Michele LA ROCCA | Curriculum

BIO

He is full Professor of Statistics at the Departments of Economics and Statistics, University of Salerno, Italy, where he teaches Statistics, Computer Science and Advanced Statistics courses. He also teaches Probability and Statistics at the Master program “Competition, Public Policy Evaluation and Regulation”  at the Faculty of Economics, University of Naples Federico II. He is Faculty member of the PhD programme in “System biology” at the University of Salerno.

He graduated cum laude in Economics from the University of Naples Federico II, he obtained a Master diploma (two years programme) in Statistics at the “Centro di Specializzazione e Ricerche” from Portici (NA) and a PhD in Statistics, at the University of Bari. He was visiting fellow at the Statistical Laboratory, University of Cambridge (1995) at the Institut fur Statistics und Ekonometrics, Humboldt-Universitat, Berlin (2002),  at the Department of Statistics, Charles University, Prague (2003), Center for Bioinformatics and Biostatistics, Danube University, Krems, Austria (2009), Department of Public and Business Administration, University of Cyprus, Nicosia (2009);

His research interests are on resampling techniques, empirical likelihood, neural networks and extreme learning machines, robust and nonparametric inference, nonlinear time series analysis, variable selection. On these topics he published papers on national and international journals. He was member of several programme and scientific committees for national and international conferences. He cooperated as referee for Computational Statistics and Data Analysis, Journal of Time Series Analysis, Journal of Multivariate Analysis, Statistical Methods and Applications, Mathematical and Computer Modeling, IEEE Transactions on Neural Networks, Envirometrics, European Journal of Operational Research and Information Science. He was Associate Editor of Computational Statistics and Data Analysis.

CURRICULUM VITAE

EDUCATION
Laurea cum laude (four years university degree) in Economics, University of Naples, 1988.
Master  in Statistics (two years programme) at the “Centro di Specializzazione e Ricerche”, Portici (NA) 1990.
PhD in Statistics, University of Bari, 1994.

ACADEMIC POSITIONS
Full professor of Statistics,  Faculty of Political Science, University of Salerno (30.9.2005 –).
Full professor of Statistics,  Faculty of Economics, University of Salerno (1.3.2005 – 30.9.2005).
Associate Professor in Statistics, Faculty of Political Science, University of Salerno (1.11.2001 – 28.2.2005).
Assistant Professor in  Statistics Faculty of Economics, University of  Salerno (1.4.1993 – 31.10.2001).

Member of the:
Department of Economics and Statistics, Advanced Research Centre in Statistica (STATLAB),  Research Centre  in Labour Economics and Political Economy (CELPE).

AFFILIATIONS
Italian Statistical Society (SIS);
SIS working group on Time Series Analysis (ANSET);
International Association of Computational Statistics (IASC);
European Research Consortium for Informatics and Mathematics, ERCIM Working Group Computing and Statistics (working group on Computational Econometrics and Time Series);
Member of the  Charting Committee of International Society for  NonParametric Statistics.  

EDITORIAL DUTIES
Referee for Computational Statistics and Data Analysis, Journal of Time Series Analysis, Journal of Multivariate Analysis, Statistical Methods and Applications, Mathematical and Computer Modeling, IEEE Transactions on Neural Networks, Envirometrics, European Journal of Operational Research, Information Science.
Member of “Quaderni di Statistica”.
Associate Editor of Computational Statistics and Data Analysis (2005-2006).
Member of the Editorial Board of Handbook of Computing and Statistics with Applications (Elsevier).

VISITS ABROAD
Department of Public and Business Administration, University of Cyprus,  Nicosia (invited by Prof. Erricos J. Konthoghiorges);
Center for Bioinformatics and Biostatistics, Danube University, Krems, Austria, (invited by Prof. Michael Schimeck);
Department of Statistics,  Charles University di Praga (invited Prof. Jaromir Antoch);
Institut fur Statistics und Ekonometrics, Humboldt-Universitat di Berlino, (invited by Prof. Wolfgang Haerdle);
Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, dell’Università di Cambridge (invited by Prof.  Alastair Young).

GRANTS
Principal investigator for the project "High performance computing for financial and statistical analysis" (2009).
Principal investigator for FARB projects (from 2007 to 2011): Computer intensive inference per financial time series analysis (2011); Extreme learning machine and nonlinear time series modelling  for financial time series (2010); Multiple testing for statistical model selection (2009); Resampling techniques for financial time series (2008); Nonparametric modeling and forecasting for financial time series (2007).
Coordinator of the Action “Almanacco” within Project SCHOLA 2  II, CAOT, and action “Telescopio sul lavoro”, Project SCHOLA, CAOT, EU funding for  the PON “Ricerca Scientifica, Sviluppo Tecnologico, Alta Formazione” 2000-2006.

SEMINARS
“Neural network sieve bootstrap for nonlinear time series”, Universidad Carlos III de Madrid Departamento de Estadística Madrid, Abril 2010.
“Multiple testing schemes for feature selection in neural network models”, Institut für Medizinische Informatik Graz, September 2009, Graz, Austria.
How to select the best nolinear linear model? A novel artificial neural networks approach, Danube University of Krems, Austria, September 2009.
Modelling and Estimation with Artificial Neural Networks, Tutorial T3: Convergence Analysis della rete di ricerca europea COMISEF, Schloss Rauischholzhausen, Marburg, Germany, October 2008.
Modelling Complex Structures by Artificial Neural Networks, IASC – ERS Summer School on Statistical Learning: Data Mining and Regression Tools, September  2007, Procida (NA), Italy.
Neural network model selection, Facoltà di Economia, Università degli Studi di Roma III, aprile 2007
Neural network modeling for time series data, Facolta` di Economia, Universita` degli Studi di Roma III, aprile 2007
"Reti neurali", Facoltà di Statistica, Università degli Studi di Roma ’La Sapienza’, maggio 2005
La verosimiglianza empirica: aspetti metodologici ed applicazioni al controllo statistico dei processi, Facoltà di Economia, Università Cattolica del Sacro Cuore, Milano, ottobre 2004
Bootstrapping Empirical likelihood, Facoltà di Economia, Università degli Studi di Cassino, marzo 2004.
Empirical likelihood: an introduction, Facoltà di Economia, Università degli Studi di Cassino,  febbraio 2004.

CONFERENCE ORGANIZATION
Member of the scientific and program committee of:
International conference mathematical and Statistical Methods for Actuarial Sciences and Finance (Venezia 2008, Ravello (SA) 2010, Venezia 2012);
ERCIM Working Group on Computing & Statistics (Neuchatel, Switzerland 2008; Limassol, Cipro 2009);  EURISBIS 2009 European Regional Meeting of the International Society for Business and Industrial Statistics, Cagliari 2009;   
4th International Conference on Computational Management Science, Geneve 2007;  
8th Workshop of the ERCIM Working Group on Matrix Computations and Statistics,  Salerno 2006;
CEF 2006 – Computation in Economics and Finance, Limassol, Cyprus (2006);
3ed IASC World Conference on Comutational Statistics and Data Analysis, Limassol, Cyprus (2005). Co-organizer e Co-chair (con Q. Yao, D. Politis e R. Cheng) of the sections Computer-intensive methods for dependent data;
Computational Management Science, Conference and Workshop on Computational Econometrics and Statistics, Neuchtel, Switzerland, 2004.

CONFERENCES
Invited talks to:
5th CSDA International Conference on Computational and Financial Econometrics University of London, UK 2011;
3rd International Conference of the ERCIM WG on Computing and Statistics,  University of London, UK 2010;
EURISBIS 2009, Cagliari 2009;  
First joint meeting of the Societe Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society Caserta (Italy) 2008;
56th Session of the ISI. Lisbona 2007;
Knowledge Extraction and Modeling (IASC-INTERFACE-IFCS Workshop),  Capri, Italy  2006;
3e`me Cycle Romand d’Informatique ’One day seminar on Computational Economics and Finance’, Neuchatel, Switzerland (2006);
International Conference on Computational Management Science, Amsterdam 2006;  
8th International Work-Conference on Artificial Neural Networks, IWANN 2005, Vilanova i la Geltrù, Spain 2005;
 INTERFACE 2004: Computational Biology and Bioinformatics 36th Symposium on the Interface, 2004, Baltimore, Maryland, USA.