Journal and Book Publications

  1. Billio, M., Casarin, R., Iacopini, M. and Kaufmann, S. (2022), "Bayesian dynamic tensor regression", Journal of Business and Economic Statistics (forthcoming) -- (article)
  2. Iacopini, M., Ravazzolo, F. and Rossini, L. (2022) "Proper scoring rules for evaluating density forecasts with asymmetric loss functions", Journal of Business and Economic Statistics, (forthcoming) -- (code; article)
  3. Billio, M., Casarin, R., Costola, M. and Iacopini, M. (2021), "Matrix-variate Smooth Transition Models for Temporal Networks", in Arashi, M., Bekker, A., Che, D., and Ferreira, J., Innovations in Multivariate Statistical Modeling: navigating theoretical and multidisciplinary domains, chapter XX, pages XX, Springer Emerging Topics in Statistics and Biostatistics. (forthcoming)
  4. Billio, M., Casarin, R., Costola, M. and Iacopini, M. (2021), "COVID-19 spreading in financial networks: A semiparametric matrix regression model", Econometrics and Statistics, (forthcoming) -- (article)
  5. Costola, M., Iacopini, M. and Santagiustina, C.R.M.A. (2021), "On the "mementum" of meme stocks", Economics Letters, 207, 110021 -- (article)
  6. Billio, M., Casarin, R., Costola, M. and Iacopini, M. (2021), "A matrix-variate t model for networks", Frontiers in Artificial Intelligence 4, 49 -- (article)
  7. Iacopini, M. and Santagiustina, C.R.M.A. (2021), "Filtering the intensity of public concern from social media count data with jumps", Journal of the Royal Statistical Society: Series A, 184:1283--1302 -- (article)
  8. Costola, M., Iacopini, M. and Santagiustina, C.R.M.A. (2020), "Google search volumes and the financial markets during the COVID-19 outbreak", Finance Research Letters, 42:101884 -- (article)
  9. Iacopini, M., Ravazzolo, F. and Rossini, L. (2020), "A discussion on: On a Class of Objective Priors from Scoring Rules by F. Leisen, C. Villa and S. G. Walker", Bayesian Analysis, 15(4):1392--1393.
  10. Casarin, R., Iacopini, M., Molina, G., ter Horst, E., Espinasa, R., Sucre, C. and Rigobon, R. (2020), "Multilayer Network Analysis of Oil Linkages", The Econometrics Journal, 23(2):269--29 -- (article)
  11. Tonellato, S. and Iacopini, M. (2018), "A discussion on: Using stacking to average Bayesian predictive distributions by Y. Yao, A. Vehtari, D. Simpson and A. Gelman", Bayesian Analysis, 13(3):994--996.
  12. Billio, M., Casarin, R. and Iacopini, M. (2018), "Bayesian tensor regression models", In Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2018. Eds. Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M., Springer, 149--153.
  13. Billio, M., Casarin, R. and Iacopini, M. (2018), "Bayesian tensor binary regression", In Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2018. Eds. Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M., Springer, 143--147.
  14. Casarin, R., Iacopini, M. and Rossini, L. (2017), "A discussion on: Sparse graphs using exchangeable random measures by F. Caron and E. B. Fox", Journal of the Royal Statistical Society: Series B, 79(5):51--53.
  15. Billio, M., Casarin, R. and Iacopini, M. (2017), "Bayesian tensor regression models", In Proceedings of the Conference of the Italian Statistical Society. Statistics and Data Science: new challenges, new generations. Eds. Alessandra Petrucci and Rosanna Verde, Firenze University Press, 179--186.

Other publications

  1. Iacopini, M., (2016), "Basics of optimization theory with applications in MATLAB and R", Quaderni di didattica, Department of Economics, Ca' Foscari University of Venice.

Manuscripts Submitted and under Review

  1. Billio, M., Casarin, R. and Iacopini, M., "Markov Switching Tensor Regression for Time-varying Networks" (under review) -- (working paper)

Working papers

  1. Bianchi, D., Iacopini, M. and Rossini, L., "Stablecoins and Cryptocurrency Returns: Evidence from large Bayesian VARs" -- (working paper)
  2. Guégan, D. and Iacopini, M., "Nonparametric Forecasting of Multivariate Probability Density Functions" -- (working paper)
  3. Iacopini, M. and Rossini, L., "Bayesian nonparametric graphical models for time-varying parameters VAR" -- (working paper)
  4. Iacopini, M. and Santagiustina, C.R.M.A., "Visualizing and comparing distributions with half-disk density strips" -- (code; working paper)