Matteo Iacopini

Ca Foscari University of Venice

Dorsoduro 3246

Venice, Veneto 30123

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

365

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Bayesian Dynamic Tensor Regression

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2018
Number of pages: 64 Posted: 08 Jun 2018
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Independent and Ca Foscari University of Venice
Downloads 91 (307,189)
Citation 1

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Tensor calculus, tensor decomposition, Bayesian statistics, hierarchical prior, networks, autoregessive model, time series, international trade

2.

Public Concern and the Financial Markets during the COVID-19 outbreak

Number of pages: 10 Posted: 03 May 2020 Last Revised: 06 May 2020
Michele Costola, Matteo Iacopini and Carlo Santagiustina
Ca' Foscari University of Venice, Ca Foscari University of Venice and Ca'Foscari University of Venice - Department of Economics
Downloads 73 (350,453)

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COVID-19, Coronavirus, Social Media data, Google Trends, Financial markets

3.

Stablecoins and Cryptocurrency Returns: Evidence From Large Bayesian VARs

Number of pages: 40 Posted: 15 Jun 2020
Daniele Bianchi, Luca Rossini and Matteo Iacopini
School of Economics and Finance, Queen Mary University of London, VU University Amsterdam - Department of Econometrics and Ca Foscari University of Venice
Downloads 64 (375,981)

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Stable-coins, Tether, Bitcoin, Investments, Shrinkage Priors, Bayesian VAR

4.

Bayesian Markov Switching Tensor Regression For Time-Varying Networks

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 14/WP/2018
Number of pages: 63 Posted: 08 Jun 2018
Monica Billio, Roberto Casarin and Matteo Iacopini
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Downloads 57 (398,168)

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Tensor calculus, tensor decomposition, latent variables, Bayesian statistics, hierarchical prior, networks, zero-inflated model, time series, financial networks

5.

Nonparametric Forecasting of Multivariate Probability Density Functions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 15/WP/2018
Number of pages: 47 Posted: 08 Jun 2018
Dominique Guegan and Matteo Iacopini
Université Paris I Panthéon-Sorbonne and Ca Foscari University of Venice
Downloads 38 (470,450)

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Functional data analysis, functional PCA, functional time series, time varying dependence, time varying copula, clr transform, compositional data analysis

6.

Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR

Number of pages: 32 Posted: 17 Jun 2019
Matteo Iacopini and Luca Rossini
Ca Foscari University of Venice and VU University Amsterdam - Department of Econometrics
Downloads 30 (508,611)

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Bayesian Nonparametrics, Dependent Dirichlet process, Large vector autoregression, Sparsity, Time-Varying networks

7.

Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting

Number of pages: 23 Posted: 15 Jul 2020
Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
Ca Foscari University of Venice, Free University of Bozen-Bolzano - Faculty of Economics and Management and VU University Amsterdam - Department of Econometrics
Downloads 8 (649,173)

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8.

Visualizing and Comparing Distributions With Half-Disk Density Strips

Number of pages: 21 Posted: 20 Jul 2020
Carlo Santagiustina and Matteo Iacopini
Ca'Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Downloads 4 (678,464)

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