Andrea Savio Email & Phone Number

> Devised and preserved models for forecasting interbank interest rates: Leveraged Nelson-Siegel framework with ARX and VARX models for predictions, critical for risk management and financial planning tasks> Developed and maintained models for loss given default and probability of default (employing Bayesian and Markovian approaches), utilized for portfolio stress testing to simulate adverse scenarios > Built and managed predictive models for sector-specific loan trends and default rates, utilizing Bankit data: employed clustering, PCA, ARX, and VARX techniques, fostering the risk assessment projects

Washington, District Of Columbia, United States

- Collaborating with the European Commission, European Central Bank, and other National Institutions to analyze EC and International consumer surveys across several countries to identify macroeconomic models through fixed effect regression, text mining, and methods of causal inference - Examined US historical card transaction data to study consumers' consumption behavior and economic structures evolution in response to inflation expectations through machine learning methods - Collected and elaborated Real Estate ESG data to design an interactive dashboard with inferential results and visualizations of the relationships between the company's incidents, energy transition, and market price - Investigated the energy transition in the US commercial sector through the UCTT diffusion model

Centro Studi Di Economia E Tecnica Dell’Energia Giorgio Levi Cases

"Advanced statistical modelling for prediction in bioenergy chians"Project VASE: Valorisation of Agri-food Wastes for Sustainable Energy production. - Carried out research activities relevant to the widespread adoption of renewable and sustainable energy sources and to develop and improve models for helping achieve a complete energy transition - Developed and implemented a new diffusion model, the UCTT model, to study competition among technologies in a market and implement policy scenarios simulation (Scientific publication on Forecasting) - Analyzed historical data through advanced statistical models to simulate and make forecasts on the timing of the realization of bioenergy chains - Implemented scenario simulations on the impacts of the transition from conventional to sustainable sources in European countries and Italian regions (Scientific publication on Sustainability)

- Development of a statistical package in collaboration with the department of statistics. An R programming language based library for diffusion models applications (DIMORA package).- This library has been used as an essential part in the book "Guidolin, M. (2023). Innovation Diffusion Models: Theory and Practice, First Edition. John Wiley & Sons Ltd."

Front Office Service - Aula Studio Jappelli

- Temporary Professor of “Data Analysis for Tourism” of the bachelor’s degree program “Hospitality, Innovation, and E-Tourism” - Taught descriptive and inferential statistics methods with exercises and data visualization processes through R and Excel tools

Teaching Statistics, Mathematics, Algebra, and Project Management to junior students in Post University.

Seasonal work at the Cantina Sociale di Orsago. Also held in 2019.

Front Office Service - Private and Roman Law Library

Front Office Service - Math Library UNIPD

Master'S Degree, Business Administration, Gpa: 3.88

Courses: Business Analytics for Managers; Financial Tools for Managers; Quantitative Analysis for Decision Making; Strategic Marketing.

Master'S Degree In Statistical Sciences, 110/110 Cum Laude

Thesis: "Multivariate diffusion models: representation using differential equations and system dynamics". Exams taken: Data mining.

Course Of Data Mining, Statistics, 30/30

Models used to find anomalies, pattern and correlations within large data sets to predict outcomes.

Bachelor'S Degree, Statistic For Economics And Business, 105/110

Exams taken: Statistics(I, II), Statistical Models(I, II), Economic Time Series Analysis, Statistics for the Company, Multidimensional.