SERI RAFFAELLO | Università degli studi dell'Insubria

Sito web:

http://rseri.me

Email

raffaello.seri@uninsubria.it

Phone

0332 39 5515

Affiliations

2018 Brown University, ICERM (Institute for Computational and Experimental Research in Mathematics)
2018- University of Southern Denmark, COMAC (Research Centre for Computational & Organisational Cognition)
2015- Università degli Studi dell'Insubria, Center for Nonlinear and Complex Systems
2004- Università degli Studi dell'Insubria, Dipartimento di Economia
2003-2004 CNR-IMATI
1999-2005 Université Paris Dauphine
2001-2002 CREST (Centre de Recherche en Economie et Statistique), Laboratoire de Finance Assurance
1999-2001 CREST (Centre de Recherche en Economie et Statistique), Laboratoire de Statistique
1997-1999 Politecnico di Milano, Dipartimento di Economia e Produzione

Education

1999-2005 PhD in Sciences, major in Mathematics under the supervision of Christian Hess, Université Paris Dauphine and CREST, Paris (F), très honorable avec félicitations du jury. PhD thesis "Estimation et Inference dans Quelques Cas Nonstandard", discussed on 15 November 2005 (Jury: Halim Doss, Søren Johansen, Denis Talay).
1998-1999 DEA MASE (Mathèmatiques Appliquèes aux Sciences Economiques), Université Paris Dauphine and ENSAE, Paris (F). DEA Thesis "Maximum Likelihood Estimation in Cross-Sectional and Dynamic Models" under the supervision of Christian Gourièroux.
1996-1999 PhD in Management and Industrial Engineering under the supervision of Rocco Mosconi, Politecnico di Milano, Milano (I). PhD Thesis "Modelli statistici ed ipotesi economiche: Aspetti teorici ed applicazioni all'economia industriale" discussed on 21 December 1999 (Jury: Giovanni Azzone, Massimo G. Colombo e Moreno Muffatto).
1991-1996 Laurea in Industrial Engineering, Politecnico di Milano, Milano (I), summa cum laude. Laurea thesis "Un modello multivariato di Survival Analysis per lo studio della dipendenza tra eventi economici: Teoria ed applicazione alla diffusione di due tecnologie interrelate" discussed on 26 July 1996.

Experience

2017- Professore ordinario (full professor) for the scientific sector SECS-P/05 ECONOMETRIA (Econometrics), Università degli Studi dell’Insubria, Department of Economics, Varese.
2014-2017 Professore associato (associate professor) for the scientific sector SECS-P/05 ECONOMETRIA (Econometrics), Università degli Studi dell’Insubria, Department of Economics, Varese.
2004-2014 Ricercatore (assistant professor) for the scientific sector SECS-P/05 ECONOMETRIA (Econometrics), Università degli Studi dell'Insubria, Department of Economics, Varese.
2003-2004 Research scolarship under the supervision of Paolo Paruolo, Università degli Studi dell'Insubria, Department of Economics, Varese.
2002-2003 Research scolarship under the supervision of Renata Rotondi in the Programma Quadro 2000-2002 of the Italian Group for Defence against Earthquakes (GNDT), CNR-IMATI, Milano (I). "Probable earthquakes in Italy between 2000 and 2030: elements for the definition of priority in the interventions for reduction of seismic risk".

Research

Publications

Refereed journal publications

Hess C., and Seri R. (2018), Generic Consistency for Approximate Stochastic Programming and Statistical Problems, SIAM Journal on Optimization, Vol. 29, No. 1, pp. 290-317.
Secchi D., Seri R. (2017), Controlling for ‘false negatives’ in agent-based models of organizational research. A review of power analysis, Computational and Mathematical Organization Theory, Vol. 23, No. 1, pp. 94-121.
Secchi D., Seri R. (2017), Experienced Discrimination in Home Mortgage Lending. A Case of Hospital Employees in Northern Italy, Business & Society, Vol. 56, No. 7, pp. 1068-1104.
Seri R. (2017), Statistical properties of b-adic diaphonies, Mathematics of Computation, Vol. 86, No. 304, pp. 799-828.
Bernasconi M., Seri R. (2016), What are we estimating when we fit Stevens’ power law?, Journal of Mathematical Psychology, Vol. 75C, pp. 137-149.
Seri R. (2015), A Tight Bound on the Distance between a Noncentral Chi Square and a Normal Distribution, IEEE Communications Letters, Vol. 19, No. 11, pp. 1877-1880.
Seri R., Choirat C. (2015), Comparison of Approximations for Compound Poisson Processes, ASTIN Bulletin, Vol. 45, No. 3, pp. 601-637.
Seri R. (2015), A Non-recursive Formula for the Higher Derivatives of the Hurwitz Zeta Function, Journal of Mathematical Analysis and Applications, Vol. 424, No. 1, pp. 826-834.
Brandolini L., Choirat C., Colzani L., Gigante G., Seri R., Travaglini G. (2014), Quadrature Rules and Distribution of Points on Manifolds, Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Vol. XIII, No. 4, pp. 889-923.
Hess C., Seri R., Choirat C. (2014), Essential intersection and approximation results for robust optimization, Journal of Nonlinear and Convex Analysis, Vol. 15, No. 5, pp. 979-1002.
Bernasconi M., Corazzini L., Seri R. (2014), Reference Dependent Preferences, Hedonic Adaptation and Tax Evasion: Does the Tax Burden Matter?, Journal of Economic Psychology, Vol. 40, pp. 103-118.
Choirat C., Seri R. (forthcoming), Bootstrap confidence sets for the Aumann mean of a random closed set, Computational Statistics and Data Analysis, Vol. 71, pp. 803-817.
Bernasconi M., Choirat C., Seri R. (2014), Empirical properties of group preference aggregation methods employed in AHP. Theory and evidence, European Journal of Operational Research, Vol. 232/3, pp. 584-592.
Choirat C., Seri R. (2013), Computational Aspects of Cui-Freeden Statistics for Equidistribution on the Sphere, Mathematics of Computation, Vol. 82/284, pp. 2137-2156.
Seri R., Choirat C. (2013), Approximation of robust and chance-constrained programs, Journal of Optimization Theory and Applications, Vol. 158/2, pp. 590-614.
Choirat C., Seri R. (2013), Numerical Properties of Generalized Discrepancies on Spheres of Arbitrary Dimension, Journal of Complexity, Vol. 29, pp. 216-235.
Choirat C., Seri R. (2012), Estimation in discrete parameter models, Statistical Science, Vol. 27/2, pp. 278-293.
Bernasconi M., Choirat C., Seri R. (2011), A re-examination of the algebraic properties of the AHP as a ratio-scaling technique, Journal of Mathematical Psychology, Vol. 55/2, pp. 152-165.
Hess C., Seri R., Choirat C. (2010), Ergodic Theorems for extended-real valued random variables, Stochastic Processes and their Applications, Vol. 120/10, pp. 1908-1919.
Bernasconi M., Choirat C., Seri R. (2010), The Analytic Hierarchy Process and the Theory of Measurement, Management Science, Vol. 56/4, pp. 699-711.
Choirat C., Seri R. (2009), Econometrics with Python, Journal of Applied Econometrics, Vol. 24/4, pp. 698-704.
Bernasconi M., Choirat C., Seri R. (2008), Measurement by Subjective Estimation: Testing for Separable Representations, Journal of Mathematical Psychology, Vol 52/3, pp. 184-201.
Choirat C., Seri R. (2008), Statistical Properties of Generalized Discrepancies, Mathematics of Computation, Vol. 77, pp. 421-446.
Mosconi R., Seri R. (2006), Non-Causality in Bivariate Binary Time Series, Journal of Econometrics, Vol. 132, No. 2, pp. 379-407.
Choirat C., Hess C., Seri R. (2003), A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach, The Annals of Probability, Vol. 31, No. 1, pp. 63-92.

Refereed journal abstracts

Seri R., Bernasconi M., Choirat C. (2008), Psychological distortions in multiple-criteria decision making, International Journal of Psychology, Abstracts of the XXIX International Congress of Psychology, Vol. 43, No. 3/4, p. 248.
Seri R., Bernasconi M., Choirat C. (2008), Measurement by Subjective Estimation: Testing for Separable Representations, International Journal of Psychology, Abstracts of the XXIX International Congress of Psychology, Vol. 43, No. 3/4, p. 335.
Seri R., Bernasconi M., Choirat C. (2008), A statistical theory of estimation in psychophysical experiments, International Journal of Psychology, Abstracts of the XXIX International Congress of Psychology, Vol. 43, No. 3/4, p. 654.

Refereed book and proceedings publications

Secchi D., Seri R. (2017), Power analysis for agent-based modeling. Determining the appropriate number of runs, Proceedings of AISB Annual Convention 2017, 18-21 April 2017, pp. 46-47.
Brambilla C., Seri R. (2017), Settore bancario e frontiere di efficienza, Oligopolio, Istituzioni e Performance delle Imprese / Oligopoly, Institutions and Firms’ Performance, edited by L. Fanti, Pisa University Press, pp. 241-260.
Secchi D., Seri R. (2017), How many times should one run a computational simulation?. Simulating Social Complexity - A Handbook, 2nd edition, edited by B. Edmonds and R. Meyer, Springer-Verlag Berlin Heidelberg, pp. 229-251.
Seri R. (2016), Analytical approaches to agent-based models, Agent-Based Simulation of Organizational Behavior. New Frontiers of Social Science Research, edited by D. Secchi and M. Neumann, Springer International Publishing, pp. 265-286.
Seri R., Choirat C. (2012), Comparison of Quadrature Rules for the Wielandt-Nyström Method with Statistical Applications, AIP Conf. Proc. 1479, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics, American Institute of Physics, pp. 2282-2285.
Choirat C., Seri R. (2012), Computational aspects of discrepancies for equidistribution on the hypercube, Proceedings of COMPSTAT 2012, Limassol (CY), 27-31 August 2012.
Choirat C., Seri R. (2011), A Comparison of Approximations for Compound Poisson Processes, paper accepted in the proceedings of the 58th ISI World Statistics Congress, Dublin (IRL), 21-26 August 2011.
Bernasconi M., Choirat C., Seri R. (2011), Differentials of Eigenvalues and Eigenvectors in Undamped Discrete Systems under Alternative Normalizations, paper accepted in the proceedings of WCE2011, World Congress of Engineering (track 2011 International Conference of Applied and Engineering Mathematics), London (UK), 6-8 July 2011.
Choirat C., Seri R. (2009), On embedding Gretl in a Python module, Econometrics with gretl. Proceedings of First Gretl Conference, edited by I. Díaz-Emparanza, P. Mariel, M.V. Esteban, Euskal Hero Unibertsitatea, pp. 219-227.
Seri R., Chirat C. (2007), Generalized Discrepancies on the Sphere, PAMM-Proceedings in Applied Mathematics and Mechanics, Vol. 7, No. 1, pp. 2020039-2020040.
Choirat C., Hess C., Seri R. (2006), Approximation of Stochastic Programming Problems, in Monte Carlo and Quasi-Monte Carlo Methods 2004, edited by H. Niederreiter and D. Talay, Springer Verlag, pp. 45-60.
Choirat C., Seri R. (2006), The Asymptotic Distribution of Quadratic Discrepancies, in Monte Carlo and Quasi-Monte Carlo Methods 2004, edited by H. Niederreiter and D. Talay, Springer Verlag, pp. 61-76.
Choirat C., Seri R. (2006), Consistency in Conditional Volatility Models, Atti del Convegno SER2006, Convegno Nazionale delle Ricerche sulle Serie Temporali, 18-19 April 2006, Villa Mondragone, Monte Porzio Catone (I).
Choirat C., Seri R. (2006), Approximation of the Asymptotic Distribution of Quadratic Discrepancies, Atti del Convegno SER2006, Convegno Nazionale delle Ricerche sulle Serie Temporali, 18-19 April 2006, Villa Mondragone, Monte Porzio Catone (I).
Bernasconi M., Choirat C., Seri R. (2005), Estimation of Separable Representations in Psychophysical Experiments, in Proceedings of CogSci 2005, XXVII Annual Meeting of the Cognitive Science Society, Stresa (I), 21-23 July 2005, edited by B.G. Bara, L. Barsalou and M. Bucciarelli, Lawrence Erlbaum Associates, pp. 244-249.
Choirat C., Seri R. (2004), Analytic Hierarchy Process, A Psychometric Approach, in Multiple Participant Decision Making, International Series on Advanced Intelligence, Volume 9, edited by M. Kárný, J. Kracík and J. Andrýsek, Advanced Knowledge International Pty, Ltd., pp. 173-179.
Choirat C., Seri R. (2004), Statistical Properties of Generalized Discrepancies and Related Quantities, in Proceedings 10th International Conference IPMU, Vol. 1, Casa Editrice Università La Sapienza, Roma, pp. 381-384.
Seri R., Choirat C. (2004), Confidence Sets for the AuanMean of a Random Closed Set, in Lecture Notes in Computer Scence, vol. 3045, Proceedings of ICCSA 2004, International Conference in Computational Science and its Applications, Springer Verlag, Berlin, pp. 298-307.
Seri R., Choirat C. (2003), Stochastic Boundedness in Biological Models, in Mathematical Modeling & Computing in Biology and Medicine, 5th ESMTB Conference, edited by V. Capasso, Società Editrice Esculapio, Bologna, pp. 310-316.
Choirat C., Seri R. (2003), Statistical Properties of Generalized Discrepancies and Related Quantities, Atti del Convegno S.CO. 2003, Modelli Complessi e Metodi Computazionali per la Stima e la Previsione, pp. 146-151, 4-6 September 2003, Treviso (I).
Seri R., Rotondi R. (2003), Nonparametric Bayesian Estimation of Probability Density Function, Atti del Convegno S.CO. 2003, Modelli Complessi e Metodi Computazionali per la Stima e la Previsione, pp. 386-391, 4-6 September 2003, Treviso (I).
Choirat C., Seri R. (2001), Analytic Hierarchy Process, A Psychometric Approach, Atti del Congresso ACSEG (Approches Connexionnistes en Economie et Sciences de Gestion), Huitième Rencontre Internationale, pp. 47-56, 22-23 November 2001, Rennes (F).
Choirat C., Seri R. (2000), Confidence Sets for the Aumann Mean of a Random Closed Set, in Proceedings 8th International Conference IPMU, Vol. 1, CSIC (Consejo Superior de Investigaciones Cientìficas), Madrid, pp. 509-514, 3-7 July 2000.
Colombo M.G., Garrone P., Seri R. (2000), Firms' Heterogeneity and Dynamics of Entry in a New Sector: Analysis of the Multimedia Service Provision Sector, in Convergence in Communications and Beyond, edited by E. Bohlin, K. Brodin, A. Lundgren and B. Thorngren, Elsevier Science Publishers, pp. 320-345.

Theses

PhD Thesis "Estimation et Inference dans Quelques Cas Nonstandard", Université Paris Dauphine, under the supervision of Christian Hess, discussed on 15 November 2005 (Jury: Halim Doss, Søren Johansen, Denis Talay).
Research project report "A Method for Nonparametric BayesianEstimation of Probability Density Functions", CNR-IMATI, under the supervision of Renata Rotondi, 2003.
DEA Thesis "Maximum Likelihood Estimation in Cross-Sectional and Dynamic Models", Université Paris Dauphine-ENSAE, under the supervision of Christian Gouriéroux, September 1999.
PhD Thesis "Modelli statistici ed ipotesi economiche: Aspetti teorici ed applicazioni all'economia industriale", Politecnico di Milano, under the supervision of Rocco Mosconi, discussed on 21 December 1999.
"Laurea" Thesis "Un modello multivariato di Survival Analysis per lo studio della dipendenza tra eventi economici: Teoria ed applicazione alla diffusione di due tecnologie interrelate", Politecnico di Milano, under the supervision of Rocco Mosconi, discussed on 26 July 1996.