Matteo Farnè received his PhD in Statistical Sciences at the University of Bologna in 2016, discussing a thesis entitled “Large covariance matrix estimation by composite minimization” under the guidance of Prof. Angela Montanari. Ammitted to the Superior College of UNIBO in 2010, he spent research periods at University College London in 2012, Stanford University in 2014, European Central Bank in 2015. His research interest include cluster analysis, outlier detection, spectral analysis, factor models, large-dimensional covariance matrix estimation, prediction and classification models. Research fellow since October 2015 at the Department of Statistical Sciences, he continues his research activity working on large-dimensional time series analysis. He also carries out teaching activities in statistics, linear models and time series analysis.
He receives upon appointment via e-mail.