Claudio PIZZI
- Position
- Associate Professor
- Telephone
- 041 234 7420 / 041 234 6658
-
pizzic@unive.it
paritetica.selisi@unive.it - commissione paritetica SELISI
- Academic discipline
- Economic Statistics [STAT-02/A]
- Website
-
https://www.unive.it/web/en/19197/people/pizzic(personal record)
- Office
-
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Office hours
Venice - Office C2-116 / Treviso - Office N
Student office hours are held in person every Tuesday from 10:30 to 11:30 at the Treviso campus (please book at the following link: https://calendar.app.google/syMS4vkCetbUzoGR6).
Student office hours are held in person every Wednesday from 10:00 to 11:30 at the Venice campus (please book at the following link: https://calendar.app.google/TUDztvV93VLK8iK57).
Thesis Supervision
The research topics that can be addressed in the theses I supervise are:
- Statistical modeling (parametric and non-parametric) for the analysis of economic and financial time series
- Artificial intelligence and machine learning techniques for the analysis of economic and financial data
- Technical analysis and trading strategies based on the use of artificial intelligence and machine learning
- Poverty measurement
To complete the thesis, knowledge of at least one suitable data analysis software, such as R or Python, is required.
A preliminary in-person discussion will be mandatory for the assignment of the thesis topic.
Teaching activity current year
Teaching activity previous years
Activities and research skills
- Academic discipline
- Statistica economica [STAT-02/A]
- Settore Scientifico Disciplinare (SSD) affine
- STATISTICA [SECS-S/01]
- Geographic areas in which the research experience mainly applies
- Internazionale: Europa
- Known languages
-
inglese
(scritto: intermedio parlato: intermedio)
- Main departmental research areas and fields
-
Area:
Economia Linea:
Settori finanziari - modelli e metodi
Area: Economia Linea: Settori finanziari - politiche e gestione
Area: Statistica Linea: Not-for-profit - Modelli e metodi
Area: Statistica Linea: Settori finanziari - modelli e metodi
- Finanza quantitativa: Processi stocastici e modelli per serie storiche finanziarie; Sistemi di trading; analisi tecnica
-
- Description:
- Quantitative Finance: stochastic processes and model for financial time series analysis; trading system; Technical analysis
- ATECO code:
- [85.42] - istruzione universitaria e post-universitaria; accademie e conservatori
- Analisi del mercato, sondaggi e ricerche di mercato, segmentazione del mercato
-
- Description:
- Market analysis, surveys and market research, market segmentation
- ATECO code:
- [85.42] - istruzione universitaria e post-universitaria; accademie e conservatori
- Apprendimento automatico, modelli di identificazione pattern meta-euristiche di ottimizzazione
-
- Description:
- Machine learning, pattern identification models, bio-inspired optimization meta-heuristic
- ATECO code:
- [85.42] - istruzione universitaria e post-universitaria; accademie e conservatori
- Cointegrazione non lineare nelle serie storiche finanziarie
-
- SSD:
- SECS-S/03
- Mercati finanziari e rischio sistemico
-
- Other members of the research group:
-
Francesca PARPINEL
- Modelli statistici per lo studio delle competenze trasversali
- Sistemi di trading e metaeuristiche di ottimizzazione
-
- SSD:
- SECS-S/03
- Other members of the research group:
-
Marco CORAZZA
Francesca PARPINEL
- Disegni sperimentali evolutivi
-
- Funding body:
- MIUR
- Type:
- PRIN
- Role in the project:
- PT
- Starting date:
- Year: 2007 Length in months: 24
- Other members of the research group:
-
Francesca PARPINEL
Debora SLANZI
- Hi-Di NET Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance
-
- Funding body:
- MIUR
- Type:
- PRIN
- Role in the project:
- NS
- Starting date:
- Year: 2017 Length in months: 36
- Modelli Statistici multivariati per la valutazione dei rischi
-
- Funding body:
- MIUR
- Type:
- PRIN
- Role in the project:
- PT
- Starting date:
- Year: 2011 Length in months: 36
- Other members of the research group:
-
Monica BILLIO
Roberto CASARIN
Marcella LUCCHETTA
Guido Massimiliano MANTOVANI
Francesca PARPINEL
Loriana PELIZZON
Publication highlights
Parpinel, Francesca; Pizzi, Claudio Dal problema alla soluzione. Guida pratica per principianti alla programmazione in R , Torino, G. Giappichelli Editore srl (ISBN 9791221106848; 9791221156867)
2024,
Scientific monograph or treatise - ARCA card: 10278/5061884
Corazza, Marco; Pizzi, Claudio; Marchioni, Andrea A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization in COMPUTATIONAL MANAGEMENT SCIENCE, vol. 21 (ISSN 1619-697X)
DOI 2024,
Journal Article - ARCA card: 10278/5062921
Barro, Diana; Parpinel, Francesca; Pizzi, Claudio Pricing Rainfall Derivatives by Genetic Programming: A Case Study in Barro D., Parpinel F. and Pizzi C., Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022, Cham, Springer, pp. 64-69 (ISBN 978-3-030-99637-6; 978-3-030-99638-3)
DOI - URL correlato 2022,
Book Article - ARCA card: 10278/3761388
Marco Corazza; Elisa Scalco; Claudio Pizzi Verifying the Rényi dependence axioms for a non-linear bivariate comovement index , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022, Cham, Springer, pp. 168-174 (ISBN 978-3-030-99637-6)
DOI - URL correlato 2022,
Book Article - ARCA card: 10278/3756860
Cortellazzo Laura; Bonesso Sara, Gerli Fabrizio, Pizzi Claudio Experiences that matter: Unraveling the link between extracurricular activities and emotional and social competencies in FRONTIERS IN PSYCHOLOGY, vol. 12, pp. 1-15 (ISSN 1664-1078)
DOI - URL correlato 2021,
Journal Article - ARCA card: 10278/3742297