Dr Alessandro Cardinali
Lecturer in Statistics
School of Computing, Electronics and Mathematics (Faculty of Science and Engineering)
PhD in Quantitative Research Methods (University of Perugia)
MSc in Statistics (University of Sheffield)
BSc (Laurea) in Economics (University of Perugia)
The Royal Statistical Society
Time series analysis;
Teaching Duties (* indicates modules for which I have been Module Leader)
Modules 2013 - 2014:
Introductory Statistics for the following modules: MBIO109, BIOL1006;
Introductory Statistics for the following module (Marine Biology): MBIO109.
Time series analysis;
Econometrics and financial econometrics.
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.
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 (2016). Practical Powerful Wavelet Packet Tests for Second Order Stationarity. Applied and Computational Harmonic Analysis, in press.
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.
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.
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).