Alessandro CARDINALI

Ruolo attuale:: Professore Associato
SSD:: STAT-01/A - Statistica
Afferenza organizzativa:: Dipartimento di Statistica, Informatica, Applicazioni 'G. Parenti' (DiSIA)

Recapiti

	0552751526
	alessandro.cardinali(AT)unifi.it

Alessandro CARDINALI

Biografia

INFORMAZIONI PERSONALI E CONTATTI

    Nazionalità: italiana

    Indirizzo per la corrispondenza:

    Dipartimento di Statistica, Informatica, Applicazioni 'G. Parenti', Università di Firenze,
    Viale Morgagni, 59
    50134 Firenze (FI)

    Tel. 0552751526
    E-mail: alessandro.cardinali(AT)unifi.it
    Pagina web di Ateneo: https://cercachi.unifi.it/p-doc2-0-0-A-3f2c3730392f31.html




TITOLI DI STUDIO

    PgCAP (2013) Postgraduate Certificate of Academic Practice presso l'Università di
    Plymouth (Regno Unito).

    Dottorato di ricerca (2004) in Metodi di ricerca statistica ed econometrica presso l'Università di
    Perugia (Italia).

    MSc (2003) in Statistica presso l'Università di Sheffield (Regno Unito).

    Laurea (2000) in Economia presso l'Università di Perugia (Italia), con un curriculum in Metodi quantitativi in Economia e Finanza.

Alessandro CARDINALI

Curriculum

POSIZIONI LAVORATIVE

2024-Presente: Professore associato di Statistica, Università di Firenze (Italia).

2013-2024: Lecturer in Statistica, Università di Plymouth (Regno Unito).

2009-2012: Ricercatore associato di Statistica, Università di Bristol (Regno Unito).

2007-2008: Analista quantitativo, MAN Group Plc. (Regno Unito)

2004-2007: Assistente di ricerca/ricercatire Associato di Statistica, Università di Bristol (Regno Unito).

LAVORO EDITORIALE

Referee per riviste accademiche: The Arabian Journal for Science and Engineering,
Computational Statistics and Data Analysis, Journal of Applied
Statistics, Journal of the Korean Statistical Society, IEEE
Transactions on Multimedia, Journal of Statistical Planning and
Inference, Statistics and Computing, Journal of Nonparametric
Statistics, Journal of Royal Statistical Society (Serie B), TEST, Metron,
Journal of Time Series Analysis.

Revisore di monografie per Springer Nature (Springer Series on Mathematical Sciences).

Revisore di monografie per Wiley (Wiley Series on Probability and Statistics).

AFFILIAZIONI

2004-Presente: Membro ordinario della Royal Statistical Society (Regno Unito).

2021-2024: Tesoriere della sezione sud-ovest della Royal Statistical Society (Regno Unito).

2018-2021: Membro del comitato esecutivo della sezione sud-ovest della Royal Statistical Society (Regno Unito).

2014-2024: Membro associato del emph{Centre of Mathematical Sciences}, Università di Plymouth (Regno Unito).

2014-2024: Membro associato del emph{Big-Data Group}, Università di Plymouth (Regno Unito).

2007-2013: Honorary Research Fellow presso la School of Mathematics, Università di Bristol (Regno Unito).

Alessandro CARDINALI

Interessi

INTERESSI DI RICERCA

La mia ricerca si è concentrata su metodi multi-scala, tempo-frequenza, state-space e sul loro utilizzo in statistica, econometria e finanza. In particolare, la mia recente ricerca ha riguardato lo sviluppo di modelli innovativi e metodologie inferenziali per serie storiche economiche e finanziarie non stazionarie, e la loro applicazione in queste discipline. Da giugno 2007 a settembre 2013 le mie posizioni lavorative non prevedevano la produzione di articoli accademici. In questo periodo le pubblicazioni sono state ottenute come risultato di attività di ricerca volontaria.

Alessandro CARDINALI

Pubblicazioni

Legenda

Contributo su rivista |

Articolo su libro |

Libro |

Contributo in atti di convegno (proceeding) |

Brevetto |

Curatela | Altro

Altro |

Tesi di Dottorato

Alessandro Cardinali (2023). Costationary whitenoise processes and local stationarity testing. In: Valenzuela O, Rojas F, Herrera L, Pomares H, Rojas I. Theory and Applications of Time Series Analysis, pp. 19-28 Springer, ISBN:978-3-031-40208-1. DOI

Alessandro Cardinali, Guy Nason (2023). R package costat: Time Series Costationarity Determination (version 2.4.1). Accesso ONLINE all'editore

Alessandro Cardinali, Guy Nason (2022). R Package ‘LSWPlib’: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes. Accesso ONLINE all'editore

Alessandro Cardinali (2020). Some new results on long memory in financial volatility modelling. In: International Academic Conference on Contemporary Issues and Social Science Studies, MIRDEC Publishing, pp. 3-10, ISBN:978-605-80074-9-9

Alessandro Cardinali, Thomas Moran (2019). On Empirical Evidence of Long-Memory in Financial Volatility. In: MIRDEC- 11th, International Academic Conference on Social Science, Multidisciplinary and Independent Studies, MIRDEC Publishing, pp. 69-76, ISBN:978-605-81247-5-2

Alessandro Cardinali, Elisabetta Mensali (2019). The Long-Run Equilibrium of Foreign Exchange Markets after the Subprime Crisis. In: MIRDEC- 11th, International Academic Conference on Social Science, Multidisciplinary and Independent Studies, MIRDEC Publishing, pp. 61-68, ISBN:978-605-81247-5-2

Alessandro Cardinali, Edward Mellen (2019). The Quantification of Precision in Market Risk Regulation. In: MIRDEC-11th International Academic Conference Social Science, Multidisciplinary and Independent Studies, MIRDEC Publishing, pp. 77-84, ISBN:978-605-81247-5-2

Francesco Bartolucci, Alessandro Cardinali, Fulvia Pennoni (2018). A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency. In: MAF 2018, Springer, pp. 0-0.

Alessandro Cardinali, Guy Nason (2017). Locally stationary wavelet packet processes: basis selection and model fitting. JOURNAL OF TIME SERIES ANALYSIS, pp. 151-174, ISSN:1467-9892

Alessandro Cardinali, Guy Nason (2016). Practical powerful wavelet packet tests for second order stationarity. APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS, pp. 558-583, ISSN:1063-5203

Alessandro Cardinali, Guy Nason (2013). Costationarity of locally stationarity time series using Costat. JOURNAL OF STATISTICAL SOFTWARE, pp. 1-22, ISSN:1548-7660

Alessandro Cardinali (2013). Local Covariance Estimation using Costationarity. In: First conference of the Nonparametric Society for Nonparametric Statistics, Springer, pp. 53-60, ISBN:978-1-4939-0568-3

A. Caporali, M. Meloni, A. Miller, A. Cardinali, G. Spinetti, A. Nailor, E. Faglia, S. Losa, A. Gotti, O. Fortunato, T. Mitić, K. Vierlinger, M. Hofner, C. Noehammer, P. Madeddu, C. Emanueli (2012). Soluble ST2 Is Regulated by p75 Neurotrophin Receptor and Predicts Mortality in Diabetic Patients With Critical Limb Ischemia. ARTERIOSCLEROSIS, THROMBOSIS, AND VASCULAR BIOLOGY, vol. 32, pp. 149-160, ISSN:1079-5642

Alessandro Cardinali (2012). An Out-of-sample Comparison of Mean-Variance Portfolios with Orthogonal GARCH Factors. INTERNATIONAL ECONOMETRIC REVIEW, pp. 1-16, ISSN:1308-8793

Alessandro Cardinali (2012). Estimating Volatility from ATM Options with Lognormal Stochastic Variance and Long Memory. APPLIED FINANCIAL ECONOMICS, pp. 733-748, ISSN:1466-4305

Alessandro Cardinali, Guy Nason (2010). Costationarity of Locally Stationary Time Series, Journal of Time Series Econometrics. JOURNAL OF TIME SERIES ECONOMETRICS, vol. 2, pp. 1-33, ISSN:1941-1928

Alessandro Cardinali (2009). A generalized multiscale analysis of the predictive content of eurodollar implied volatilities. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, vol. 12, pp. 1-18, ISSN:0219-0249

Alessandro Cardinali, Guy Nason (2005). A Statistical Multiscale Approach to Image Segmentation and Fusion. In: 7th International Conference on Information Fusion, IEEE, pp. 0-0.

Alessandro CARDINALI

Biography

PERSONAL AND CONTACT INFORMATION

    Nationality: Italian

    Address for Correspondence:

    Dipartimento di Statistica, Informatica, Applicazioni 'G. Parenti', Università di Firenze,
    Viale Morgagni, 59
    50134 Firenze (FI)

    Tel. 0552751526
    E-mail: alessandro.cardinali(AT)unifi.it
    University Web Page: https://cercachi.unifi.it/p-doc2-0-0-A-3f2c3730392f31.html

EDUCATION

    PgCAP (2013) Postgraduate Certificate of Academic Practice at University of
    Plymouth (UK).

    PhD (2004) in Statistical and Econometric Research Methods at University of
    Perugia (Italy).

    MSc (2003) in Statistics at University of Sheffield (UK).

    BSc (2000) in Economics at University of Perugia (Italy), with a curriculum on Quantitative
    Methods in Economics and Finance.

Alessandro CARDINALI

Curriculum

EMPLOYMENT HISTORY

    2024-Present: Associate Professor in Statistics, University of Florence (Italy).

    2013-2024: Lecturer in Statistics, University of Plymouth (UK).

    2009-2012: Research Associate in Statistics, University of Bristol (UK).

    2007-2008: Quantitative Analyst, MAN Group Plc. (UK)

    2004-2007: Research Assistant/Associate in Statistics, University of Bristol (UK).

EDITORIAL WORK

    Referee for academic journals: The Arabian Journal for Science and Engineering,
    Computational Statistics and Data Analysis, Journal of Applied
    Statistics, Journal of the Korean Statistical Society, IEEE
    Transactions on Multimedia, Journal of Statistical Planning and
    Inference, Statistics and Computing, Journal of Nonparametric
    Statistics, Journal of Royal Statistical Society (Series B), TEST, Metron,
    Journal of Time Series Analysis.

    Reviewer for Springer Nature Books (Springer Series on Mathematical Sciences).

    Reviewer for Wiley Books (Wiley Series on Probability and Statistics).

FELLOWSHIPS AND AFFILIATIONS

    2004-Present: Royal Statistical Society (RSS) Ordinary Fellow.

    2021-2024: Treasurer of the RSS South West Local Group.

    2018-2021: Member of the RSS South West Local Group Executive Committee.

    2014-2024: Associate Member of emph{Centre of Mathematical Sciences}, University of Plymouth.

    2014-2024: Associate Member of the emph{Big-Data Group}, University of Plymouth.

    2007-2013: Honorary Research Fellow at School of Mathematics, University of Bristol (UK).

Alessandro CARDINALI

Interest

RESEARCH INTERESTS

My research focused on multi-scale, time-frequency and state-space methods and their use in statistics, econometrics and finance. In particular, my recent research concerned the development of innovative models and inferential methodologies for non-stationary economic and financial time series data, and their application in the aforementioned disciplines. From June 2007 to September 2013 my employment tasks did not include the production of academic papers. In this period publications were obtained as a result of voluntary research activity.