Beatrice Foroni

Postodoctoral Researcher at Sapienza University of Rome.

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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.
Jun 15, 2025 I will participate at the contributed session of the conference ‘Statistical methods for measuring the sustainability - IES 2025.

selected publications

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    Hidden Markov Graphical Models with Generalized Hyperbolic Distributions: A Financial Analysis on Commodities and Green Energy Indexes
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    In Methodological and Applied Statistics and Demography IV: SIS 2024, Short Papers, Contributed Sessions 2, 2025
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    Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market.
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    Statistical Modelling, 2024
  3. expectile.png
    Expectile hidden Markov regression models for analyzing cryptocurrency returns
    Beatrice Foroni, Luca Merlo, and Lea Petrella
    Statistics and Computing, 2024
  4. network.png
    The network of commodity risk
    Beatrice Foroni, Giacomo Morelli, and Lea Petrella
    Energy Systems, 2022