Dr. Giovanni Merola
Raised and educated in Rome, Italy, Giovanni completed a double major Bachelor degree in Statistics and Economics from the university La Sapienza in Rome. He completed his Masters and Ph.D. in Statistics at the University of Waterloo in 1994 and 1998, respectively. He was associate professor at the Polytechnic University of Catalunya in Spain, then moved to work in the area of Privacy Protection first at the National Statistics Office (ISTAT) in Rome and then at the Office for National Statistics (ONS) in London, UK. He was employed for several years at a large hedge fund based in London, UK, researching systematic trading strategies for Futures. He returned to Academia in 2010, first at RMIT Vietnam and then at Xian Jiaotong-Liverpool University in China and later in India.
Giovanni’s research interests span from Multivariate Analysis to Privacy Protection and Statistical Learning, with a strong interest in computation, data analysis and visualization. He authored several refereed publications. He is proficient in programming, favouring the statistical language R and C++0, among others.
ACADEMIC QUALIFICATIONS
- Tertiary Graduate Certificate in Teaching and Learning (2012)
RMIT, Australia
- Ph.D. in Statistics (1998)
University of Waterloo, Canada
- Masters in Mathematics (Statistics) (1994)
University of Waterloo, Canada
- Bachelor Degree (Laurea) double major in Statistics and Economics (1992)
University La Sapienza, Roma
PROFESSIONAL APPOINTMENTS
- 91做厙 (BUV)
Senior Lecturer (2025 Present)
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Alliance University & MIT World Peace University (India)
Professor (2022 2023)
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Xian Jiaotong-Liverpool University (China)
Lecturer V (2016 2022)
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RMIT University (Vietnam)
Senior Lecturer (2010 2016)
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Winton Capital Management
Quantitative Analyst ( 2006 2009)
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ISTAT (Italy) & ONS (UK)
Senior Methodologist (2002 2006)
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Universitat Polit癡cnica de Catalunya (Spain)
Associate Professor (1999 2001)
RESEARCH AREAS
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Multivariate Analysis
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Computational Statistics
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Machine Learning
RESEARCH PUBLICATIONS
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Merola, G. M. & Chen, G. (2019). Projection sparse principal component analysis: An efficient least squares method. Journal of Multivariate Analysis, 173, 366382.
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McCauley, B., Gumbley, S., Merola, G. M. & Do, T. (2016). Facebook in Vietnam: Uses, Gratifications & Narcissism. Open Journal of Social Sciences, 4(11), 6979.
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Merola, G. & Abraham, B. (2002). Dimensionality Reduction Approach to Multivariate Prediction. Computational Statistics and Data Analysis, Special Issue on PLS.
RESEARCH PRESENTATIONS & EXHIBITIONS
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62nd ISI World Statistics Congress, Kuala Lumpur, Malaysia (2019)
Topic: Improved estimation of wealth indices from asset counts -
61st ISI World Statistics Congress, Marrakech, Morocco (2017)
Topic: High-frequency financial time series, pattern recognition and volatility -
International Symposium on Business and Industrial Statistics (ISBIS), Bangkok, Thailand (2012)
Topic: A new framework for measuring disclosure risk for tabular data
RESEARCH GRANTS
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2019 Summer Undergraduate Research Framework Grant, Xian Jiaotong-Liverpool University
Project: Analysis of Chinese stock prices with respect to risk reward 5,000 RMB -
2019 Research Development Fund, Liverpool University
Project: Reducing the effect of data clumping in the estimation of wealth indices 60,400 RMB
Collaborators: Dr. Bob Baulch (IFPRI, Malai), Prof. Marco Bonetti (Bocconi, Italy), Dr. Yang Chen (XJTLU) -
2012 Personal Grant, Italian Institute for Commerce, Ho Chi Minh City, Vietnam
Project: Analysis of the perception of “Made in Italy” in Vietnam 20,000 USD
Collaborator: Dr. Mattia Miani
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