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Personal profile

Personal information

Luca Rossini is a Marie-Curie Individual Fellowship at the department of Econometrics/OR of the Vrije Universiteit.

Research

His main research interest are:

- Bayesian econometrics (in particular Bayesian nonparametrics)

- Graph Theory and Network Theory for time series models

- Forecasting Electricity Prices

- Objective Bayesian Analysis

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Education/Academic qualification

Economics, PhD, Ca' Foscari University Venice

Sep 2013Jan 2017

Statistics, Master, Università di Padova

Sep 2011Apr 2013

Keywords

  • Bayesian Econometrics
  • Graph Theory for time series
  • Forecasting Methods

Fingerprint Dive into the research topics where Luca Rossini is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Bayesian Nonparametrics Mathematics
Copula Mathematics
Bayesian Analysis Mathematics
Random Measure Mathematics
Time Series Models Mathematics
Electricity Mathematics
Negative Binomial Model Mathematics
Credit Scoring Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2017 2019

Bayesian nonparametric sparse VAR models

Billio, M., Casarin, R. & Rossini, L., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Vector autoregressive model
Coefficients
Clustering
Stylized facts
Prediction accuracy

Forecasting daily electricity prices with monthly macroeconomic variables

Foroni, C., Ravazzolo, F. & Rossini, L., 20 Mar 2019, Working paper, (ECB Working Paper Series).

Research output: Working paperAcademic

Macroeconomic variables
Electricity price
Macroeconomics
Forecasting accuracy
Oil prices

Hierarchical Species Sampling Models

Bassetti, F., Casarin, R. & Rossini, L., 30 Jan 2019, In : arXiv.org.

Research output: Contribution to JournalArticleAcademic

Prior distribution
Random Measure
Model
Random Probability Measure
Nonparametric Inference

On a flexible construction of a negative binomial model

Leisen, F., Mena, R. H., Palma, F. & Rossini, L., Sep 2019, In : Statistics and Probability Letters. 152, p. 1-8 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Negative Binomial Model
Closed-form
Birth and Death Process
Negative Binomial
Binomial distribution

Bayesian non-parametric conditional copula estimation of twin data

Dalla Valle, L., Leisen, F. & Rossini, L., 1 Apr 2018, In : Journal of the Royal Statistical Society. Series C: Applied Statistics. 67, 3, p. 523-548 26 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Bayesian Nonparametrics
Copula
Covariates
Economics
Heritability