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Year of PublicationTitleAuthor(s)
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2022A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis PeriodsCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2019Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzollo, Francesco; van Dijk, Herman K.
2021A Bayesian Dynamic Compositional Model for Large Density Combinations in FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2015The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2022A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis PeriodsCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman