Lea Petrella

Lea Petrella is a Full Professor at the Department of Methods and Models for Economics, Territory, and Finance, Sapienza University of Rome. She teaches courses in Time Series Analysis and Advanced Statistical Methods, focusing on practical applications using R software.

• Research Interests: Quantile regression, Graphical models, Hidden Markov Models, Risk measures, and Time Series analysis
• Key Projects: Generalized Dynamic Graphical Models for pandemic impacts, Penalized quantile regression for risk assessment, Multivariate quantile regression frameworks

Her recent publications include:

• 2025: Mid-quantile mixed graphical models for public shootings
• 2025: Spatial quantile random forests for economic mobility
• 2024: Expectile hidden Markov models for cryptocurrency returns
• 2024: Mixed-frequency quantile regressions for risk forecasting

She supervises postdocs and PhD students including Maria Saiz, Beatrice Foroni, and Valentina Raponi. Her work spans financial risk modeling, environmental statistics, and biomedical applications. Email: Lea.Petrella@uniroma1.it or lea.petrella@uniroma1.it