, Journal of the Operational Research society, vol. 64, pp. 718-723.
4. Figini, Carissimo and Cutillo (2012) Network Selection: A Method for Ranked Lists Selection, PLOSOne, vol. 7(8).
5. Figini, Giudici, Dridi, Limam (2011) A financial Stress Index for the analysis of XBRL data, accepted in Journal of Financial Transformation.
6. Figini, Giudici (2011) Statistical Merging of Rating Models, Journal of the Operational Research Society, vol. 62, 1067-1074.
7. Figini, S., Salini, S. and Kenett, R. (2010) Optimal scaling for risk assessment: merging of operational and financial data, Quality and Reliability Engineering International, vol. 26(8), pp. 887-897.
8. Figini, S. and Giudici P. (2010) Statistical Local Models for Customer Lifetime Value, Advances and Applications in Statistics, vol. 18(1), pp. 41 – 55.
9. Figini, S. e Uberti P., (2010): Model assessment for predictive classification models, Communications in Statistics Theory and methods, vol. 39(18), pp. 3238-3244.
10. Figini, S. (2010): Penalised models to estimate customer survival, Statistical methods and applications, vol. 19, issue 1, 141-150.
11. Figini, S. (2010): Statistical local models for customer satisfaction data, in Journal of quality technology and quantitative management, Vol. 7, N.1, pp. 69-82.
12. Figini, S. e Uberti, P. (2010): How to measure single-name credit risk concentrations, to appear in European Journal of Operational Research, vol. 202(1), 232-238.
13. Figini, S., Giudici, P., e De Quarti, E. (2009): Churn risk mitigation models for student’s behaviour, in Electronic Journal of Applied Statistical Analysis, Vol. 2, N.1, pp. 37 – 57.
14. Figini, S., Giudici, P., e Uberti P. (2010): A threshold based approach to merge data in financial risk management, Journal of Applied Statistics, vol. 37(11), pp. 1815-1824.
15. Figini and Giudici (2009) String analysis for interaction detection, accepted in Italian Journal of Applied Statistics, vol. 21, pp.281-288 .
16. Figini, S. e Giudici, P. (2009): Bayesian Churn Models, in Advances and Applications in Statistical Sciences, Vol. 1, N. 2, pp. 285-310.
17. Figini, S., Fantazzini, D., De Giuli, E. e Giudici, P. (2009): Enhanced Credit Default Models for Heterogeneous SME Segments, in Journal of Financial Transformation Vol. 25 N.1, pp. 31-39.
18. Figini, S. e Giudici, P. (2009): Statistical models for e-learning data, in Statistical methods and applications, vol. 18, pp. 293-304.
19. Figini, S. e Fantazzini D. (2009): Random Survival Forest models for SME Credit Risk Measurement, in Methodology and computing in applied probability, vol. 11, pp. 29-45.
20. Figini, S. e Fantazzini, D. (2009): Default Forecasting for Small-Medium Enterprises: Does Heterogeneity Matter? in International Journal of Risk Assessment and Management Vol. 11, No.1(2) pp. 138-163.
21. Figini, S., Giudici, P., Uberti, P. e Sanyal, A. (2007) A statistical method to optimize the combination of internal and external data in operational risk measurement, in Journal of Operational Risk, Vol 2(4), pp. 69-78.
22. Figini, S., Baldini, P. e Giudici, P. (2006): Nonparametric Approaches for e- Learning Data , in Lecture Notes in Computer Science , 4065, pp. 548 – 560.
23. Figini, S. e Giudici, P. (2005): Link Analysis for fraud detection, Italian Journal of Applied Statistics, Vol. 17 – Fascicolo 3 – pp. 389 – 397.

Monografia Internazionale

Giudici,P. and Figini S. (2009): Applied data mining for business and industry, Wiley, London.

Contributi su monografie di ricerca internazionali

1. Figini, S., Salini, S. (2009): Bayesian merging and calibration for OpR, to appear in “Operational risk management a practical approach to intelligent data analysis”, Wiley London.
2. Figini, S. (2009): Credit risk estimation for SME, to appear in Handbook of Research on Data Mining in Public and Private Sectors: Organizational and Government Applications (University of Lapland, Finland and University of Tampere, Finland).
3. Figini, S. (2008): Data Mining for Lifetime Value estimation, to appear in Encyclopedia of Data Warehousing and Mining - 2nd Edition Editor: John Wang.
4. Figini, S. (2008): Predictive dynamics models for SMEs, in “Data Analysis and Classification: from the exploratory to the confirmatory approach”, Springer (series on Studies in Classification, Data Analysis and Knowledge organisation).
5. Figini, S., Giudici, P. e Cerchiello, P. (2007): Data mining, for business and industry (editors: Dave Stewardson Douglas C. Montgomery Tony Greenfield and Shirley Coleman), in Statistical Practice in Business and Industry, Wiley London, pp. 163-184.
6. Figini, S., Giudici, P., Polla, D., e Galliano, C. (2005): Survival Analysis Models to Estimate Customer Lifetime Value, Fifth IEEE International Conference on Data Mining (ICDM-2005), IEEE Computer Society Press, pp.114-124.

Contributi atti di convegno internazionali

1. Figini S., Vezzoli M. (2013) Ensemble models: theory and applications, International Conference of the Royal Statistical Society (selected paper), New Castle
2. Figini S., Vehtari A. (2013) Gaussian Process Classification And Duration Models For Credit Risk, International Federation of Classification Societies, Tilburg
3. Figini S., Vezzoli M. (2013) Model Averaging For Credit Risk Modelling, International Federation of Classification Societies, Tilburg
4. Figini S., Madormo F. (2013) Risk estimation and assessment using survival models for credit risk data, International Conference on Computational and Financial Econometrics, London.
5. Figini S., Giudici P. (2012) Improving model averaging in credit risk analysis, International Conference on Computational Statistics, Cyprus.
6. Figini S. (2012). Bayesian model averaging for financial evaluation. Meeting of the Italian statistical society.
7. Figini S., Cutillo L. and Carissimo A. (2011): Outlier detection in credit risk multivariate data via rank aggregation, Proceedings of the 4th International Conference of the ERCIM WG, London.
8. Figini S. (2011): A note on additively decomposable inequalities for risk measurement, Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society.
9. Figini S., Gao L. (2011): Bayesian efficient capital at risk estimation, Proceedings of the International conference ENBIS-DEINDE 2011, European Network for Business and Industrial Statistics & DEsign of INDustrial Experiments.
10. Figini S. (2011): Bayesian Extreme Value Analysis of operational risk data, Proceedings of the Italian Statistical Society.
11. Figini, S. (2010): Risk tendency measures for ordinal variables, Proceedings of the Italian Statistical Society.
12. Figini S., Giudici P. and Uberti P. (2010): Concentration measures for risk analysis, Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society.
13. Figini S. and Grossi L. (2010): Robust estimation and prediction for credit risk models, Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society.
14. Figini, S., Kenett, R. e Giudici, P. (2009): Integrating Operational and Financial Risk Assessments, ENBIS9 meeting, Gothenburg.
15. Figini, S. and Sayago, J. T. (2009): Longitudinal models for market reputation and risk, in Proceedings of the Italian Statistical Society, pp.263-266.
16. Figini, S. (2009): Local statistical models for variables selection, in Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society, pp. 489- 492.
17. Figini, S. (2009): Statistical models for XBRL data, EURISBIS 2009.
18. Figini, S. (2009): Non linear rating models for SMEs, EURISBIS 2009.
19. Figini, S. (2009): Predictive rules induction via string analysis, Multivariate methods and models for evaluating public services, Rimini.
20. Figini, S. (2008): Model clustering and model averaging, in Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society, pp.125-128.
21. Figini, S. e Giudici, P. (2008): Methodological aspects to measure credit risk for SME, in Proceedings of the Italian Statistical Society.
22. Brooks, S.P., Figini, S. e Giudici, P. (2007): Bayesian models to estimate customer survival, in Proceedings of ISBA Valencia.
23. Figini, S., Giudici, P. e Fantazzini, D. (2007): Longitudinal predictive models for SMEs, in Proceeding of the 2007 intermediate conference – Risk and Prediction – of the Italian Statistical Society, pp. 551-552.
24. Figini, S. e Fantazzini, D. (2007): Default forecasting for small medium enterprises, in Proceeding of S.Co.2007, Venezia, pp. 219-224.
25. Figini, S., Giudici, P. and Fantazzini, D. (2007): Predictive dynamic models for SMEs, in Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society, Macerata, pp. 193-196.
26. Figini, S. e Roccato, A. (2007): How to improve predictive models for database marketing applications, in Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society, Macerata, pp. 281-284.
27. Figini, S. (2006): Customer relationship: a survival analysis approach, in: Proceedings of COMPSTAT 2006, Roma , pp. 959-966.
28. Figini, S. e Giudici, P. (2006): Statistical models to analyse customer life cicle in Proceeding of XLIII Italian statistical society meeting, pp. 541 - 544 .
29. Figini, S. e Giudici, P. (2005): Feature selection in genomic predictive mining, in Proceedings of the Classification and Data Analysis Group of the Italian Statistical Society, pp. 249-252.

Relazioni invitate a convegni internazionali

1. Figini S., e Giudici, P. (2012): Improving Model averaging in credit risk analysis, COMPSTAT, Cipro.
2. Figini, S., e Kenett, R. (2009): Integrating Operational and Financial Risk Assessments, ENBIS9 meeting, Gothenburg.
3. Figini, S. (2009): Statistical models for XBRL data, EURISBIS 2009,
International Society of Business and Industrial Statistics meeting, Cagliari.
4. Figini, S., e Giudici P. (2009): Non linear rating models for SMEs, EURISBIS 2009, International Society of Business and Industrial Statistics, Cagliari.
5. Figini, S. (2008): Model clustering and Model averaging, Classification and Data Analysis Group of the Italian Statistical Society meeting, Caserta.
6. Brooks, S.P., Figini, S. e Giudici, P. (2007): Bayesian models to estimate customer survival, ISBA meeting Valencia.
7. Figini, S. and Giudici, P. (2005): Bayesian Feature selection for the estimation of customer lifetime value, M2005, Data Mining Conference, Las Vegas.

Tesi di dottorato

Figini, S. (2007): Bayesian variable and model selection for Customer Lifetime Value, Tesi di dottorato.