Roberto Casarin

13 papers Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Towards a better understanding of financial and economic systems' complexities: some new evidence coming from artificial intelligence, machine learning and big data advanced technologies.
Ann. Oper. Res.
Hachmi Ben Ameur, Roberto Casarin, Massimiliano Caporin, Zied Ftiti, Bertrand B. Maillet
2025 J jnl
Markov switching multiple-equation tensor regressions.
J. Multivar. Anal.
Roberto Casarin, Radu V. Craiu, Qing Wang
2025 J jnl
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market.
Ann. Oper. Res.
Daniel Felix Ahelegbey, Roberto Casarin, Emmanuel Senyo Fianu, Luigi Grossi
2024 J jnl
Monte carlo within simulated annealing for integral constrained optimizations.
Ann. Oper. Res.
Roberto Casarin, Bertrand B. Maillet, Anthony Osuntuyi
2023 J jnl
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model.
CoRR
Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel
2021 J jnl
A Matrix-Variate t Model for Networks.
Frontiers Artif. Intell.
Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini
2021 J jnl
What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign.
J. Inf. Sci.
Roberto Casarin, Juan C. Correa, Jorge E. Camargo, Silvana Dakduk, Enrique ter Horst, German Molina
2018 J jnl
Adaptive independent sticky MCMC algorithms.
EURASIP J. Adv. Signal Process.
Luca Martino, Roberto Casarin, Fabrizio Leisen, David Luengo
2016 J jnl
Efficient Gibbs sampling for Markov switching GARCH models.
Comput. Stat. Data Anal.
Monica Billio, Roberto Casarin, Anthony Osuntuyi
2016 J jnl
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis.
J. Comput. Sci.
Pablo Racca, Roberto Casarin, Flaminio Squazzoni, Pierpaolo Dondio
2016 — conf
Sticky proposal densities for adaptive MCMC methods.
SSP
Luca Martino, Roberto Casarin, David Luengo
2013 J jnl
Interacting multiple try algorithms with different proposal distributions.
Stat. Comput.
Roberto Casarin, Radu V. Craiu, Fabrizio Leisen
2013 J jnl
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.
Math. Comput. Simul.
Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral