Silvia Figini
Ruolo: RicercatoreEmail: silvia.figini@unipv.it
Telefono: +39 0382 984661
CV completo: [ita] [eng]
Insegnamenti
Metodi quantitativi per l'analisi economica
Statistica
Statistica economica
Curriculum accademico
Titoli di studio conseguiti ed esperienze Internazionali
Laurea in Economia e Commercio indirizzo quantitativo, Università di Pavia.
PhD in Statistica, Università L. Bocconi (2006).
Ha svolto un periodo di ricerca all'estero presso l'Università di Cambridge (Statistical Laboratory Centre for Mathematical Sciences - Prof. S. P. Brooks) e presso il Dipartimento di Statistica dell'Università di Umea (Svezia). Vincitrice borsa di studio Erasmus (2012).
Attuale posizione ed incarichi didattici ed istituzionali
A decorrere dal 29/12/2010 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.
Titolare del corso Basics of Probability and Statistics Masters e PhD Programme in Risk and Emergency Management (REM) (in lingua inglese)
Attività didattica in lingua inglese presso l'Università L. Bocconi nell'ambito di insegnamenti di base.
Attività didattica in lingua inglese nel corso di Data Mining presso IUSS di Pavia "Master in metodi per la gestione di sistemi complessi".
Temi di interesse
Attività di ricerca
Dal punto di vista metodologico: analisi multivariata dei dati, statistica bayesiana; dal punto di vista applicativo: misurazione dei rischi.
Attività di referaggio per le seguenti riviste:
Annals of Applied Statistics, 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 Royal Statistical Society (series A e C),
Statistical methods and applications, Journal of the Operational Research Society, Advances in Data Analysis and Classification.
Partecipazione ai seguenti progetti di ricerca:
1. Progetto di ricerca Europeo (VII programma quadro): "SYstemic Risk TOmography 2013-2016 (Progetto Europeo): “SYstemic Risk
TOmography: signals, measurement, transmission channels, and policy interventions” (Coordinatore: Prof. Roberto Savona - Università di Brescia).
2. Progetto di ricerca Europeo (VI programma quadro) su: "Statistical models for advanced business intelligence applications" (MUSING, 2006-2010).
3. Progetto PRIN: "Metodi multivariati per la valutazione della qualità e dei rischi in ambito accademico" (Prin 2009-2010).
3. Progetto FIRB (2006-2009) su "Metodologie di data mining per le piccole e medie imprese".
4. P. R. I. N. (2007-2008) su "Metodi statistici multivariati per la valutazione integrata della qualità dei servizi di pubblica utilità".
5. PRIN (2005-2006) su "Modelli statistici per l'e-business".
Dal 2004 iscritta alla Società Italiana di Statistica come studiosa junior e dal 2008 socio ordinario della Società Italiana di Statistica; dal 2008 socio ordinario della società CLADAG (CLAssification and Data Analysis Group); dal 2009 socio ordinario della società ISBIS (International Society of Business and Industrial Statistics).
Componente del comitato organizzatore nei seguenti convegni:
"Classification and data analysis (CLADAG)" - conference, Pavia (settembre 2011)
"Statistical models for data mining (SMDM00)",Collegio Ghislieri, Pavia (ottobre 2000).
Pubblicazioni recenti
Alcune recenti pubblicazioni in Riviste Internazionali
Figini, Carissimo and Cutillo (2012) Network Selection: A Method for Ranked Lists Selection, PLoS ONE 7(8), doi:10.1371/journal.pone.0043678
Figini, Gigliarano and Muliere (2012) Making classifier performance
comparisons when Receiver Operating Characteristic curves intersect, Quaderni di Statistica, vol. 14.
Figini, Uberti (2012) Concentration measures in risk management, to appear in Journal of the Operational Research society
Figini, Dridi, Limam (2011) A financial Stress Index for the analysis of XBRL data, accepted in Journal of Financial Transformation.
Figini, Giudici (2011) Statistical Merging of Rating Models, Journal of the Operational Research Society, vol. 62, 1067-1074.
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, issue 8.
Figini, S. (2010) Statistical Models for Customer Lifetime Value, Advances and Applications in Statistics, vol. 18, issue 1, 41 – 55.
Figini, S. e Uberti P., (2010): Model assessment for predictive classification models, Communications in Statistics Theory and methods, vol. 39, issue 18.
Figini, S. (2010): Penalised models to estimate customer survival, Statistical methods and applications, vol. 19, issue 1, 141-150.
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.
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.
Figini, S., Giudici, P., e Uberti P. (2009): A threshold based approach to merge data in financial risk management, Journal of Applied Statistics, vol. 37 Issue 11.
Figini, S. e Giudici, P. (2009): Bayesian Churn Models, in Advances and Applications in Statistical Sciences, Vol. 1, N. 2, pp. 285-310.
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.
Figini, S. e Giudici, P. (2009): Statistical models for e-learning data, in Statistical methods and applications, Vol. 18, pp. 293-304.
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.
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.
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. N.4, pp. 69-78.
Figini, S., Baldini, P. e Giudici, P. (2006): Nonparametric Approaches for e-Learning Data , in Lecture Notes in Computer Science , 4065, pp. 548 – 560.
Figini, S. e Giudici, P. (2005): Link Analysis for fraud detection, Italian Journal of Applied Statistics, Vol. 17 (3) – pp. 389 – 397.
Monografie Internazionali
Figini, Giudici (2009) Applied data mining for business and industry, Wiley
Tesi
Figini, S. (2007): Bayesian variable and model selection for Customer Lifetime Value, Tesi di Dottorato
Figini, S. (2001): Analisi Statistiche delle corrispondenze per la classificazione e l' e-CRM, Tesi di Laurea.
Pubblicazioni su Monografie Internazionali
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.
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 (book edited by Prof. Antti Syväjärvi and Prof.. Jari Stenvall, University of Lapland, Finland and University of Tampere, Finland).
Figini, S. (2008): Data Mining for Lifetime Value estimation, to appear in Encyclopedia of Data Warehousing and Mining - 2nd Edition Editor: John Wang.
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).
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.
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.
Atti di Convegno
Figini S., Giudici P. (2012). Improving Model Averaging in Credit risk models, Proceedings of the 20th International Conference on Computational Statistics COMPSTAT.
Figini S., Giudici P. (2012) Model uncertainty in credit rating models, Proceedings of the 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012).
Figini S., Gigliarano C. and Muliere P. (2012). Making classifier performance comparisons when Receiver Operating Characteristic curves intersect, Proceedings of the International Conference on Methods and Models for Latent variables.
Figini S., Gigliarano C. and Muliere P. (2012). Some results on stochastic
comparisons of ROC curves, Proceedings the Classification and Data Analysis
Group of the Italian Statistical Society.
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.
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.
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.
Figini S. (2011): Bayesian Extreme Value Analysis of operational risk data, Proceedings of the Italian Statistical Society.
Figini, S. (2010): Risk tendency measures for ordinal variables, Proceedings of the Italian Statistical Society.
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.
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.
Figini, S., Kenett, R. e Giudici, P. (2009): Integrating Operational and Financial Risk Assessments, ENBIS9 meeting, Gothenburg.
Figini, S. and Sayago, J. T. (2009): Longitudinal models for market reputation and risk, in Proceedings of the Italian Statistical Society, pp.263-266.
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.
Figini, S. (2009): Statistical models for XBRL data, EURISBIS 2009.
Figini, S. (2009): Non linear rating models for SMEs, EURISBIS 2009.
Figini, S. (2009): Predictive rules induction via string analysis, Multivariate methods and models for evaluating public services, Rimini.
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.
Figini, S. e Giudici, P. (2008): Methodological aspects to measure credit risk for SME, in Proceedings of the Italian Statistical Society.
Cerchiello, P., Figini, S. e Giudici, P. (2007): Applying data mining methods to business and industry, in Proceedings of ENBIS Joint Conference 2007.
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.
Figini, S. e Fantazzini, D. (2007): Default forecasting for small medium enterprises, in Proceeding of S.Co.2007, Venezia, pp. 219-224.
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.
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.
Figini, S. (2006): Customer relationship: a survival analysis approach, in: Proceedings of COMPSTAT 2006, Roma , pp. 959-966.
Figini, S. e Giudici, P. (2006): Statistical models to analyse customer life cicle in Proceeding of XLIII Italian statistical society meeting, pp. 541 - 544 .
Cerchiello, P., Figini, S. e Giudici, P. (2005): Feature selection: A non parametric approach (in Italian), in Proceedings of S.Co.2005, pp. 293-298, Bressanone.
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.
Figini, S. e Giudici, P. (2004): Modelli previsivi per text mining (in italiano), in Proceedings of the SAS CAMPUS, pp. 59-66, Firenze.
Figini, S. e Giudici, P. (2001): Correspondence analysis for CRM (in italiano), in Proceedings of SMDM01, Pavia .
Invited seminars
Figini, S., e Kenett, R. (2009): Integrating Operational and Financial Risk Assessments, ENBIS9 meeting, Gothenburg.
Figini, S. (2009): Statistical models for XBRL data, EURISBIS 2009, International Society of Business and Industrial Statistics meeting, Cagliari.
Figini, S., e Giudici P. (2009): Non linear rating models for SMEs, EURISBIS 2009, International Society of Business and Industrial Statistics, Cagliari.
Figini, S. (2008): Model clustering and Model averaging, Classification and Data Analysis Group of the Italian Statistical Society meeting, Caserta.
Figini, S. and Giudici, P. (2005): Bayesian Feature selection for the estimation of customer lifetime value, M2005, Data Mining Conference, Las Vegas.