Nicolas Bianco

Variational Bayes inference for large-scale multivariate predictive regressions∗

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2022 .

Dynamic Variable Selection in High-Dimensional Predictive Regressions

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2023, SSRN Electronic Journal.

Sparse Modeling for Cross-Industry Returns Predictability

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2021 .

Smoothing Volatility Targeting

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2022, SSRN Electronic Journal.

Sparse Multivariate Modeling for Stock Returns Predictability

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2021 .

Variational inference for large Bayesian vector autoregressions*

M. Bernardi, Daniele Bianchi, Nicolas Bianco, 2022, Journal of Business & Economic Statistics.

A comprehensive study on the Bayesian modelling of extreme rainfall: A case study from Pakistan

Ishfaq Ahmad, Irshad Ahmad Arshad, Touqeer Ahmad, 2021, International Journal of Climatology.