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COSTA Alessandra
I)Personal Information
-alecosta@unime.it - founding member of D.A.I.R. (Data Analysis for Integration in Research) S.r.l.- innovative start up for statistical analysis- and researcher of Euro-Mediterranean Institute of Science and Technology (I.E.ME.S.T.)
II) Education within the Ph.D.
On modelling the multivariate Realized Kernel financial time series -Tutor: Edoardo Otranto -Visiting student at Université catholique de Louvain- Center for Opeations Research and Econometrics,LIDAM (Louvain Institute of Data Analysis and Modeling in economics and statistics) Department website department: https://uclouvain.be/fr/node/4474
- Participation in courses/summer or winter
· PHD COURSE ON VOLATILITY MODELING BY TIM BOLLERSLEV (DUKE) – National Bank of Belgium, KU Leuven, UA, UCL, UGent, ULB, ULg, UMons, UNamur, USaint-Louis, Vlerick
· WORKSHOP IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS USING MATLAB – GOLCER (Gulf One Lab for Computational & Economic Research)- Lancaster University Management School
· 12TH INTERNATIONAL WORKSHOP OF METHODS IN INTERNATIONAL FINANCE
NETWORK (MIFN) – Université Catholique de Louvain (UCL)-IMMAQ LFIN
· MACROECONOMETRICS SUMMER SCHHOL – Barcelona Graduate School of Economics (BGSE):
- Modeling Non-Stationarity and Non-Linear Time Series (25/06-29/06)
- Time-Series Methods for Financial Time-Series (02/07-06/07)
· TRAINING - COURSE IN MATLAB AND SIMULINK "SCUOLA DI CALCOLO SCIENTIFICO CON MATLAB (SCSM) 2017" – U4Learn S.R.L.
III) Other information
-Research interest:
Statistics and econometrics. Panel and time series analysis. Programming and coding.
-Publications:
· Costa A. (2017). The determinants of Absorptive capacity: an empirical investigation for Innovative SMEs in Italy. Life Safety And Security. DOI: 10.12882/2283-7604.2017.5.11
· Alessandro Calamuneri, Luigi Donato, Concetta Scimone, Alessandra Costa, Rosalia D’Angelo, Antonina Sidoti(2017). On Machine Learning in Biomedicine. Life Safety And Security. DOI: 10.12882/2283-7604.2017.5.12
· Costa A.(2018). Diversification in Health Care Industry in US market: an empirical time-series analysis. Life Safety And
Security | DOI: 10.12882/2283-7604.2018.6.7
· Donato L., Lauro R., Scimone C., D'Angelo R., Costa A., Calamuneri A., Sidoti A. (2019). Novel genes involved in etiopathogenesis of retinitis pigmentosa orphan forms. Life Safety And Security. DOI: 10.12882/2283-7604.2019.7.3
· Luigi Donato, Simona Alibrandi, Alessandra Costa,Rosalia D’Angelo, Concetta Scimone, and Antonina Sidoti (2020). Advances in Bioinformatics, Biostatistics and Omic Sciences. Bentham Books (in publishing)