- Room 008, 2 Kirkby Place, Drake Circus, Plymouth, PL4 8AA
- +44 1752 586336
- alessandro.cardinali@plymouth.ac.uk

Profiles
Dr Alessandro Cardinali
Lecturer in Statistics
School of Engineering, Computing and Mathematics (Faculty of Science and Engineering)
Biography
Biography
Qualifications
- PhD in Quantitative Research Methods (University of Perugia)
- MSc in Statistics (University of Sheffield)
- BSc (Laurea) in Economics (University of Perugia)
Professional membership
The Royal Statistical Society
Teaching
Teaching
Teaching interests
- Computational statistics;
- Time series analysis;
- Quantitative finance.
- Time Series Analysis and Modelling (MATH3608*);
- Mathematical Methods II (MATH053);
- Study and Mathematical Skills for Science (CMN004).
- Time Series Analysis and Modelling (MATH3608*);
- Medical Statistics (MATH3614);
- Data Mining and Algorithms (MATH057).
- Financial Statistics (MATH3623*);
- Quantitative Financial Modelling (MATH258*);
- Mathematical Finance in Context (MATH3624);
- Data Mining and Algorithms (MATH057).
Research
Research
Research interests
- Nonparametric statistics;
- Time series analysis;
- Econometrics and financial econometrics.
Publications
Publications
Key publications
Key publications are highlighted
Journals
Note: from September 2007 to September 2013 I had an academic career break, without teaching and research duties.
Publications during this period were the result of voluntary research activity.
International Journals:
A. Cardinali (2008). A Generalized Multiscale Analysis of the Predictive Content of Eurodollar Implied Volatilities. International Journal of Theoretical and Applied Finance, 12:1, 1-18;
A. Cardinali and G.P.Nason (2010). Costationarity of Locally Stationary Time Series. Journal of Time Series Econometrics, 2(2): Article 1;
A. Cardinali (2011). Estimating Volatility from ATM Options with Lognormal Stochastic Variance and Long Memory. Applied Financial Economics, 22, 733-748;
A. Cardinali (2011). Sensitivity Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors. International Econometrics Review, 4:1, article 1;
A. Caporali, M. Meloni, A. Miller, A. Cardinali, K. Vierlinger, M. Hofner, C. Noehammer, P. Madeddu, C. Emanueli (2012). Regulation of ST2 by p75NTR neurotrophin receptor in diabetic and ischemic wounds. Arteriosclerosis Thrombosis and Vascular Biology, 32, 149-160;
A. Cardinali and G.P. Nason (2012). Costationarity of Locally Stationary Time Series using Costat. Journal of Statistical Software, 55:1.
A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.
A. Cardinali and G.P. Nason (2018). Practical Powerful Wavelet Packet Tests for Second Order Stationarity. Applied and Computational Harmonic Analysis, 44:1, 558-583.
Referred Proceedings and Volumes:
A. Cardinali and G.P.Nason (2005). A Statistical Multiscale Approach to Image Segmentation and Fusion. Proceedings Fusion 2005;
A. Cardinali (2009). Estimating Volatility from ATM Options with Lognormal Stochastic Variance. Proceedings ICEEE 2009;
A. Cardinali (2014) Local Covariance Estimation using Costationarity. Topics in Nonparametric Statistics (M. Akritas, S. Lahiri. and D. Politis Editors), Springer.
Personal
Personal
Reports & invited lectures
Invited Talks and Seminars
- A. Cardinali (2012). Topics on Costationarity of Locally Stationary Time Series; Nuffield Econometric/INET Seminar, University of Oxford (UK);
- A. Cardinali (2012). Local Covariance Estimation using Costationarity First Conference of the International Society of Nonparametric Statistics, Chalkidiki (GR).