New President of HERMES

17-10-18

During last meeting of Hermes Network in June 2018 at Budapest a new President of the network has been elected:

Claudia Tarantola, is associate professor of Statistics at the Department of Economics and Management of University of Pavia. She graduated in “Political Economy” from L. Bocconi University. She obtained her PhD in “Methodological Statistics” from the University of Trento, she defended a thesis on “ Bayesian Model Determination for Discrete Graphical Models”, supervisors Prof G. Consonni and P. Giudici.

She spent part of her PhD program at the Department of Mathematics of the University of Bristol, where she worked under the supervision of prof P.J. Green. She was a post-doc at the Department of Statistics of Athens University of Economics and business under the supervision of Prof. P.  Dellaportas. She has taken part in various research programs, both national and international. In particular she acted as a coordinator and principal investigator of the project ” “Multivariate Statistical Analysis for Extreme Value Risk Management in Energy Markets”, financed by ENEL S.P.A.

Her main research interests are: Copula Modelling Bayesian clustering techniques, Bayesian Networks, Bayesian Statistics, Data Science, Graphical Models, Marginal Models, Markov Chain Monte Carlo methods, Statistical Models for Financial Risks. She has published in scientific papers in well-known international journal such as: European Journal of Operational research, Expert Systems with application, Journal of the Royal Statistical Society Series B, Quantitative Finance.

She served as a referee for various scientific journal including Biometrika, European Journal of Operational Journal of the Royal Statistical Society series B, Journal of Statistical planning and Inference among others.

She is a member of the teaching staff of the PhD program in Economics and Management of Technology (DREAMT)

She was Professor on contract at L Bocconi University course of “Statistics”.