Foto del docente

Matteo Farnè

Ricercatore a tempo determinato tipo a) (junior)

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/01 STATISTICA

Pubblicazioni

Laura Anderlucci, Matteo Farnè, Giuliano Galimberti, Angela Montanari, Sparse linear regression via random projections ensembles, in: CLADAG 2019 - Book of short papers, 2019, pp. 34 - 37 (atti di: CLADAG 2019, Cassino, 11-13/09/2019) [Contributo in Atti di convegno]

Gabriele Russo; Alessia Tessari; Matteo Farnè; Giorgio Gatta; Giovanni Ottoboni, WHAT MODULATES THE ACHIEVEMENT IN AN IN-FERENTIAL, VISUO-SPATIAL ENVIRONMENT, in: 21ST Conference of the European Society for Cognitive Psychology, Book of Abstract, 2019, pp. 309 - 309 (atti di: 21ST Conference of the European Society for Cognitive Psychology, Tenerife, 25-28 Settembre) [atti di convegno-abstract]

Matteo Farnè; Angela Montanari, A large covariance matrix estimator under intermediate spikiness regimes, 2018. [rapporto tecnico]

Matteo Farnè; Angelos Vouldis, A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data, 2018. [rapporto tecnico]

Matteo Farnè;Matteo Barigozzi, AN ALGEBRAIC ESTIMATOR FOR LARGE SPECTRAL MATRICES, in: Abstracts of talk, 2018, pp. 290 - 290 (atti di: Joint meeting of the Italian Mathematical Union, the Italian Society of Industrial and Applied Mathematics and the Polish Mathematical Society, Wroclaw, 17-20 September) [atti di convegno-abstract]

Matteo Farnè;Angela Montanari, Factor model estimation by composite minimization, in: Factor model estimation by composite minimization, 2018(atti di: Theoretical and algorithmic underpinnings of Big Data, Cambridge, 15 -19 January 2018) [atti di convegno-poster]

Matteo Farnè;Angela Montanari, Factor model estimation by composite minimization, in: PROGRAMME AND ABSTRACTS, 2018, pp. 5 - 5 (atti di: CRoNoS Workshop and Spring Course on Multivariate Data Analysis and Software (CRoNoS MDA 2018), Limassol, 3-5 April) [atti di convegno-abstract]

Matteo Farnè;Angelos Vouldis, MATLAB package for clustering methodology, 2018. [software]

Matteo Farnè; Angela Montanari, Matlab package for UNALCE estimator, 2018. [software]

Matteo Farnè; Angela Montanari, R package "grangers", 2018. [software]

Matteo Farnè; Angelos Vouldis, Business models of the banks in the euro area, 2017. [rapporto tecnico]

Matteo Farnè, Factor model estimation by composite minimization, in: PROGRAMME AND ABSTRACTS, 2017, pp. 65 - 65 (atti di: 10th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2017), Londra, 16 – 18 December 2017) [atti di convegno-abstract]

Matteo Farnè, Testing Granger-causality on macroeconomic time series: a bootstrap approach, in: Proceedings ITISE 2017 International work-conference on Time Series, 2017, pp. 1050 - 1053 (atti di: International Work-Conference on Time Series Analysis (ITISE 2017), Granada, 18-20 September 2017) [Contributo in Atti di convegno]

Farné, Matteo, An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2016, 45, pp. 1664 - 1675 [articolo]

Matteo Farné; Angela Montanari, Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator, «COMMUNICATIONS IN STATISTICS, THEORY AND METHODS», 2016, 45, pp. 354 - 364 [articolo]