CODE 52509 2023/2024 SECS-S/01 GENOVA 2° Semester AULAWEB

## OVERVIEW

Provide statistical tools relevant to specific applications and the experience of on-field experts.

## AIMS AND CONTENT

### LEARNING OUTCOMES

At the end of the course the student will be able to

• recognize the degree of applicability of the analysis techniques learned
• recognize the main problems of data analysis in the application contexts listed below
• identify the most suitable methods of analysis
• carry out the analyzes with the appropriate IT supports
• interpret the results of the analyzes and evaluate their validity
• summarize the results in a semi-professional report, interpret the results obtained

Measurement models in psychometrics (3 credits)
Provide an introduction to the theory of psychometrics for statisticians and also provides computer tools (R software) to perform simple basic psychometric analyses.

Demography of Italy and the world: themes, data and measures (1 cfu)
Provide an introduction to demographics to be able to communicate demographic data to the average citizen.

Official Statistics (1 credit)
The system of public statistics.

Risk analysis in banking (1 cfu)
Present the main statistical models used by the risk manager to measure the various risks in the banking system.

Other seminars on other applied aspects of mathematical statistics, could be presented by experts such as data scientists working in companies or public bodies.

### PREREQUISITES

Fundamentals of inferential statistics. Basics of Mathematical Statistics.

### TEACHING METHODS

Combination of traditional lectures and laboratory sessions.

Having a predominantly seminary character and involving external teachers, these activities are reserved for at students who can regularly attend lessons.

Those who are interested but unable to attend regularly must agree with the teachers on the methods of participation before including these activities in the study plan.

### SYLLABUS/CONTENT

Psychometrics

• Theory of psychological variables: definition and operationalization
• Psychological test design and question wording
• Psychometric scaling models
• Assessment of the validity and reliability of a test

Examples of parsing with R will be shown (packages 'psych', 'lavaan', 'mirt')

Demography The course is based on the careful reading and analysis of a popular volume heavily based on data. Gathering, analyzing and presenting data to help organize society to turn opportunities into new realities. The reference text to be analyzed has changed over the years.

Official Statistics
Public statistics, data sources, official data, SISTAN, legislation on statistics, statistics codes of conduct.

Risk analysis in the banking sector
In the current banking context characterized by an increasingly competitive market and complex regulations, the Risk Management activity plays a fundamental and strategic role. Our goal is to show how this feature helps banks manage risk. We will start with a description of the main functions of a bank and move on to the use of statistical models to measure the level of various risks.

Psicometria
Chiorri, C. (2023). Teoria e tecnica psicometrica. Milano: McGraw-Hill
Ulteriore materiale (slides, codici di R) verrà condiviso online dal docente.

Demografia (il testo sarà precisato in seguito)
Dispense del docente.
Gianpiero Dalla Zuanna e Guglielmo Weber (2012). Cose da non credere. Il senso comune alla prova dei numeri. Laterza.
Gianpiero Dalla Zuanna e Stefano Allievi (2015). Tutto quello che non vi hanno mai detto sull'immigrazione, Laterza.
Maria Castiglioni e Gianpiero Dalla Zuanna  (2018). La famiglia è in crisi. Falso! Laterza.

Statistica Ufficiale
Slide fornite dal docente e siti web degli istituti statistici pubblici.

Analisi del rischio in ambito bancario
Dispense e codici R forniti dai docenti.

## TEACHERS AND EXAM BOARD

### Exam Board

CARLO CHIORRI (President)

FRANCESCO PORRO

EVA RICCOMAGNO (President Substitute)

## LESSONS

### LESSONS START

The class will start according to the academic calendar.

### Class schedule

L'orario di tutti gli insegnamenti è consultabile all'indirizzo EasyAcademy.

## EXAMS

### EXAM DESCRIPTION

Psychometrics: Written and oral discussion
Demography: Questionnaire with closed and open questions
Official Statistics: Questionnaire with closed and open questions and oral discussion
Risk analysis in the banking sector: Questionnaire with closed and open questions and group project

The final grade is the weighted average of the grades of the various parts. The weights are the hours (equivalently the number of credits) of frontal teaching.

### ASSESSMENT METHODS

Psychometrics: The student will be provided with a dataset on which to perform some of the analyzes presented during the course. On the basis of what has been learned and from the study material, in the written essay the student is asked to create, interpret and comment on the results and highlight any critical issues. In the oral discussion, any issues in the written essay will be commented on and the student's preparation on psychometric theory will be investigated.
Demography: the student's ability to find precise information and data in a complex popular text, as well as identifying the statistical methodology used for the analyzes reported in the text.
Official Statistics: the student's ability to recognize official data and its uses.
Risk analysis in the banking sector: the ability to apply the mathematical/statistical techniques learned, interpret the results, recognize their value and reliability.

### Exam schedule

Data Ora Luogo Degree type Note
13/05/2024 09:00 GENOVA Scritto
14/06/2024 09:00 GENOVA Scritto
11/07/2024 09:00 GENOVA Scritto

### FURTHER INFORMATION

Students with DSA, disability or other special educational needs are recommended to contact the teacher at the beginning of the course, in order to organize teaching and assessment, taking in account both the class aims and the student's needs and providing suitable compensatory instruments.