<commit_before>---
layout: page
title: research
permalink: /research/
description: Information about my research activities
---

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### Published

Project: <a class="page-link" href="{{ '/projects/5_project/' | prepend: site.baseurl | prepend: site.url }}">Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies</a>,  
_joint with  [<NAME>](https://www.maastrichtuniversity.nl/n.basturk), [<NAME>](https://sites.google.com/view/stefanograssi), [<NAME>](https://research.vu.nl/en/persons/lennart-hoogerheide) and [<NAME>](https://personal.eur.nl/hkvandijk/)_  
(published in Journal of Econometrics, 2018)

Project: <a class="page-link" href="{{ '/projects/6_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Dynamic Modeling of High-Frequency Integer Price Changes</a>,  
_joint with <NAME> and <a href="http://sjkoopman.net/" title="SJK"><NAME></a>_  
(published in Journal of Financial Econometrics, 2018)

### Submitted and under revision

Project: <a class="page-link" href="{{ '/projects/4_project/' | prepend: site.baseurl | prepend: site.url }}">Partially Censored Posterior for Accurate Left Tail Density Prediction</a>,  
_joint with <a href="https://research.vu.nl/en/persons/lennart-hoogerheide" title="LH"><NAME></a>, <a href="http://sjkoopman.net/" title="SJK">Si<NAME></a> and <a href="https://personal.eur.nl/hkvandijk/"><NAME></a>_  
(revision for Journal of Econometrics)

Project: <a class="page-link" href="{{ '/projects/2_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Risk Forecasting for Long Horizons</a>,  
_joint with [<NAME>](https://research.vu.nl/en/persons/lennart-hoogerheide) and [<NAME>](http://sjkoopman.net/)_  
(submitted)

### Work in progress
* Project: <a class="page-link" href="{{ '/projects/8_project/' | prepend: site.baseurl | prepend: site.url }}">Gaussian Processes and ABC for Statistical Inference in Cell Migration SDE Systems</a>,  
_joint with <NAME> and [Dirk Husmeier](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/dirkhusmeier/)_
* Project: <a class="page-link" href="{{ '/projects/7_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Optimisation for Left Ventricle Models</a>,  
_joint with [Dirk Husmeier](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/dirkhusmeier/), [H<NAME>ao](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/haogao/) and [<NAME>](https://www.maths.gla.ac.uk/~xl/)_
* Project: <a class="page-link" href="{{ '/projects/3_project/' | prepend: site.baseurl | prepend: site.url }}">Semi-Complete Data Augmentation</a>,  
_joint with [Ruth King](http://www.maths.ed.ac.uk/~rking33/)_ 
* Project: <a class="page-link" href="{{ '/projects/1_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Risk Evaluation in State Space Models</a>


### Conferences
* [__39th International Symposium on Forecasting__](https://isf.forecasters.org/) (scheduled),
Thessaloniki, Greece, 16-19 June 2019
* [__Workshop on uncertainty quantification for cardiac models__](http://www.newton.ac.uk/event/FHTW01) (scheduled), 
Cambridge, UK, 5--7 June 2019
* [__Cside 2018 Conference__](https://www.gla.ac.uk/schools/mathematicsstatistics/events/conferences/cside2018/),
Glasgow, UK, 26 November 2018
* [__2nd Joint Liverpool-Glasgow Maths Healthcare Centre Meeting__](http://www.softmech.org/events/headline_587868_en.html),
Liverpool, UK, 30 August 2018
* [__4th Bayesian Young Statisticians Meeting__](https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/wade/2018baysmconference/) (BAYSM2018),
Warwick, UK, 2-3 July 2018
* [__Bayes Comp__](https://www.maths.nottingham.ac.uk/personal/tk/bayescomp/)
Barcelona, Spain, 26-28 March 2018
* [__10th International Conference of the ERCIM WG on Computational and Methodological Statistics__](http://cmstatistics.org/CMStatistics2017/) (CMStatistics 2017),
London, UK 16-18 December 2017 	
* [__8th European Seminar on Bayesian Econometrics__](http://esobe2017.org/) (ESOBE2017),
Maastricht, The Netherlands, 26-27 October 2017
* [__Sequential Monte Carlo 2017 Workshop__](http://www.it.uu.se/conferences/smc2017/) (SMC2017),
Uppsala, Sweden, 30 August - 1 September 2017
* [__1st International Conference on Econometrics and Statistics__](http://cmstatistics.org/EcoSta2017/index.php) (EcoSta2017),<commit_msg>PhD update<commit_after>---
layout: page
title: research
permalink: /research/
description: Information about my research activities
---

<script type="text/javascript">
 function showhide(id) {
    var e = document.getElementById(id);
    e.style.display = (e.style.display == 'block') ? 'none' : 'block';
 }
</script>

### Published

Project: <a class="page-link" href="{{ '/projects/5_project/' | prepend: site.baseurl | prepend: site.url }}">Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies</a>,  
_joint with  [<NAME>](https://www.maastrichtuniversity.nl/n.basturk), [<NAME>](https://sites.google.com/view/stefanograssi), [<NAME>](https://research.vu.nl/en/persons/lennart-hoogerheide) and [<NAME>](https://personal.eur.nl/hkvandijk/)_  
(published in Journal of Econometrics, 2018)

Project: <a class="page-link" href="{{ '/projects/6_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Dynamic Modeling of High-Frequency Integer Price Changes</a>,  
_joint with <NAME> and <a href="http://sjkoopman.net/" title="SJK"><NAME></a>_  
(published in Journal of Financial Econometrics, 2018)

### Submitted and under revision

Project: <a class="page-link" href="{{ '/projects/4_project/' | prepend: site.baseurl | prepend: site.url }}">Partially Censored Posterior for Accurate Left Tail Density Prediction</a>,  
_joint with <a href="https://research.vu.nl/en/persons/lennart-hoogerheide" title="LH"><NAME></a>, <a href="http://sjkoopman.net/" title="SJK"><NAME></a> and <a href="https://personal.eur.nl/hkvandijk/"><NAME></a>_  
(revision for Journal of Econometrics)

Project: <a class="page-link" href="{{ '/projects/2_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Risk Forecasting for Long Horizons</a>,  
_joint with [<NAME>](https://research.vu.nl/en/persons/lennart-hoogerheide) and [<NAME>](http://sjkoopman.net/)_  
(revision)

### Work in progress
* Project: <a class="page-link" href="{{ '/projects/8_project/' | prepend: site.baseurl | prepend: site.url }}">Gaussian Processes and ABC for Statistical Inference in Cell Migration SDE Systems</a>,  
_joint with <NAME> and [<NAME>](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/dirkhusmeier/)_
* Project: <a class="page-link" href="{{ '/projects/7_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Optimisation for Left Ventricle Models</a>,  
_joint with [<NAME>](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/dirkhusmeier/), [<NAME>ao](https://www.gla.ac.uk/schools/mathematicsstatistics/staff/haogao/) and [<NAME>](https://www.maths.gla.ac.uk/~xl/)_
* Project: <a class="page-link" href="{{ '/projects/3_project/' | prepend: site.baseurl | prepend: site.url }}">Semi-Complete Data Augmentation</a>,  
_joint with [<NAME>](http://www.maths.ed.ac.uk/~rking33/)_ 
* Project: <a class="page-link" href="{{ '/projects/1_project/' | prepend: site.baseurl | prepend: site.url }}">Bayesian Risk Evaluation in State Space Models</a>


### Conferences
* [__39th International Symposium on Forecasting__](https://isf.forecasters.org/),
Thessaloniki, Greece, 16-19 June 2019
* [__Workshop on uncertainty quantification for cardiac models__](http://www.newton.ac.uk/event/FHTW01), 
Cambridge, UK, 5--7 June 2019
* [__Cside 2018 Conference__](https://www.gla.ac.uk/schools/mathematicsstatistics/events/conferences/cside2018/),
Glasgow, UK, 26 November 2018
* [__2nd Joint Liverpool-Glasgow Maths Healthcare Centre Meeting__](http://www.softmech.org/events/headline_587868_en.html),
Liverpool, UK, 30 August 2018
* [__4th Bayesian Young Statisticians Meeting__](https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/wade/2018baysmconference/) (BAYSM2018),
Warwick, UK, 2-3 July 2018
* [__Bayes Comp__](https://www.maths.nottingham.ac.uk/personal/tk/bayescomp/)
Barcelona, Spain, 26-28 March 2018
* [__10th International Conference of the ERCIM WG on Computational and Methodological Statistics__](http://cmstatistics.org/CMStatistics2017/) (CMStatistics 2017),
London, UK 16-18 December 2017 	
* [__8th European Seminar on Bayesian Econometrics__](http://esobe2017.org/) (ESOBE2017),
Maastricht, The Netherlands, 26-27 October 2017
* [__Sequential Monte Carlo 2017 Workshop__](http://www.it.uu.se/conferences/smc2017/) (SMC2017),
Uppsala, Sweden, 30 August - 1 September 2017
* [__1st International Conference on Econometrics and Statistics__](http://cmstatistics.org/EcoSta2017/index.php) (EcoSta2017),
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