I am currently supervising - together with Olga Kuryatnikova and Wilco van den Heuvel - the PhD project of Marten Soer. The project lies at the intersection of Statistics and Operations Research, and the main focus directions will be reducing computational time by exploiting the structure of problems (e.g., sparsity ) and applying advanced optimization techniques (enhanced gradient descent, integer programming algorithms tailored to a specific problem); increasing the applicability of models to noisy and unseen data by using robust and stochastic optimization; and, allowing constraints on model parameters.
I am currently supervising - together with Patrick J.F. Groenen - the research internship of Aleksandr Zhuravlev within his Business Data Science research MSc. The internship is focused on developing an algorithm that allows applying large classical scaling on data that has many missing values
in the last few years I have been supervising fourteen msc theses in Econometrics of which twelve with specialization in Business Analytics and Quantitative Marketing and two with specialization in Econometrics (on mixed-type data clustering methods and machine learning methods for econometrics), and fourteen msc theses in Data Science for Marketing Analytics (on supervised machine learning methods)
in the last few years I have been supervising twenty-eight bsc theses in Econometrics (on Wang, Zhang, Sun and Fang (2018), Witten and Tibshirani (2010), Cavicchia, Vichi and Zaccaria (2022), Adachi and Trendafilov (2018), Vichi and Kiers (2001) and Bluszcz (2016))
in the last few years I have been second assessor for eleven msc theses in Econometrics (six in Business Analytics and Quantitative Marketing, one in Econometrics, and four in Quantitative Finance), nine msc theses in Data Science for Marketing Analytics, and twenty-eight bsc theses in Econometrics
I am currently teaching the bsc courses Applied Statistics 2 and Toegepaste Statistiek 2 and the msc course Seminar Case Studies in Business Analytics and Quantitative Marketing at Erasmus School of Economics
in the past few years I taught the msc course Seminar Data Science for Marketing Analytics and the bsc course Seminar in Business Analytics and Quantitative Marketing at Erasmus School of Economics
in the past years I taught pratical classes during the Statistics for the Master of Science in Development Economics and International Cooperation at Torvergata University of Rome - material:: one, two, three
in the past years I taught pratical classes during the Statistics course for bsc students at LUISS University of Rome - material:: one, two, three, four
in the past years I taught Applied multivariate analysis with SAS for the Business Statistics course for bsc students at Torvergata University of Rome - material:: one, two, two (ex), three, four
in the past years I taught the Preparatory Course in Statistics for the msc courses in European Economy and Business Law at Torvergata University of Rome - material:: one, two, three, four, five