Pubblicazioni recenti in Data Science
- A framework for information synthesis into sentiment indicators using text mining methods
Casarin R, Camargo J.E, Molina G, ter Horst E
- A scoring rule for factor and autoregressive models under misspecification
Casarin R, Corradin F, Ravazzolo F, Sartore D
- Analytical Gradients of Dynamic Conditional Correlation Models
Caporin, M
- Bayesian nonparametric panel Markov-switching GARCH models
Casarin R, Costantini M, Osuntuyi A
- Decision trees and random forests
Casarin R, Facchinetti R, Sorice D, Tonellato S
- Density Forecasting
Bassetti F, Casarin R, Ravazzolo F
- Do structural breaks in volatility cause spurious volatility transmission?
Caporin M
- Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective
Buccellato T, Busin R, Casarin R, Corò G
- Financial Time Series: Methods and Models
Caporin, M
- Hierarchical Species Sampling Models in BAYESIAN ANALYSIS
Bassetti F, Casarin R, Rossini L
- Long-memory models for count time series
Bisaglia L, Caporin M, Grigoletto M
- Multilayer Network Analysis of Oil Linkages
Casarin R, Iacopini M, Molina G, Horst E ter, Espinasa R, Sucre C, Rigobon R
- On the role of domestic and international financial cyclical factors in driving economic growth
Billio M, Donadelli M, Livieri G, Paradiso A
- On the volatilities of tourism stocks and oil
Shahzad S J H and Caporin M
- Prospective Analysis of the SME Sector in the Western Balkans
Atanasijević J (University of Novi Sad & GRETA), Corradin F (Ca’ Foscari University & GRETA), Sartore D (Ca’ Foscari University & GRETA), Uvalic M (University of Perugia & GRETA) and Volo F (Ca’ Foscari University & GRETA)
In collaboration with Cingolani M (European Investment Bank) - Random Projection Methods in Economics and Finance
Casarin R, Veggente V
- Recurrent ANNs for Failure Predictions on Large Datasets of Italian SMEs , Neural Approaches to Dynamics of Signal Exchanges
Nadali L, Corazza M, Parpinel F, Pizzi C
- Volatility Forecasting
Bernardi M, Bonaccolto G, Caporin M, Costola M