- Analysis of risk and survival analysis in business, economics and medicine
- Graphical Markov Models with latent variables (with application to Credit Scoring; Measuring the Probability of Default of Small and Medium Enterprises; Corporate Social Responsibility; Epidemiology; Health and Social science)
- Hidden Markov models for longitudinal data and time-series
- Inventories, Short Run Dynamics and Forecasts on Commodity Markets
- Item Response Theory, Longitudinal and multilevel models, Latent class models
- Mixture models, Statistical learning, Genetic algorithms