Hasso-Plattner-Institut
Prof. Dr. Tobias Friedrich
  
 

Manuel Rizzo

Chair for Algorithm Engineering
Hasso Plattner Institute

Office: A-1.9
Tel: tba
E-Mail: manuel.rizzo(at)hpi.de
 

Research Interests

My research interests include the application of evolutionary computation methods (mainly genetic algorithms) to statistical problems, the analysis of time series, computational statistics.

Publications

[ 2018 ] [ 2017 ] [ 2016 ]

2018 [ to top ]

  • Contributions on Evolutio... - Download
    Rizzo, Manuel Contributions on Evolutionary Computation for Statistical Inference. 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
     
  • SMEs Finance and Bankrupt... - Download
    Agnese, Paolo; Rizzo, Manuel; Vento, Gianfranco A SMEs Finance and Bankruptcies: The Role of Credit Guarantee Schemes in the UK. Journal of Applied Finance and Banking 2018: 1-16
     
  • 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:

Starting 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