Anthony is an econometrician whose research interest spans the general area of Financial and Computational Econometrics. Subjects such as Asset Pricing, Multivariate Analysis, Bayesian Inference, Monte Carlo Methods, Performance Measures, Risk Management, and Portfolio Theory are of particular interest.
2009 - 2014 PhD Economics, University Ca 'Foscari Venice, Italy
Supervisor: Professors Monica Billio and Roberto Casarin
Thesis title: Essays on Bayesian Inference with Financial Applications
2007 - 2009 Erasmus Mundus Master Program in Modlels and Methods of Quantitative Economics:
University Ca' Foscari of Venice, Italy, University of Paris 1, Pantheon Sorbonne, France and University of Belefeld Germany.
Thesis title: Pricing and Inference in a Semiparametric Setting: The European Call Option Case
Supervisor: Professor Monica Billio
1998 - 2004 BSc Statistics, Obafemi Awolowo University, Ole-Ife, Nigeria
Project: Single Server Two Channel Problem in the Area of Queueing Theory
CURRENT AND PAST POSITION:
2020 - Assistant Professor (Econometrics), University Ca 'Foscari of Venice
2014 - 2020 Lecturer 1 (Assistant Professor), Obafemi Awolowo University, Ile-Ife, Nigeria
2019 - 2020 Research Fellow, University Ca' Foscari of Venice
2012 - 2013 Research Assistant , University Ca 'Foscari of Venice
1. Billio, M., Casarin, R. and Osuntuyi, A. (2016). E? Cient Gibbs sampling for Markov switching GARCH models.
Computational Statistics and Data Analysis, 100, 37 - 57.
2. Billio, M., Casarin, R. and Osuntuyi, A. (2018). Markov Switching GARCH models for Bayesian Hedging on Energy
Futures Markets. Energy Economics, 70, 545 - 562.
1. Billio, M., Casarin, R., De Cian, E., Mistry, M. and Osuntuyi, A.: The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach.
2. Casarin, R., and Osuntuyi, A.: Monte Carlo within Simulated Annealing for Integral Constrained Optimization.
3. Casarin, R., Corradin, F., and Osuntuyi, A.: Multiple-Try Simulated Annealing Algorithm with Asymptotic Convergence for Nonlinear Constrained Optimization.
3. Ayodele, K. P, Ikezogwo, WO, and Osuntuyi, A.: Empirical Characterization of the Temporal Dynamics of EEG Spectral Components. (In press)
4. Hoogerheide, L., Casarin, R., Osuntuyi, A. and van Dijk, HK: Bayesian Approach to Forecast Rationality Tests of AJ Patton and A. Timmermann
5. Hoogerheide, L., Osuntuyi, A. and van Dijk, HK: Option Pricing using two step Estimation Technique
6. Osuntuyi, A.: Comparing Markov Switching GARCH models based on Collapsing Procedure
7. Osuntuyi, A., Gray, DC and Olosunde AA: Exponential Power Jump-Di? usion Model with Application to Credit Risk.
SELECTED CONFERENCES, SEMINARS AND WORKSHOPS ATTENDED
1. Workshop on Massively Parallel Computing in Economics and Finance, Erasmus University Rotterdam, Rotterdam, Netherlands, May 11, 2012
2. Credit Risk, Financial Crises, and the Macroeconomic Conference, Venice, Italy. September, 2013.
3 .. SIS (2013) Statistical Conference. Advances in Latent Variables: methods, models and applications, Brescia, Italy. June 19 - 21, 2013.
4. Sco2013, Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction, Milan, Italy. September 9 - 11, 2013.
5. 7th CSDA International Conference on Computational and Financial Econometrics 2013, Senate House, University of London, UK., December 14 - 16, 2013.
6. First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, Germany. May 21 - 24, 2014.
9. (Virtual) World Econometrics Congress 2020 August 17 - 21, 2020
Economic Modeling, International Review of Financial Analysis, EconomiA, Journal of the Nigerian Mathematical Society, Statistical Methods & Applications (Journal of the Italian Statistical Society), Econometrics and Statistics
GRANTS AND HONORS:
1. Research grants, University Ca 'Foscari Venice, Italy
a. Analysis for Substantiating the Correlation between Energy Efficiency and Property Value 2019 - 2020
b. Joint Modeling of Business and Financial Cycles 2018
c. Bayesian Forecasting Methods in Macroeconomics 2012 - 2013
2. Riccardo Faini award for one of the three best Master Theses 2012, Department of Economics, University Ca 'Foscari Venice, Italy
3. Erasmus Mundus Master Scholarship 2007 - 2009
4. Federal Government Scholarship for Studies in Nigeria Tertiary Institutions 2003
5. Higher Education Scholarship by Nigeria Mathematical Center, Abuja, Nigeria 2002