Iacopini, Matteo

1. Bayesian Dynamic Tensor Regression
   2017/09/27 by Billio, Monica, Casarin, Roberto, Iacopini, Matteo +1 · 2 citations
   #FOS: Computer and information sciences #Methodology (stat.ME)
2. Nonparametric forecasting of multivariate probability density functions
   2018/03/19 by Guégan, Dominque, Iacopini, Matteo · 1 citation
   #FOS: Computer and information sciences #Methodology (stat.ME)
3. Bayesian Markov Switching Tensor Regression for Time-varying Networks
   2017/10/31 by Monica Billio, Roberto Casarin, Billio, Monica +3 · 1 citation
   Mathematics · Medicine · Physics and Astronomy · #Advanced Neuroimaging Techniques and Applications #Complex Network Analysis Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Tensor decomposition and applications
4. Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
   2022/09/05 by Matteo Iacopini, Iacopini, Matteo, Aubrey Poon +5 · 1 citation
   Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact