Foto del docente

Silvia Romagnoli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Director of Second Cycle Degree in Quantitative Finance

Curriculum vitae

  1. Scientific High School Diploma in 1987;
  2. Economic Degree (Master-Level), major in Financial Mathematics, in 1992 with honours;
  3. Assistant Professor from 1996, confirmed from 1999;
  4. Specialization at the University Pierre et Marie Curie, Paris VI (DEA Probabilité et Finance) with CNR grants (1997);
  5. ASN II fascia (2012);
  6. Associate Professor from 2014;
  7. ASN I fascia, (2016-2018);
  8. Full Professor from 2021.

Institutional activities:

  1. 2022-to date: programme director of Greening Energy Market and Finance-Second Cycle Degree, Unibo;
  2. 2018-to date: programme director of Quantitative Finance-Second Cycle Degree, Unibo;
  1. 2008-to date: person in charge for the internazional exchange of the  University of Bologna: Johannes Kepler Universit¨at Linz e Karl-Franzens Universit¨at Graz (Austria);
  2. 2015-to date: Member of the Research Commission of the Statistics Department, University of Bologna;

  3. 2017-to date: Member of the Council of the Statistics Department, University of Bologna;

  4. 2014-to date: Member of the Quality Assurance Council, Quantitative Finance Master Degree-UniBo

  5. 2018-to date: Member of the Admission Committee, Quantitative Finance MD, Unibo

  6. 2015-to date: member of the MIUR (REPRISE) international scientific experts' register, sector ERC: SH1 (Markets, Individuals and Institutions: Economics, Finance and Management;

  7. 2018-to date: member of the ANVUR disciplinary experts' register.

Research Groups:

  1. 2020-to date: GECO-Green Energy Community-EIT Climate KIC: membro del Team di Ricerca.

  2. 2020-to date: S3-CLUST-ER GREENTECH: ENERGIA E SOSTENIBILITA'. Progetto di ricerca industriale pluriennale (Clean Energy package): membro del Team di Ricerca.

  3. 2019-to date: Project and Scientific Coordinator of the project Erasmus+ Knowledge Alliance "GrEnFIn: Greening Energy Market and Finance" (612408-EPP-1-2019-1-IT-EPPKA2-KA). Submission call EAC-A03-2018 and funded in 2019.

  4. 2019-to date: mirror group UNIBO of European projects in the field of "Energy" EERA-JP e3s (Economic Environmental and Social Impacts)/Sub-program 2: Market design for energy transition and Sub-program 4: Energy models for a system assessment of European low-carbon energy futures: markets, environmental and economic impacts.

  5. 2013-to date: member of  ”DMC: Dependence Models and Copulas” of ERCIM Working Group in Computational and Methodological Statistics (CMStatistics);

  6. 2010-2011: research project RMI Credit Rating Research Grant-Advancing Risk Management for Singapore and Beyond (Program Director Dr Oliver Chen, National University of Singapore).

Other informations:
  1. Referee for American Mathematical Society, The European Journal of Finance, Journal of the European Economic Association, Journal of Future Markets, Statistics and Risk Modeling, Abstract and Applied Analysis, Scandinavian Journal of Statistics, Journal of Economics and Business, The Journal of Risk, International Review of Economics and Finance, Journal of Banking and Finance, Risks, Decisions in Economics and Finance, Econometrics and Statistics, IEEE Systems Journal, International Journal of Simulation and Process Modelling, International Journal of Accounting and Finance, Journal of Statistical Computation and Simulation, IEEE Transactions on Reliability, Quantitative Finance, Applied Soft Computing, IIE Transactions, Financial Management, European Actuarial Journal, Emerging Markets Finance and Trade, Borsa Istanbul Review, Engineering Economist, The Manchester School, Technology Analysis & Strategic Management, Energies, Methodology and Computing in Applied Probability, Review of Derivatives Research, Soft Computing, International Journal of Disaster Risk Reduction, Journal of International Research Society, Journal of Financial Stability, Information Sciences, Review of Financial Economics, Carbon Management, Energy Economics.
  2. 2020: Guest Editor of the special issue "Multivariate statistics and applications", Stats (ISSN 2571-905X).
  3. 2017-to date: Membrer of the Editorial Advisory Group di Cambridge Scholars Publishing (area: Mathematics and Applied Mathematics).
  4. 2005-2013: Actuarial consultant (S.Romagnoli,C.Muzzi: Mathematical model to evaluate TFR ex IAS19, Brevetto n.0601703, 11/4/2006);
  5. 2014-to date: Consultant for technical reports in support of CTU-CTP for derivatives valuation, anatocism and usury.