Claudia Tarantola

Assistant Professor of Statistics

 

Tel.: +39 0382/986213 

Fax: +39 0382/304226 



claudia.tarantola@unipv.it

·  Curriculum vitae

·  Research interests

·  Publications

·  Didattica

Curriculum vitae

Assistant professor of Statistics by the department of Economics and Quantitative Methods University of Pavia, Italy. Post-doc student by the department of Statistics of the Athens University of Economy and Business, working under the supervision of Dr. P. Dellaportas (November 1999-May 1999). Ph.D. in statistics, Ph.D. Thesis: "Bayesian model determination for discrete graphical models" (April 1999).Visiting student by the department of mathematics of the University of Bristol, working under the supervision of P. J. Green (February 1998-July 1998).

Extended CV (Italian)

 

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Research interests

Graphical models, Categorical data analysis, Bayesian models for the analysis of financial data, Factor analysis, Marginal Models, Markov Chain Monte Carlo methods.

 

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Publications

 

(2012) Tarantola, C., Vicard, P. e Ntzoufras, I. Monitoring and Improving Greek Banking Services Using Bayesian Networks: an Analysis of Mystery Shopping Data. Expert Systems with Applications, Volume 39, Issue 11, 1 September 2012, pp 10103–10111

 

(2011) Ioannis Ntzoufras e Claudia Tarantola. Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables. Manuscript

 

(2010) Bormetti, G., De Giuli, M. E., Delpini, D. e Tarantola C. Bayesian analysis of Value at Risk with product Partition Models. To be published in Quantitative Finance.

 

(2010) De Giuli, M. E., Maggi, M. A., Tarantola, C. Bayesian outlier detection in Capital Asset Pricing Model. Statistical modelling, 10(4), 375-390.

 

(2009) Tarantola C e Ntzoufras, I. (2009) Bayesian Analysis of D-decomposable Bidirected Graphical Models for Discrete Data. Atti convegno S.Co. 2009,  Politecnica Editore, p 421-436

 

(2008) Tarantola, C., Consonni, G. Dellaportas, P. Bayesian clustering for row effects models. Journal of Statistical Planning and Inference, 138, pp. 2223-2235 .

 

(2007) De Giuli, M. E. , Tarantola, C. e Uberti, P. Optimal Clustering in Bayesian Capital Asset Pricing Model, Atti del convegno “22nd European Conference on Operational research”, 183

 

(2007)  De Giuli, M. E. , Tarantola, C. e Uberti. Outlier Detection In Bayesian CAPM Model. Atti del convegno S.Co. 2007, Cluep, p. 139-144.

 

(2007) De Giuli, M. E. , Tarantola, C. e Uberti, P Optimal  clustering in Bayesian Capital Asset Pricing Model. Quaderno del dipartimento di Economia Politica e Metodi Quantitativi. 197 (04-07)

 

(2005) Dellaportas, P. e Tarantola, C. Model determination for categorical data with factor level merging. Journal of the Royal Statistical Society, Series B, 67, Part 2., pp. 269-283, Blackwell Publishing, Oxford, UK.

 

(2004) Dellaportas, P. e Tarantola, C. Model determination for categorical data with factor level merging. Technical supplement. Disponibile sul sito web http://www.stat-athens.aueb.gr/~ptd/rssb.pdf. Contiene le dimostrazioni dei risultati presentati nell’articolo.

 

(2004) Dellaportas, P. e Tarantola, C. Model selection for categorical data with factor level mergings. In Atti del XLII meeting della societą Italiana di Statistica, pp 625-628.

 

(2004) Tarantola, C. MCMC Model determination for Discrete Graphical Models. Statistical Modelling, 4, n.1, pp 39-61. Edito da Arnold, London.  

 

(2003) Bottolo, L., Tarantola, C. e Vicard P. Some notes on Dynamic Decision Graph. In Atti del convegno S.C.O 2003. Modelli complessi e metodi computazionail intensivi per la Stima e la Previsione, CLUEP editore, pp 93-98.

 

(2002) Tarantola C. e Blanc E. Dependency network and Bayesian Networks for Web Mining. In Data mining III, WIT Press, UK, pp 947-954.

 

(2002) Tarantola, C. e Vicard, P. Spanning trees and indentifiability of a single-factor model.

 Statistical methods and applications , 11, pp 139-152. Edito da Sprienger–Verlag, Germany.

 

(2001) Tarantola, C. e Dellaportas P. Statistical methods for the analysis of contingency tables by using conditional independence relations. In Atti del convegno S.C.O 2001. Modelli complessi e metodi computazionali intensivi per la Stima e la Previsione, CLUEP editore, pp 169-174.

 

(2000) Tarantola, C. e Vicard, P. The use of graphs to explore the space of identifiable Models with one latent variable. In Atti del XL meeting della societą Italiana di Statistica, pp 555-558.

 

(2000) Giudici, P.,Green, P.J. e Tarantola, C. Efficient model Determination for Discrete Graphical Models. Technical report, 116, Universitą di Pavia

(1999) Tarantola, C. Bayesian model determination for discrete graphical models, 1999. Tesi di dottorato. Universitą degli studi di Trento.

(1996) Giudici, P. e Tarantola, C. Global prior distributions for the analysis of discrete graphical models. Journal of the Italian Statistical Society, 5, 1, pp. 129-147

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