Roberto Casarin

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 8

Top Topics

Monte Carlo Methods

Financial Crisis

Top Venues

Ann. Oper. Res.

J. Comput. Sci.

Publications

Roberto Casarin, Bertrand B. Maillet, Anthony Osuntuyi
Monte carlo within simulated annealing for integral constrained optimizations. Ann. Oper. Res. 334 (1) (2024)
Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model. CoRR (2023)
Roberto Casarin, Juan C. Correa, Jorge E. Camargo, Silvana Dakduk, Enrique ter Horst, German Molina
What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign. J. Inf. Sci. 47 (3) (2021)
Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini
A Matrix-Variate t Model for Networks. Frontiers Artif. Intell. 4 (2021)
Luca Martino, Roberto Casarin, Fabrizio Leisen, David Luengo
Adaptive independent sticky MCMC algorithms. EURASIP J. Adv. Signal Process. 2018 (2018)
Monica Billio, Roberto Casarin, Anthony Osuntuyi
Efficient Gibbs sampling for Markov switching GARCH models. Comput. Stat. Data Anal. 100 (2016)
Pablo Racca, Roberto Casarin, Flaminio Squazzoni, Pierpaolo Dondio
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis. J. Comput. Sci. 16 (2016)
Luca Martino, Roberto Casarin, David Luengo
Sticky proposal densities for adaptive MCMC methods. SSP (2016)
Roberto Casarin, Radu Craiu, Fabrizio Leisen
Interacting multiple try algorithms with different proposal distributions. Stat. Comput. 23 (2) (2013)
Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94 (2013)