معرفی
Giovanni Rabitti is an Assistant Professor in the School of Mathematical & Computer Sciences at Heriot-Watt University, specializing in Actuarial Mathematics & Statistics. His research focuses on sensitivity analysis, risk management, and insurance mathematics with applications in data science and statistical modeling. He holds expertise in computational methods for high-dimensional datasets and game-theoretic approaches to variable importance.
Research Interests include:
- Quantifying interactions in complex systems using Shapley effects
- Modeling extreme operational losses via copula-based strategies
- Classification frameworks for cyber risk taxonomies
- Development of computationally efficient risk assessment tools
Key contributions span accelerating Shapley effect computations and advancing rating system construction through global sensitivity analysis. His work bridges actuarial science with modern data science techniques.
Awards: 2019 Editors’ Award for Excellence in Reviewing (European Journal of Operational Research)
Advising: No formal advisees listed. Collaborations include work with Dr. Andreas Tzougas and Dr. Amin Khorrami Chokami on risk analysis methodologies.
