Roberto Casarin

According to our database, Roberto Casarin authored at least 10 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Monte carlo within simulated annealing for integral constrained optimizations.

Roberto Casarin, Bertrand B. Maillet, Anthony Osuntuyi

Ann. Oper. Res., March, 2024

2023

Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model.

Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel

CoRR, 2023

2021

What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign.

Roberto Casarin, Juan C. Correa, Jorge E. Camargo, Silvana Dakduk, Enrique ter Horst, German Molina

J. Inf. Sci., 2021

A Matrix-Variate t Model for Networks.

Monica Billio, Roberto Casarin, Michele Costola, Matteo Iacopini

Frontiers Artif. Intell., 2021

2018

Adaptive independent sticky MCMC algorithms.

Luca Martino, Roberto Casarin, Fabrizio Leisen, David Luengo

EURASIP J. Adv. Signal Process., 2018

2016

Resilience of an online financial community to market uncertainty shocks during the recent financial crisis.

Pablo Racca, Roberto Casarin, Flaminio Squazzoni, Pierpaolo Dondio

J. Comput. Sci., 2016

Efficient Gibbs sampling for Markov switching GARCH models.

Monica Billio, Roberto Casarin, Anthony Osuntuyi

Comput. Stat. Data Anal., 2016

Sticky proposal densities for adaptive MCMC methods.

Luca Martino, Roberto Casarin, David Luengo

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

2013

Interacting multiple try algorithms with different proposal distributions.

Roberto Casarin, Radu V. Craiu, Fabrizio Leisen

Stat. Comput., 2013

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.

Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral

Math. Comput. Simul., 2013