Overview

Before joining the University of Exeter Business School in September 2021,  Livio Fenga  worked for 25 years as a researcher at the Italian National Institute of Statistics (ISTAT). He received two PhDs, one in Econometrics and Empirical Economics (University of Rome “Tor Vergata”) and one in Economic Statistics (University of Rome “Sapienza”).  He spent several years in USA, at the Department of Applied Physics and Mathematics (APM) of the University of California San Diego (San Diego, CA) as a visiting scholar, where he earned the position of post-doctoral researcher in 2012. He subsequently (2014) received another postdoctoral degree at the Lawrence Berkeley National Laboratory  (Berkeley, CA).  

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Research

Research interests

•   Time series Analysis
•    Forecasting
•    Resampling methods   

Livio has done extensive research in teim series forecasting and time series model selection including computer-intensive methods for model order determination in the linear and non-linear case.

Current research: 

• Development of  a forecasting procedure, designed to exploit external information of the type Big Data, on complex, possibly non-linear, time series
• Stochastic models of emerging or re-emerging infectious diseases

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External Engagement and Impact

Invited lectures

Member of the Italian National Committee "Covid-Alert"

Invited lectures: 

• Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19 (solicited lecture)
•  Forecasting of COVID–19 diffusion in Italy (European School of Onchology, May 13, 2020)

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Teaching

I make a concerted effort to stay current in the areas of research and teaching methodology and I consistently look for ways to improve the learning process.

My primary goal in teaching is to help students gain confidence and proficiency in learning so they acquire the foundation for lifelong learning and for professional pursuits.

Current module: BEM2039 - Business Analytics in Practice

Modules

2023/24

• BEM2039 - Business Analytics in Practice

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