Dr. Giacomo Francisci
Dr.
Giacomo Francisci
Akademische Beschäftigte
Universität Ulm
Institut für Finanzmathematik
E-Mail:
giacomo.francisci(at)uni-ulm.de
Raum:
2.27
Dr. Giacomo Francisci
Research Interests
Branching processes.
Depth functions.
Empirical processes.
Nonparametric statistics.
Statistics for stochastic processes.
Publications
Branching Processes in Random Environments with Thresholds (Francisci, G. and Vidyashankar, A.), Advances in Applied Probability, 56(2), 2024.
Statistical depth in abstract metric spaces (Geenens, G., Nieto-Reyes, A. and Francisci, G.), Statistics and Computing, 33(46), 2023.
Analytical and statistical properties of local depth functions motivated by clustering applications (Francisci, G., Agostinelli, C., Nieto-Reyes A. and Vidyashankar A.), Electronic Journal of Statistics, 17(1), 2023.
A method to automate the prediction of student academic performance from early stages of the course (Nieto-Reyes A., Duque R. and Francisci G.). Mathematics, 9(21), 2021.
Functional symmetry and statistical depth for the analysis of movement patterns in Alzheimer’s patients (Nieto-Reyes A., Battey H. and Francisci G.), Mathematics, 9(8), 2021.
Talks and seminars
“Additive martingales for autoregressive processes on Galton-Watson trees”, 19th International Summer Conference on Probability and Statistics, Sofia, Bulgaria, 07/25/2025.
“Functional limit laws for depth quantiles”, International Conference on Robust Statistics 2025, Stresa, Italy, 05/22/2025.
“Limit Theorems for Branching Processes with Thresholds”, German Probability and Statistics Days 2025, Dresden, Germany, 03/12/2025.
“Local depth functions and clustering”, CMStatistics 2024, London, England, 12/16/2024.
“Uniform limit theorems for point processes”, Fall School Time Series, Random Fields and beyond, Ulm, Germany, 09/26/2024.
“Uniform limit theorems for tree-indexed random variables and applications”, Institute of Mathematical Finance, University of Ulm, Germany, 05/06/2024.
“Tree-indexed autoregressive processes”, The 6th International Workshop on Branching Processes and their Applications, Badajoz, Spain, 04/12/2024.
“Empirical processes on trees and applications to depth functions”, CMStatistics 2023, Berlin, Germany, 12/16/2023.
“Depth Functions and Their Applications to Classification and Clustering”, R. Clifton Bailey Statistics Seminar Series, Department of Statistics, George Mason University, USA, 09/29/2023.
“Depth functions for tree-indexed processes”, Cladag 2023, Salerno, Italy, 09/11/2023.
“Depth functions: asymptotics and applications”, Institute of Mathematical Finance, University of Ulm, Germany, 06/29/2023.
“Branching Processes in Random Environments with Thresholds”, Third International Workshop on Stochastic Processes and Their Applications, Virtual Workshop, 01/19/2023.
“Clustering via local depth functions”, CMStatistics 2022, London, England, 12/18/2022.
“Local depth functions and applications to clustering”, Department of Mathematics, University of Trento, Italy, 02/04/2022.
“Local depth and clustering”, Workshop: Learning Tools and Applied Quantitative Methods for Decision Making, Bozen, Italy, 12/10/2020.
“A modification of the simplicial depth”, European Meeting of Statisticians, Palermo, Italy, 07/23/2019.