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A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto; Corradin, Fausto; Ravazzolo, Francesco; … - 2018
Persistent link: https://www.econbiz.de/10011956868
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Combining predictive densities using Bayesian filtering with applications to US economic data
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10011629028
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Parallel sequential Monte Carlo for efficient density combination : the DeCo Matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011631741
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009730084
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A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2020
Persistent link: https://www.econbiz.de/10012384654
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Bayesian nonparametric calibration and combination of predictive distributions
Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015
Persistent link: https://www.econbiz.de/10011631783
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Forecasting electricity prices with expert, linear and non-linear models
Billé, Anna Gloria; Gianfreda, Angelica; Del Grosso, … - 2021
Persistent link: https://www.econbiz.de/10012627837
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10011629026