Fabrizio Laurini

Fabrizio Laurini is an Assistant Professor in Applied Economic Statistics at the University of Parma. His area of expertise is the Extreme Value Theory, a topic of recognized relevance in the field of hazard assessment and characterization. His regular academic activity includes introductory courses for time series models, analysis of economic data, statistics for market research and advanced models for risk management, all of these active at the University of Parma. He has vast research experience in Italy and abroad, in recognized centres of universities in the UK and Spain. His main research interests, in tandem with his academic profile, are extreme value theory, robust methods and theory, generalized mixed models and non-parametric regression, stochastic optimization for financial portfolio management and risk analysis. For the past ten years, he has continuously developed research in this field under six Italian Ministry funded P.R.I.N. projects and has been an invited speaker in several international conferences.