Massimiliano Copetti

Curriculum Vitae

 

 

Personal Information

·        Born on 28/05/1978

·        Address: via Tratturo del Carmine 14, 71043 Manfredonia (FG) – Italy

·        Mobile number: +39 349 8317887

·        Italian nationality

·        e – mail: massimiliano.copetti@unibocconi.it

·        Military enlistment: free for scientific reasons

 

 

 
Current Position

11/2005 - … Post. Doc. Position in Spatial Statistics – “G. D’Annunzio” University – Chieti-Pescara

09/2005 - … Teaching Fellowship in Econometrics – LUISS University – Rome

Final year Ph.D. student in Statistics at  IMQ – Bocconi University – Milan

 

Previous Positions

01/01/2005 – 31/07/2005 Visiting Ph.D. student conducting research at Mathematics and Statistics Department – University of Lancaster – UK  under Prof. Peter J. Diggle’s supervision

 

Research Interests

·        Spatio-temporal point processes

·        Spatial statistics for epidemiology

·        Statistics for Medicine and Biostatistics

·        Statistics for Finance

 

Award&Fellowship

01/01/2005 – 31/03/2005 : EU - Marie Curie Fellowship Position  at Mathematics and Statistics Department – University of Lancaster – UK

2002 – 2005 Italian Government Fellowship (PhD fellowship)

1997, 1998, 1999, 2000, 2001 – “G. D’Annunzio” University Fellowship

 

Education

·        Ph.D. in Statistics (final year) – Bocconi University, Milan – Supervisors: Prof. Francesco Billari, Prof. Giuseppe Arbia, Prof. Peter J. Diggle

·        B.Sc. in Economics  (skills in quantitative finance)  - 110/110 cum laudae

“G. D’Annunzio” University, Pescara, 2002

Thesis supervisor: Prof. Giuseppe Arbia

Thesis title: “Black and Litterman model: statistical evaluations and empirical

experiences”

·        Diploma Liceo Scientifico “G. Galilei”, Manfredonia - 1997 , mark: 56/60

 

Pubblications
  • “Modelling the individual behaviour of firms to explain the spatial concentration of economic activities” (with G. Arbia  and P. J. Diggle) – forthcoming in Senn L. and Fratesi L., “Growth in Interconnected Territories: Innovation Dynamics, Local Factors and Agents”, Springer-Verlag
  • “A Semiparametric Estimator for Possibly Similar Intensities for Poisson Point Process” (with P. J. Diggle) – working paper
  • “Statistical Analysis of Innovation's Geography and Knowledge Diffusion” (with P. J. Diggle) – working paper
  •  “Testing  investor’s views compatibility with market information” (with G. Lafratta) – working paper
 
Teaching Experience

·        Econometrics – LUISS, Rome, 2005

·        Statistics for Experimental Research  – “G. D’Annunzio” University –  Chieti-Pescara, 2006

·        Informatics  – “G. D’Annunzio” University –  Chieti-Pescara, 2006

 

Affiliations

·        SIS – Italian Statistical Society

 

Member of Local Committee,

International Conference on Spatial Econometrics and Statistics

25 – 27 May 2006, Rome, Italy

 

 

Summer Schools and Courses attended

·        SISMEC – “Ipotesi, Dati, Evidenze”, Italian Society of Medical Statistics and Epidemiology – Abano Terme, Italy 2005

·        ESSID - “European Summer School on Industrial Dynamics” , Institute d’Etudes Scientifique de Cargèse, Corse, France - 2004

·        “Empirical Processes: Theory and Applications”, held by Prof. J.A. Wellner in Torgnon (Aosta), 2003

·        Centro Interuniversitario di Econometria (CIdE), “13th (EC)2 Conference: Model Selection and Evaluation”, Bologna, 2002

·        Scuola Matematica Interuniversitaria (SMI) Probability (course held by Prof. D. Gilat) and Mathematical Statistics (course held by Prof. L. Goldstein), Perugia, 2001

 

 
Ph.D. courses attended
  1. Measure Theory – Prof. Fabio Maccheroni
  2. Probability – Prof. Sandra Fortini
  3. Stochastic Processes – Prof. Yakov Nikitin
  4. Mathematical Statistics– Prof. Eugenio Melilli
  5. Bayesian Parametric Statistics – Prof. Pietro Muliere
  6. Bayesian Non-Parametric Statistics – Prof. Pietro Muliere
  7. MCMC Simulations – Prof. Antonietta Mira
  8. Mixture Models – Prof. Sonia Petrone
  9. Exponential Family – Prof. Eduardo Gutierrez Peña
  10. Survival Analysis – Prof. Nils Lid Hjort 
  11. Inference in Financial Markets – Prof. Francesco Corielli 
  12. Applied Survival Analysis – Prof. Francesco Billari 
  13. Survival and Event History Analysis  (at Lancaster University) –  Prof. Rob Henderson
  14. The Analysis of Longitudinal Data (at Lancaster University) –  Prof. Patrick Brown
  15. Spatial Statistics for Enviromental Epidemiology (at Lancaster University) –  Prof. Carmen Fernandez

 

Professional activities

·        “Economical effects of some regional laws on early entrepreneurship”, Economic Research for “Regione Abruzzo” - 2002.

·        Department Library Manager at Science Department – “G. D’Annunzio” University – Pescara – 2000, 2001

 

Programming abilities

·        R and S-plus Languages

·        SAS

·        Microsoft Office Tools

·        Latex

·        Windows (expert) and Linux (basic) environments

 

Foreign Languages

·        English – very good spoken and written