Dr Livio Fenga

About me:

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).

• 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