Phd in MODELS FOR ECONOMICS AND FINANCE

email: andrea.tancredi@uniroma1.it
phone: 0649766384
building: Facoltà di Economia
room: 430

Associate Professor at the Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome.

Positions held
November 2006 – September 2016. Assistant Professor at the Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome.
March 2003 – October 2006. Associate Researcher (Post-doc)at the Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome.
February 2002 – February 2003. Associate Researcher (Post-doc) at the Department of Statistics of the University of Padova.

Publications: metrics
Total number of publications: 47 (23 journals, 12 book chapters, 12 referred proceedings).
Total number of citations google scholar 682, scopus 401.
H-index: google scholar 12, scopus 9.


Research interests
Bayesian inference; Bayesian computation; Biostatistics;Extreme value theory; Health Economics; Record linkage.

Talks in the last 5 years
2018 A unified approach for deduplication and population size estimation. Marsiglia, Bayesian methods for social goods.
2018 New methods for small area estimation with linkage uncertainty. SIS 2018, Palermo
2017 A unified framework for deduplication, record linkage and population size estimation. 61th World Statistics Congress of the International Statistical Institute. Invited presentation. Marrakech.
2017 Approximate Bayesian computation (ABC) for continuous time multi state model. SIS 2017 Statistical Conference Statistics and Data Science: new challenges, new generations. Firenze
2016 A Bayesian approach for record linkage, deduplication and inference with linked data. Statalk, Roma
2016 Bayesian Inference for a Finite Population Total Using Linked Data. 8th international conference on soft methods in probability and statistics (SMPS), Roma
2015 Bayesian nonparametric methods for record linkage. XLVIII riunione scientifica SIS. Salerno
2014 Bayesian inference with linked and duplicated data. Joint Statistical Meeting. Invited presentation Seattle.
2014 Bayesian inference with linked data. XLVII riunione scientifica SIS. Cagliari

Research Grants
2018 Accounting for de-duplication uncertainty in population size estimation and small area models.
Project granted by Sapienza University of Rome
2015 Approximate Bayesian Inference for continuous time discretely observed multi-state models.
Project granted by Sapienza University of Rome
2012 Bayesian Inference for Markovian and semi-Markovian model with applications in health economics.
Project granted by Sapienza University of Rome
2010 Accounting for matching uncertainty in statistical inference with multiple unlabelled data sets.
Project supported by Sapienza University of Rome
2009 Cost analysis and efficiency evaluation in health economics.
Project granted by Sapienza University of Rome
2008 Stochastic frontier models: theoretical generailizations and Bayesina applications.
Project granted by Sapienza University of Rome
2007 The record linkage problem: Bayesian modelling and computational issues.
Project granted by Sapienza University of Rome


Teaching Experience
Faculty of Economics, Sapienza University of Rome:
Basic Statistics (2011/12-2012/13; 2017/18-today), Advanced Statistical Methods (2006/07-2009/2010,2015/16-today), Probability and Stochas- tic Processes (2013/14-2014/15), Bayesian Econometrics (2007/08- 2008/09), Introductory Statistics with R (2006/2007)
Ph.D. in Economics, Sapienza University of Rome:
Probability (2005-2006), Statistical Inference (2005-2006), Probability and Stochastic Processes (2013-2014)
Ph.D. in Statistics, Roma Tre University: Extreme Value Theory (2007)
Ph.D. in Statistics, University of Padova: Markov Chain Monte Carlo Methods (2004–today)


Professional activities and memberships
2013–2014 Member of the Sapienza University Research Project Committee
2011–today Member of the Academic Board of the PhD Program Methods and Mod els for Economics and Finance

Member of the Local Organizing Committee for the following conferences and workshops:
-SIS BAYES 2017, Workshop organized by the permanet group of Bayesian Statistics of the Italian Siciety of Statistics (SIS) Roma, Febru- ary 2017.
-ABC in Rome, Workshop on approximate Bayesian computation tech- niques, Roma, May 2013
-SIS-2012- XLVI Riunione Scientifica della Societa` Italiana di Statistica, Roma, June 2012
-ASMDA2011- The 14th Conference of the Applied Stochastic Models and Data Analysis International Society, Roma, June 2011
-Obayes 6, Workshop on Objective Bayes Methodology, Roma June 2007


Referee for Bayesian Analysis, Biometrical Journal, BMC Medical Research Methodology, Computational Statistics and Data Analysis, Communications in Statistics Theory and Methods, Computer Methods and Program in Biomedicine, Electronic Journal of Statistics, Helth Economics, Journal of Health Economics,
Journal of Buisnnes and Economics Statistics, Journal of Computational and Graphical Statistics, Journal of Multivariate Analysis, Journal of Official Statistics, Journal of Statistical Computation and Simulation, Journal of the American Statistical Association, Journal of the Royal Statistical Society Series A, Journal of the Royal Statistical Society Series B, Rivista di Statistica Ufficiale, Statistical Methods and Applications, TEST, Value in Health.