معرفی
Arianna Agosto is an Assistant Professor in Statistics at the Department of Economics and Management, University of Pavia. She holds a Master’s Degree in Finance and Risk Management from the University of Parma (2009, with Honors) and a PhD in Statistics from the University of Bologna (2014). She is a Data Scientist at the Statistical Laboratory of the University of Pavia, focusing on risk management and sustainability in finance.
Her research interests include statistical and econometric models for finance, credit risk, systemic risk, and contagion. She has professional experience in bank risk management and has contributed to projects on ESG scoring, cryptocurrency volatility, and pandemic economic impacts. Her work integrates advanced statistical techniques like optimal transport theory, Bayesian learning, and score-driven models to address real-world financial challenges.
Key research trends in her publications include ESG score aggregation, credit risk modeling, and the application of statistical learning to assess financial fragility during crises. She has also explored geopolitical impacts on energy markets and cybersecurity risks in financial systems.
Award and grant details are not explicitly listed in the provided text. She advises through her academic role and leads projects at the Statistical Laboratory, collaborating on risk assessment tools and sustainable finance frameworks.
Her work is anchored in interdisciplinary collaboration, bridging statistics, economics, and data science to enhance decision-making in finance and policy.
