Short Bio
Claudia Tarantola, is Associate Professor of Statistics at the Department of Economics and Management of University of Pavia and holds the national scientific National Scientific
Qualification for Full Professor in Statistics 13/D1 Statistics. She graduated in Political Economy from Bocconi University. She obtained her PhD in “Methodological Statistics” from the University of Trento, she defended a thesis on “ Bayesian Model Determination for Discrete Graphical Models”, supervisors Prof G. Consonni and P. Giudici. She spent part of her PhD program at the Department of Mathematics of the University of Bristol, where she worked under the supervision of Prof. P.J. Green. She was a post-doc at the Department of Statistics of Athens University of Economics and Business, supervisor Prof. P. Dellaportas.
She has taken part in various research programs, both national and international. In particular, she acted as a coordinator and principal investigator of the project “Multivariate Statistical Analysis for Extreme Value Risk Management in Energy Markets”, financed by ENEL S.P.A.
Her main research interests are: Bayesian clustering techniques, Bayesian Networks, Bayesian Statistics, Copula Modelling, Categorical Data Analysis, Data Science, Graphical Models, Marginal Models, Markov Chain Monte Carlo methods, Statistical Models for Financial Risks.
She has published scientific papers in well-known international journals such as: Bayesian Analysis, European Journal of Operational research, Expert Systems with application, Journal of the Royal Statistical Society Series B, Quantitative Finance.
For January 2023 she is Associate Editor of the Journal of the American Statistical Association (JASA).
She served as a referee for various scientific journal including Bayesian Analysis, Biometrika, European Journal of Operational Journal of the Royal Statistical Society series B, Journal of Statistical planning and Inference among others.
She is a member of the teaching staff of the PhD program in Applied Economics and Management.
She is member of the Management Committee for Italy for the Cost action CA19130 “Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry” (https://fin-ai.eu/). She is co-leader of the Diversity Team of the Cost action CA19130 (https://fin-ai.eu/diversity/) )
From June 2018 until June 2022 she was President of the Hermes University Network a strategic alliance of 27 leading education institutions in 17 countries.
Current PhD student Sofia Giansidi
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