PhD Student

PhD program:: XXXV
email: tesi.aliaj@uniroma1.it

supervisor: Prof. Massimiliano Tancioni

Main research interests and experience:

💠 Designing and implementing of machine learning projects for policy making using NLP techniques for extracting useful information from newspaper/tweet textual data:
§ Inflation expectation index construction – used Twitter and Factiva data to generate an index which expresses the sentiment of agents towards inflation
§ Enhance an augmented Taylor rule with the inflation expectation index for policy decisions.
💠 Agent-based computational economics.
💠 Nowcasting macroeconomic aggregates, in a project for which I received funding from the European Commission.
💠 Constructing neural networks for the purpose of analyzing natural language in various forms for index construction in the topic of economics and policy.

Research products

11573/1669094 - 2023 - Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, T.; Ciganovic, M.; Tancioni, M. - 01a Articolo in rivista
paper: JOURNAL OF FORECASTING ([Chichester]; [New York N.Y.]: John Wiley & Sons) pp. 1-17 - issn: 1099-131X - wos: WOS:000928963100001 (0) - scopus: 2-s2.0-85147523289 (1)

11573/1669092 - 2022 - Nowcasting. Developing the sources and methods to improve high-frequency labour market forecasting
Aliaj, Tesi; Ciganovic, Milos; Tancioni, Massimiliano - 03a Saggio, Trattato Scientifico

11573/1390513 - 2020 - Firms Default Prediction with Machine Learning
Aliaj, T.; Anagnostopoulos, A.; Piersanti, S. - 04b Atto di convegno in volume
conference: 4th Workshop on Mining Data for Financial Applications, MIDAS 2019, held in conjunction with the 19th European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2019 (Würzburg; Germany)
book: Mining Data for Financial Applications - (978-3-030-37719-9; 978-3-030-37720-5)

11573/1351121 - 2020 - Machine learning for nowcasting. The ensemble methods applied to decision trees case
Aliaj, Tesi - 02a Capitolo o Articolo
book: Advances in Economics: Research at the DED 2019 - ()

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