Markov-chain Monte CarloSequential Monte CarloParticle FiltersForecastingBayesian NonparametricsTime seriesStochastic ProcessMonte Carlo Simulation MethodsBayesian EconometricsBayesian Inference
Roberto Casarin is currently Associate Professor of Econometrics in the Department of Economics at University Ca' Foscari of Venice. He got in 2014 the National Scientific Habilitation as Associate Professor in Econometrics, Statistics, and Time Series Analysis. His publications and current research are on Bayesian models and inference, Monte Carlo algorithms, and nonlinear time series models. He was previously assistant professor at University of Brescia. He received a Ph.D. in Mathematics (2007) from University Paris Dauphine, a Ph.D. in Economics (2003) from University Ca’ Foscari of Venice, a M.Sc. in Applied Mathematics from ENSAE-University Paris Dauphine, and a degree in Economics at University Ca’ Foscari of Venice. He has been visiting CEREMADE at University Paris Dauphine, the Department of Mathematics at University Paris Sud, and the School of Mathematics at University of Bristol. He received research fellowships from University of Brescia, University of Padova, and a PhD scholarship from University of Venice.
Decrypting financial markets through e-joint attention efforts: On-line adaptive networks of investors in periods of market uncertainty