Gert SteinthalerThe Department of Statistics at the University of Klagenfurt is hosting Edoardo Pandolfo, a second-year PhD candidate from the MEMOTEF Department (Methods and Models for Economics, Territory and Finance) at Sapienza University of Rome, for a research visit from September 2026 to January 2027.

Pandolfo has a background in Economics and Finance. His research focuses on Bayesian statistics, particularly Hidden Markov Models, Gibbs sampling algorithms, and time series forecasting. His PhD is funded in collaboration with ACI (Automobile Club d’Italia), the national public institution for mobility and the vehicle registry, where he develops forecasting models for new vehicle registrations.
When attending a presentation by Prof. Gregor Kastner at Luiss University in Rome, Pandolfo identified a strong alignment with his research agenda. During his time in Klagenfurt, he is collaborating with Gregor Kastner and Luca Gherardini on Sparse Markov Switching Models, extending and applying their developed methodology for automatic regime selection in Markov-switching models to the Markov-Switching Vector Autoregressive (MSVAR) framework.
We warmly welcome Edoardo Pandolfo to the Department of Statistics and look forward to the outcomes of this collaboration.
Der Beitrag Visiting PhD Candidate Edoardo Pandolfo joins the Department of Statistics erschien zuerst auf University of Klagenfurt.