Hasso-Plattner-Institut
Prof. Dr. Tobias Friedrich
  
 

Manuel Rizzo

Chair for Algorithm Engineering
Hasso Plattner Institute

Office: A-1.11
Tel: +49 331 5509-4841
E-Mail: manuel.rizzo(at)hpi.de

Research Interests

My research interests include the application of evolutionary computation methods to statistical problems, the analysis of time series, computational statistics, Bayesian statistics.

Publications

[ 2019 ] [ 2018 ] [ 2017 ] [ 2016 ]

2019 [ to top ]

  • Detection and estimation ... - Download
    Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel Detection and estimation of additive outliers in seasonal time series. Computational Statistics 2019
     
  • Multiple changepoint dete... - Download
    Cucina, Domenico; Rizzo, Manuel; Ursu, Eugen Multiple changepoint detection for periodic autoregressive models with an application to river flow analysis. Stochastic Environmental Research and Risk Assessment 2019: 1137-1157
     
  • Parsimonious periodic aut... - Download
    Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel Parsimonious periodic autoregressive models for time series with evolving trend and seasonality. Statistics and Computing 2019
     

2018 [ to top ]

  • Contributions on Evolutio... - Download
    Rizzo, Manuel Contributions on Evolutionary Computation for Statistical Inference. Doctoral Dissertation, Sapienza University of Rome 2018
     
  • Periodic Autoregressive M... - Download
    Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel Periodic Autoregressive Models with Multiple Structural Changes by Genetic Algorithms. Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) 2018: 107-110
     
  • Generalized Periodic Auto... - Download
    Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel Generalized Periodic Autoregressive Models for Trend and Seasonality Varying Time Series. Scientific Meeting of the Italian Statistical Society (SIS) 2018
     
  • Identification of Multire... - Download
    Cucina, Domenico; Rizzo, Manuel; Ursu, Eugen Identification of Multiregime Periodic Autoregressive Models by Genetic Algorithms. International Conference on Time Series and Forecasting (ITISE) 2018: 396-407
     
  • Statistical and Computati... - Download
    Rizzo, Manuel; Battaglia, Francesco Statistical and Computational Tradeoff in Genetic Algorithm-Based Estimation. Journal of Statistical Computation and Simulation 2018: 3081-3097
     

2017 [ to top ]

  • On Variability Analysis o... - Download
    Rizzo, Manuel On Variability Analysis of Evolutionary Algorithm-Based Estimation. Conference of the Classification and Data Analysis Group (CLADAG) 2017: 237-242
     

2016 [ to top ]

  • On the Choice of a Geneti... - Download
    Rizzo, Manuel; Battaglia, Francesco On the Choice of a Genetic Algorithm for Estimating GARCH Models. Computational Economics 2016: 473-485
     

Short CV

Education:  

09/2011 - 01/2014: Master's studies in Statistics and Decision Sciences, Faculty of Information Engineering, Informatics and Statistics, Sapienza University of Rome, Italy

09/2008 - 12/2011: Bachelor's studies in Statistics for Management, Faculty of Information Engineering, Informatics and Statistics, Sapienza University of Rome, Italy

 

Positions:

Since 11/2018: PostDoc Researcher, Hasso-Plattner Institute (Chair of Algorithm Engineering), University of Potsdam, Germany

05/2018 - 10/2018: PostDoc Research Fellow (Assegnista di ricerca), Department of Statistical Sciences, Sapienza University of Rome, Italy

08/2016 - 12/2016: Visiting Ph.D Student, Chair of Financial Econometrics & Asset Management, EBS University of Business and Law, Wiesbaden, Germany

11/2014 - 02/2018: Ph.D Student in Methodological Statistics, Department of Statistical Sciences, Sapienza University of Rome, Italy

 

Teaching, Supervising and Tutoring:

04/2019 - 07/2019: Bachelor's thesis supervision: students Jorin Heide and Arthur Zahn, Hasso-Plattner Institute

11/2018 - 07/2019: Supervisor of the Bachelor's Project Lossy Compression of Time Series, Hasso-Plattner Institute.

09/2017 - 10/2018: Academic Tutor in Statistics for Bachelor's students in Economics and Political Sciences (weekly lectures and office hours), LUISS University of Rome, Italy

02/2017 - 01/2018: Teaching Assistant, Introduction to Statistics course, Faculty of Economics, Sapienza University of Rome, Italy

12/2015 - 07/2016: Teaching Assistant, Introduction to Statistics course, Faculty of Economics, Sapienza University of Rome, Italy

Other Interests

I am passionate about music, cinema and art in general. I enjoy very much singing in the HPI students A Cappella choir Source Chord.