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02/20/2022
Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks
While the vast majority of the literature on models for temporal network...
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10/03/2019
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics
We propose a novel approach to sentiment data filtering for a portfolio ...
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05/26/2019
Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks
Motivated by the evidence that real-world networks evolve in time and ma...
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03/13/2018