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Scientific research by area

The activities of the STATLAB range in different areas, thanks to the research carried out by its members. For a detailed list of scientific publications, please refer to the personal web pages of the staff of STATLAB. An overview of the different research areas is given below.

Statistical Methodology
Stochastic Processes: inference and dynamic properties, methods of classification.

Time Series
Threshold models, models for conditional heteroskedasticity and volatility estimate, neural networks, bilinear models, combination of forecasts.

Social Statistics
Methods of sample survey. Preparation of questionnaires and data collection sheets. Q-methodology. Causal models. Analysis of Multidimensional Data Clustering Techniques. Data Mining. Analysis of Preferences. Conjoint analysis. Statistical analysis of social networks. Methods and Statistical Techniques for Relational Data (analysis of scientific collaboration, studies of business networks, collaborative learning).

Health Statistics
Analysis of epidemiological and experimental methods for classification and forecasting, survival analysis, parametric and nonparametric tests.

Statistical Methods for Finance
Estimation of Value at Risk and Expected Shortfall, Portfolio Optimization, Option Pricing, Hedging Futures.

Nonparametric Estimation and Inference
Inference based on resampling, nonparametric methods, inference procedures free distribution.
Analysis of Big Data