The Italian Econometric Association (SIdE-IEA) in collaboration with the Venice centre in Economic and Risk Analytics for Public Policies (VERA) organizes the course for PhD students in:
27 June – 1 July, 2022
Università Ca' Foscari Venezia
Address: Dept. of Economics, University Ca' Foscari of Venice, San Giobbe 873/b, 30121 Venezia, Italy
Phone: +39 041.234.91.49
- Monica Billio, Ca' Foscari University of Venice
- Matteo Iacopini, Vrije Universiteit Amsterdam and Tinbergen Institute
- Luca Rossini, University of Milan
- Veronica Vinciotti , University of Trento
- Angela Andreella, Ca' Foscari University of Venice
The maximum number of allowed participants in presence is 20.
Intermediate knowledge of statistical inference and econometrics
1. Graph Theoretic Foundation of Networks
1.2 Graph Connectivity
1.4 Tutorial 1: Introduction to R (Data manipulation and regression)
1.5 Tutorial 2: Network manipulation in R
1.6 Tutorial 3: Network mapping and visualization in R
2. Network Extraction Methods
2.1 Graphical Models
2.2 Parametric sparse regression models
2.3 Nonparametric sparse regression models
Tutorial 4: Extraction of Financial Networks in Matlab
Tutorial 5: Network visualization with Gephi
3. Temporal Network Models
3.1 Tensor decomposition
3.1 Dynamic Tensor Models
3.2 Markov-switching Tensor Models
Tutorial 6: Application to COMTRADE and Financial Networks in Matlab
4. Multi-layer Network Models
4.1 Definition and analysis
Tutorial 7: Application to Oil Linkages Networks in Matlab
5. High-Dimensional Network Inference
5.1 Gaussian graphical model
5.2 Regularized inference for a Gaussian graphical model
Tutorial 8: Graphical lasso
Tutorial 9: Network inference under missing data and with covariate
Tutorial 10: Gaussian Copula graphical models
Reference textbooks and suggested readings:
- Jackson, M.O. (2008) Social and Economic Networks, Priceton University Press.
- Diebold, F. and Yilmaz, K. (2015), Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring, Oxford University Press.
- Bollobas, B. (1998), Modern Graph Theory, Springer.
- Jensen, F. (1996), An Introduction to Bayesian Networks, Springer-Verlag
- Lauritzen, S. (1996). Graphical Models, Oxford University Press
- Pearl, J. (1998). Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference.
- Whittaker, H. (1990). Graphical Models in Applied Multivariate Statistics, John Wiley.
Participants will use their laptops with MATLAB, R and GEPHI already installed on them.
Venue and timetables
The Course requires a full-time attendance and participation is not compatible with other jobs at the same time (e.g. preparation of other exams). Lectures and tutorials will be in English, with the following schedule (provisional):
- Monday to Friday: lectures: 9.30-13.00, 15.00-18.30.
The course will be held in the Campus Economico San Giobbe at Università Ca’ Foscari, Venezia, Italy. Address: Dipartimento di Scienze Economiche - S. Giobbe, 873 - 30121 Venezia.
Participants will be hosted in the Ca' Foscari Residence, inside the Campus Economico San Giobbe (in case of reduced availability of rooms they will be accommodated in local hotels).
- For more information: Laura Urraci e-mail: firstname.lastname@example.org
- For administrative issues : Laura Urraci (email@example.com), Alessandra Picariello (firstname.lastname@example.org), phone:+39 375 5112161
- Local organizing contact: Centro VERA, Vanessa Gallo (email@example.com), phone: +39 0412349120