Dr Alessandro Cardinali
Lecturer in Statistics
School of Computing, Electronics and Mathematics (Faculty of Science & 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)
Time series analysis;
Econometrics and financial econometrics.
- Centre for Mathematical Sciences (CMS)
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 (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.
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).