Publications
Journal articles:
Casarin, R., Costantini, M., Osuntuyi, A. (2023), Bayesian nonparametric panel Markov-switching GARCH models Journal of Business & Economic Statistics, 42 (1), 135 -146
Casarin, R., Maillet, B., Osuntuyi, A. (2022), Monte Carlo within Simulated Annealing for Integral Constrained Optimizations. Annals of Operation Research
Ayodele, K. P, Ikezogwo, W. O., and Osuntuyi, A. (2020). Empirical Characterization of the Temporal Dynamics of EEG Spectral Components. International Journal of Online and Biomedical Engineering (iJOE), 16.
Billio, M., Casarin, R. and Osuntuyi, A. (2018). Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets. Energy Economics, 70, 545 - 562.
Billio, M., Casarin, R. and Osuntuyi, A. (2016). Efficient Gibbs sampling for Markov switching GARCH models. Computational Statistics and Data Analysis, 100, 37 - 57.
Book Chapters
Billio, M., Casarin, R. and Osuntuyi, A. (2013), Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets, in Advances in Latent Variables, Eds. Brentari, E. and Carpita, M., Vita e Pensiero, Milan, 2013.
Conference Proceedings
Workshop on Massively Parallel Computing in Economics and Finance, Erasmus University Rotterdam, Rotterdam, Netherlands, May 11, 2012
Credit Risk, Financial Crises, and the Macroeconomic Conference, Venice, Italy. September 2013.
SIS (2013) Statistical Conference. Advances in Latent Variables: methods, models and applications, Brescia, Italy. June 19 - 21, 2013.
Sco2013, Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction, Milan, Italy. September 9 - 11, 2013.
7th CSDA International Conference on Computational and Financial Econometrics 2013, Senate House, University of London, UK., December 14 - 16, 2013.
First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, Germany. May 21 - 24, 2014.
(Virtual) World Econometrics Congress 2020 August 17 - 21, 2020
2nd Financial Economics Meeting Crisis Challenges (Virtual FEM 2021), July 1 - 2, 2021
14th CSDA International Conference on Computational and Financial Econometrics 2020 (Virtual CFE 2020), December 19 21, 2020
15th Financial Risks International Forum, organised by Institut Louis Bachelier Paris, March 21 - 22, 2022