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Mario Martinoli joins the Institute of Economics and EMbeDS as a Research Fellow

Data pubblicazione: 02.11.2020
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Mario Martinoli joined the Institute of Economics of the Sant’Anna School and EMbeDS as a Research Fellow.

Mario obtained a Master’s degree in Economics, Banking and Finance from Università degli Studi dell’Insubria and an executive Master in Financial Risk Management from MIP, the Graduate School of Business of the Politecnico di Milano. He then received a PhD in “Methods and Models for Economic Decisions” also from Università degli Studi dell’Insubria. He was a visiting PhD student at the Department of Economics of the Stony Brook University in New York, where he de veloped a statistical method for the calibration of simulation models via Model Confidence Set (MCS).

During his previous research experiences, Mario focused on the study of new estimation and calibration techniques for simulation models, using non-parametric statistics and machine learning tools, and on the characterization of the asymptotic properties of these estimators.

In this new chapter of his academic career, in connection with the objectives of EMbeDS, Mario will continue pursuing his goals of creating more efficient and interesting solutions in the domain of Statistical Learning. This will be done with a particular focus on the empirical evaluation and validation of simulated models in Economics, comparing the causal structure inferred from the model-generated artificial data with the causal structure inferred from a set of observed data.