Beatrice Foroni
MEMOTEF Department
via del Castro Laurenziano 9, Rome
Sapienza University of Rome
I obtained my PhD in Models for Economics and Finance in 2023 at the Sapienza University of Rome (Italy) with a thesis on Hidden Markov models for time series data analysis. I am one of the members of the Quantile Regression Lab and I collaborate with national and international institutions, including the McGill University (Canada), and the University of Pisa (Italy). From 2023 to 2024, I was a postdoctoral researcher in statistics at the MEMOTEF Department of Sapienza University of Rome (Italy). I then held a postdoctoral position at the University of Pisa from 2024 to April 2025, working on a project related to sustainable development indicators. Currently, I am a postdoctoral researcher again at the MEMOTEF Department of Sapienza University of Rome. My research interests lie in quantile regression, Hidden Markov models, random forest and graphical models with applications to time series and correlated data.
news
| Dec 13, 2025 | I will be chairing the session “Recent advances in hidden Markov models” at the 19th international CMStatistics 2025 conference hosted by Birkbeck University of London. |
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| Nov 10, 2025 | Our paper with Luca Merlo and Lea Petrella, “Hidden Markov graphical models with state-dependent generalized hyperbolic distributions” has been published on the Canadian Journal of Statistics. |
| Oct 30, 2025 | Our paper with Luca Merlo, Lea Petrella and Nicola salvati, “Hidden Markov quantile graphical models” has been published on the Journal of Computational and Graphical Statistics. |