Marco Bee

Marco Bee is a full professor in Economic Statistics at the University of Trento (Italy). After spending one year as a visiting scholar at the Department of Mathematics of the Indiana University and receiving a Ph.D. in Theoretical Statistics from the University of Trento in 1998, from 1999 to 2005 he has held positions at the Risk Management department of Banca Intesa in Milan. His current research interests can be classified into two broad categories: 1. computational and applied statistics; 2. quantitative finance and risk management, with particular emphasis on the computational issues often arising in this field. His papers have been published in various important computational statistics, quantitative finance and applied econometrics journals, such as “Computational Statistics and Data Analysis”, “Physical Review E”, “Quantitative Finance”, “Journal of Empirical Finance”, “Insurance: Mathematics and Economics”, “Journal of Economic Dynamics and Control” and “Journal of Applied Econometrics”.