Phd in MODELS FOR ECONOMICS AND FINANCE

email: alberto.arcagni@uniroma1.it
phone:
building: RM019
room: 428

I am Professor in methodological statistics (secs-s/01, Sapienza University of Rome, MEMOTEF department), graduated in Economics and PhD in Applied Statistics (University of Milano-Bicocca). The main topics of my research are income distributions, inequality, well-being, networks, and partial orders.

In the bachelor thesis I applied the cluster analysis and the principal component analysis to a set of well-being indicators related to the Italian regions. My master’s degree thesis is about an estimation method for the parameters of the linear regression model alternative to the least squares method, based on lower and upper means. The PhD thesis is about a new income distribution model.

I examined this topic in two papers published on the journals Statistica & Applicazioni and Statistical Methods & Applications. This distribution model is strictly related to inequality indexes. A single-author paper published on Statistica & Applicazioni proposes a numerical procedure to estimate the model parameters with restrictions on the inequality indices. Other papers about income distribution models and inequality curves are published on Statistica & Applicazioni and on a special issue of the Revista Colombiana de Estadística. Another single-author paper is published on Statistical Methods & Applications, and it is about the decomposition by sources of inequality indices.

I am also interested in Multi-indicator Systems (MIS). I studied partial orders and networks to analyse MIS based on a set of ordinal variables. These studies led to the publication of five chapters in specialized research books and to twelve articles on the journals Revista Colombiana de Estadística, Statistics in Transition and Social Indicators Research. An article deserves attention since it is multidisciplinary between statistics and computer science. It is about algorithms finalized to complexity reduction and to find the poset most closed to other ones that share the same set and have a different order relation. The article is published in 2022 on Computational Statistics and Data Analysis. The postdoctoral position introduced me to complex networks. I delivered the presentation “Analysis of Input-Output networks via Inequality Measures” to the Euro Working Group for Commodities and Financial Modelling 54° Meeting. I’m author of an article about non-structural temporal evolution of socio-economic real networks on the Quality & Quantity journal and two about on peer multi-agent networks.

I published two papers about graphs and higher order assortativity on the European Journal of Operational Research and Journal of Business Research. In 2022 I published an article on the special issue “Big Data and Data Science in Sport” of the Journal Annals of Operations Research a paper about the scoring of tennis player based on an eigen centrality measure instead of the actual ELO scores.

I am skilled in computer science. I am an advanced user of Office Suites (Microsoft, LibreOffice and Google Workspace) and I write VBA scripts. I code in C, SQL and I am interested in Python. Since 2003, I’m an R developer for statistical applications and data analysis. I developed the “sBF” package, about Smooth Backfitting methodologies. I have also developed the “parsec” package (PARtial orders in Socio-EConomics) and the “POSetR” package about partial orders and their application in socio economics. I realized a fourth package “ineqJD” about inequality indices and their decomposition by sources and sub-populations. All the packages are available on CRAN.

Publications
Alaimo, Leonardo Salvatore, Alberto Arcagni, Enrico Di Bella, Filomena Maggino, and Marco Trapani. 2019. “AIQUAV 2019: VI Convegno Nazionale Dell’associazione Italiana Per Gli Studi Sulla Qualità Della Vita: Benessere Collettivo e Scelte Individuali: Fiesole (FI), 12-14 Dicembre 2019: Libro Dei Contenuti Brevi.” AIQUAV 2019, 1–284. https://gup.unige.it/node/300.
Alaimo, Leonardo Salvatore, Alberto Arcagni, Marco Fattore, and Filomena Maggino. 2020. “Synthesis of Multi-Indicator System over Time: A Poset-Based Approach.” Social Indicators Research, 1–23.
Alaimo, Leonardo Salvatore, Alberto Arcagni, Marco Fattore, Filomena Maggino, and Valeria Quondamstefano. 2020. “Measuring Equitable and Sustainable Well-Being in Italian Regions: The Non-Aggregative Approach.” https://doi.org/10.1007/s11205-020-02388-7.
Arcagni, Alberto. 2014a. “Income Distribution at Flint: A Comparison of the Inequality with Other American Cities.” In Flint One City 100 Years Under Variability.
———. 2014b. “Zenga Distribution: Parameters Estimation with Contraints on Synthetic Inequality Indices.”
———. 2017a. “On the Decomposition by Sources of the Zenga 1984 Point and Synthetic Inequality Indexes.” Statistical Methods & Applications 26 (1): 113–33.
———. 2017b. “PARSEC: An r Package for Partial Orders in Socio-Economics.” In Partial Order Concepts in Applied Sciences, 275–89. Springer.
Arcagni, Alberto, Alessandro Avellone, and Marco Fattore. 2022. “Complexity Reduction and Approximation of Multidomain Systems of Partially Ordered Data.” Computational Statistics & Data Analysis, 107520.
Arcagni, Alberto, and Luca Bagnato. 2009. “Smooth Backfitting with r.”
Arcagni, Alberto, Elisa Barbiano di Belgiojoso, Marco Fattore, and Stefania Maria Lorenza Rimoldi. 2017. “Un Nuovo Approccio Per La Valutazione Della Povertà Tra Gli Stranieri Attraverso Variabili Ordinali.” In Giornate Di Studio Sulla Popolazione 2017.
———. 2018. “Analyzing Deprivation and Fragility Patterns of Migrants in Lombardy, Using Partially Ordered Sets and Self-Organizing Maps.” In European Population Conference 2018. EAPS.
———. 2019. “Multidimensional Analysis of Deprivation and Fragility Patterns of Migrants in Lombardy, Using Partially Ordered Sets and Self-Organizing Maps.” Social Indicators Research 141 (2): 551–79.
Arcagni, Alberto, Vincenzo Candila, and Rosanna Grassi. 2022. “A New Model for Predicting the Winner in Tennis Based on the Eigenvector Centrality.” Annals of Operations Research, 1–18.
Arcagni, Alberto, Rosanna Grassi, Silvana Stefani, and Anna Torriero. 2017. “Higher Order Assortativity in Complex Networks.” European Journal of Operational Research 262 (2): 708–19. https://doi.org/10.1016/j.ejor.2017.04.028.
———. 2019. “Extending Assortativity: An Application to Weighted Social Networks.” Journal of Business Research. https://doi.org/10.1016/j.jbusres.2019.10.008.
Arcagni, Alberto, and Francesco Porro. 2013. “On the Parameters of Zenga Distribution.” Statistical Methods & Applications 22 (3): 285–303.
———. 2014. “The Graphical Representation of Inequality.” Revista Colombiana de Estadistica 37 (2): 419–37. https://doi.org/10.15446/rce.v37n2spe.47947.
———. 2016. “A Comparison of Income Distributions Models Through Inequality Curves.” Statistica & Applicazioni 14 (2).
Arcagni, Alberto, and Michele Zenga. 2013. “Application of Zenga’s Distribution to a Panel Survey on Household Incomes of European Member States.” Statistica & Applicazioni 11 (1).
———. 2014. “Decomposition by Sources of the
ξ
Inequality Index.” In Scientific Meeting of the Italian Statistical Society-11/13 June.
Fattore, Marco, and Alberto Arcagni. 2013. “Measuring Multidimensional Polarization with Ordinal Data.” In SIS 2013 Statistical Conference, BES-M3. Citeseer.
———. 2014. “PARSEC: An r Package for Poset-Based Evaluation of Multidimensional Poverty.” In Multi-Indicator Systems and Modelling in Partial Order, 317–30. Springer. https://doi.org/10.1007/s10479-022-04594-7.
———. 2018a. “A Reduced Posetic Approach to the Measurement of Multidimensional Ordinal Deprivation.” Social Indicators Research 136 (3): 1053–70.
———. 2018b. “Using Mutual Ranking Probabilities for Dimensionality Reduction and Ranking Extraction in Multidimensional Systems of Ordinal Variables.”
———. 2019. “F-FOD: Fuzzy First Order Dominance Analysis and Populations Ranking over Ordinal Multi-Indicator Systems.” Social Indicators Research 144 (1): 1–29.
Fattore, Marco, Alberto Arcagni, and Stefano Barberis. 2014. “Visualizing Partially Ordered Sets for Socioeconomic Analysis.” Revista Colombiana de Estadı́stica 37 (2): 437–50. https://doi.org/10.15446/rce.v37n2spe.47948.
Fattore, Marco, Alberto Arcagni, and Filomena Maggino. 2019. “Optimal Scoring of Partially Ordered Data, with an Application to the Ranking of Smart Cities.”
Fattore, Marco, Annalisa Busetta, Daria Mendola, and Alberto Arcagni. 2014. “A Fuzzy Approach to Multidimensional Material Deprivation Measurement: The Case of Foreigners Living in Italy.” In EPC 2014 Budapest, Hungary, 25-28 June 2014.
Fattore, Marco, Rosanna Grassi, and Alberto Arcagni. 2014. “Measuring Structural Dissimilarity Between Finite Partial Orders.” In Multi-Indicator Systems and Modelling in Partial Order, 69–84. Springer.
Fattore, Marco, Filomena Maggino, and Alberto Arcagni. 2015. “Exploiting Ordinal Data for Subjective Well-Being Evaluation.” Statistics in Transition New Series 3 (16): 409–28. https://doi.org/10.21307/stattrans-2015-023.
———. 2016. “Non-Aggregative Assessment of Subjective Well-Being.” In Topics in Theoretical and Applied Statistics, 227–37. Springer. https://doi.org/10.1007/978-3-319-27274-0_20.
Grassi, Rosanna, Marco Fattore, and Alberto Arcagni. 2015. “Structural and Non-Structural Temporal Evolution of Socio-Economic Real Networks.” Quality & Quantity 49 (4): 1597–1608.
Rimoldi, Stefania Maria Lorenza, Alberto Arcagni, Marco Fattore, and Laura Terzera. 2020. “Social and Material Vulnerability of the Italian Municipalities: Comparing Alternative Approaches.” Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 1–18. https://doi.org/10.1007/s11205-020-02330-x.
Simin, P Toranj, Gholam Reza Jafari, Marcel Ausloos, Cesar Federico Caiafa, Facundo Caram, Adeyemi Sonubi, Alberto Arcagni, and Silvana Stefani. 2018. “Dynamical Phase Diagrams of a Love Capacity Constrained Prey–Predator Model.” The European Physical Journal B 91 (2): 1–18. https://doi.org/10.1140/epjb/e2017-80531-7.
Sonubi, Adeyemi, Alberto Arcagni, Silvana Stefani, and Marcel Ausloos. 2016. “Effects of Competition and Cooperation Interaction Between Agents on Networks in the Presence of a Market Capacity.” Physical Review E 94 (2): 022303. https://doi.org/10.1103/physreve.94.022303.
Zenga, Michele, and Alberto Arcagni. 2011. “Estimating the Three Parameters of Zenga’s Distribution for Income by Size.” In Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin (Session CPS016).
———. 2012. “Application of Zenga’s Distribution to a Panel Survey on Household Incomes of European Member States.”
Zenga, Michele, Francesco Porro, and Alberto Arcagni. 2010. “Method of Moments for Zenga’s Distribution.”

R packages
sBF: Smooth Backfitting
parsec: Partial Orders in Socio-Economics
ineqJD: Inequality Joint Decomposition
POSetR: Partially Ordered Sets in R
COGARCH: Simulation and parameters estimation for COGARCH(1,1) processes with different methods, install.packages("COGARCH", repos="http://R-Forge.R-project.org")