Giovanni Motta | Research


	School of Business and Economics Department of Quantitative Economics
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Curriculum Vitae

Research

Teaching

Publications

Research

Current Projects

Statistical methods and models for the analysis of spatio-temporal data, joint with Hernando Ombao (granted by the Center for Statistical Sciences of Brown University).

Smooth Forecasting of Evolutionary Panels, joint with Marco Lippi and Matteo Barigozzi (granted by The Europen Commision).

Dynamic factor models with time-varying autoregressive parameters: a semiparametric approach, joint with Michael Eichler.

Spatial Identification of Epilepsy Regions, joint with Michael Lavine and Michael Eichler.

Refereeing Activities

Journal of the American Statistical Association, Journal of the Royal Statistical Society, Journal of Econometrics.

Talks

August 26-31, 2012. Invited session on Statistical methods for analyzing neurophysiological signals. 26th International Biometric Conference (IBC 2012), Kobe (Japan). Organizer of the session: Sati Mazumdar.

June 15-19, 2012. Invited session on Locally Stationary Processes. 1st conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki (Greece). Organizer of the session: Rainer Dahlhaus.

January 30, 2012. Invited Speaker, Department of statistics, University of California at Irvine (UCI), Irvine (California, USA). Inviting Professor: Hernando Ombao.

December 19, 2011. Invited session on Analysis of large-dimensional datasets: recent advances. 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London (UK). Organizer of the session: Marco Lippi.

August 4, 2011. Invited session on Sparsity, non-stationarity and dimension reduction in financial statistics. Joint Statistical Meetings (JSM 2011), Miami Beach (Florida). Organizer of the session: Piotr Fryzlewicz.

July 9, 2011. Parallel session on Financial Econometrics: Volatility, 17th International Panel Data Conference, Montreal (Canada).

June 27, 2011. Contributed Session on Time Series Analysis, 31st International Symposium on Forecasting (ISF), Prague (Czech Republic).

May 27, 2011. Parallel session on Advanced Modelling, Eighteenth International Conference on Forecasting Financial Markets (FFM 2011), Marseille (France).

April 28, 2011. Invited Speaker, Institut für Kommunikationswissenschaft und Medienforschung, Ludwig Maximilians Universität München (Germany). Inviting Professor: Christian Baden.

October 15, 2010. Invited Speaker, Statistics Seminars, Department of Statistics, London School of Economics, London (United Kingdom). Inviting Professor: Piotr Fryzlewicz.

August 1, 2010. Topic-contributed session on Statistical Analysis of Brain Signals, Joint Statistical Meetings (JSM 2010), Vancouver (Canada).

July 28, 2010. Invited Speaker, Swartz Center for Computational Neuroscienze, University of San Diego (California, USA). Inviting Professor: Scott Makeig.

January 25, 2010. Invited Speaker, Department of Mathematics and Statistics, University of Amherst (Massachussetts, USA). Inviting Professor: Michael Lavine.

January 21, 2010. Invited Speaker, Department of Mathematics and Statistics, Boston University (Massachussetts, USA). Inviting Professor: Murad Taqqu.

December 17, 2009. Invited Speaker, Department of Economics, Brown University, Providence (Rhode Island, USA). Inviting Professor: Frank Kleibergen.

December 7, 2009. Invited Speaker, Center for Statistical Sciences, Brown University, Providence (Rhode Island, USA). Inviting Professor: Hernando Ombao.

October 8, 2009. Invited Speaker, Joint Statistics Seminars of the Department of Mathematics (Section of Statistics), Katholieke Universiteit Leuven (Belgium). Inviting Professor: Irène Gijbels.

June 12, 2009. Annual meeting of the Netherlands Econometric Study Group, Amsterdam (The Netherlands). Keynote Speaker: Donald Andrews.

October 10, 2008. Invited Speaker, Séminaires de l'ECARES, Université Libre de Bruxelles (Belgium). Inviting Professor: Marc Hallin.

October 26, 2007. Conference on Multivariate Volatility Models, Faro (Portugal). Keynote Speaker: Robert Engle.

June 15, 2007. Annual meeting of the Netherlands Econometric Study Group, Maastricht (The Netherlands). Keynote Speaker: Yuichi Kitamura.

March 30, 2007. Invited Speaker, Séminaires de Statistique de l'Institut de Mathématique, Université de Liège (Belgium). Inviting Professor: Cédric Heuchenne.

March 5, 2007. Invited Speaker, Seminar of the Econometrics Group of the Department of Quantitative Economics, School of Business and Economics of Maastricht University (The Netherlands). Inviting Professor: Jean-Pierre Urbain.

May 19, 2006. Invited Speaker, Seminar of the Center for Finance, Business School of Göteborg (Sweden). Inviting Professor: Catalin Starica.

Poster Sessions

June 7-8, 2010. 16th Annual Meeting of the Organization for Human Brain Mapping (OHBM), Barcelona (Spain).

June 9, 2008. International Workshop on Recent Advances in Time Series Analysis, 08-11 June 2008, Protaras (Cyprus).

June 10, 2006. Conference 50 years of Econometrics, organized by the Econometric Institute, Erasmus University of Rotterdam (The Netherlands).

Doctoral Seminars and Poster Sessions (Belgium)

October 19, 2007. The 15th annual meeting of the Belgian Statistical Society (BSS2007), Antwerp.

September 21, 2007. Doctoral seminar, Institute of statistics, UCL.

May 10, 2007. Workshop on Multivariate Time Series Modelling, CORE, Louvain-La-Neuve

October 12, 2006. 14th Annual meeting of the Belgian Statistical Society, Houffalize.

March 30, 2006. Young Researchers Seminar, Institute of Statistics, UCL.

March 17, 2006. Flexible Statistical Analysis, Fifth workshop of the IAP research network, UCL.

December 16, 2004. Young Researchers Seminar, Institute of Statistics, UCL.

Giovanni Motta, March 2011