Daniele Girolimetto: Statistics and forecasting

I am an Assistant Professor (Tenure-Track Researcher) of Statistics at the Department of Statistical Sciences of the University of Padova.
I work on statistical and machine learning methods for time series, with a focus on forecasting: estimating and predicting univariate and multivariate economic time series in finance, energy and macroeconomics, and making forecasts of many related series coherent with one another. I also develop the open-source software that implements this research, in R and Python.

Department of Statistical Sciences, University of Padova, Italy
Education: PhD in Statistics (2024), MSc in Statistical Sciences (2020), BSc in Statistics for Economics and Business (2018).
Last visiting: Maastricht University, Department of Quantitative Economics (2025, Maastricht NL)