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Chancellor's Fellowship - Data Science

+44 (0)131 651 1028
2.11

Roles and Responsibilities

Personal Tutor

Member of the Undergraduate Teaching Committee

Background

Raffaella holds a BSc in Economics from Bocconi University (Italy) and a PhD in Statistics from the University of Milano-Bicocca (Italy). Before being appointed at the Associate Professor level at the University of Edinburgh, she was a Lecturer at the University of Essex. She has conducted research at the Wharton School of the University of Pennsylvania, Louisiana State University, Luigi Bocconi of Milan, University College Dublin and ETH Zurich. She is a member of the Business and Industry section of the Royal Statistical Society and of the local Operational Research Society. Raffaella has been awarded 10 research projects, funded by the ESRC, British Academy, Regional Studies Association and the Italian Ministry of Education. She has published widely on credit risk, systemic risk, spatial econometrics and rare events. Her research appears in journals such as European Journal of Operational Research, Journal of Banking and Finance and Journal of Regional Science.

Research Taxonomy

Research Interests

Her research and collaborations with industry (such as Moody's Analytics) are focused on developing new models for analysing credit risk and systemic risk. The former includes scoring models, modelling of loss given default and stress testing. Raffaella has applied a variety of methods to measure default risk for SMEs and for retail credit in the context of Basel II and III. For systemic risk, she has proposed novel solutions to tackle contagion risk. In general, she is interested in predictive analytics challenges, data mining and spatial econometrics.

Raffaella is interested in supervising students in the following areas:

  • Credit scoring models
  • Small business risk assessment
  • Loss given default models
  • Systemic risk assessment
  • Data mining
  • Bayesian hierarchical models
  • Spatial Econometrics.

Research Area

Publication Type Actions