Summer School of Mathematics for Economic and Social Sciences

Mathematical Methods for Time Series Analysis

10 September 2018 - 14 September 2018

Aims

List of selected candidates:

• Guendalina Maria Anzolin, University of Urbino Carlo Bo
• Danilo Aringhieri, Università degli Studi di Parma-Dipartimento di Ingegneria Industriale
• Claudio Barbieri, Université de Cote D'Azur - Scuola Superiore Sant'Anna
• Davide Salvatore Coniglio, University of Turin
• Francesco Cordoni, Scuola Normale Superiore
• Angelo Cuzzola, Scuola Superiore Sant'Anna
• Federico Dragoni, Scuola di Studi Superiori Sant'Anna, Pisa
• Elenasofia Gabbani, Scuola Superiore Sant'Anna
• Luigi Longo, Università di Pisa
• Elisa Palagi, Scuola Superiore Sant'Anna
• Gianluca Pallante, Institute of Economics and LEM, Scuola Superiore Sant’Anna (Pisa)
• Dalila Ribaudo, University of Urbino
• Federico Riccio, Scuola Sueriore Sant'Anna
• Davide Taglialatela, Università Commerciale Luigi Bocconi
• Simone Tonini, Scuola Superiore Sant'Anna Pisa
• Giacomo Toscano, Scuola Normale Superiore
• LIDA-VRISIIDA VANDOROU, University of Athens/National Technical University of Athens
• Sebastiano Michele Zema, Scuola Superiore Sant'Anna, first year PhD in Economics

IMPORTANT NOTICE: The deadline for application has been postponed to 31st July 2018.

The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists.
It is funded and organized by the Mathematics Research Center “Ennio De Giorgi” and partially supported by the International Doctoral Program in Economics of the Scuola Superiore Sant'Anna.

Research Directions

• Description

The course has an introductory part on Stationary Stochastic Processes, including the Wold decomposition and the Spectral representation . The second part deals with Dynamic Factor Models both in the time and the frequency domain.

• Lecturer:

Marco Lippi, Einaudi Institute for Economics and Finance, Rome

• Topics:

Stationary Stochastic Processes
Wold decomposition
Spectral representation
Dynamic Factor Models

Please view Planned activities and the Syllabus for more details.

• Venue:

Fondazione Conservatorio Santa Chiara, San Miniato, Italy

• Participation

Participation is subject to selection. Only 20-25 positions are available. Financial support for board and accommodation will be provided.

• Application

On-line application should be made through the Financial support section if support is requested, or through the Registration section if support is NOT requested.
All applications must include a CV that shall be sent by e-mail to crm@sns.it.
Applications without a CV will not be considered.

Deadline for application: 31st July 2018

The list of selected candidates will be published on this website as soon as the selection is completed. Selected candidates will also receive individual confirmation.