Research

In general my research interests are in Time Series Analysis, Statistical Learning and Stochastic Optimization. From browsing this webpage you can get a more precise idea about my research and also you can find some downloads, but please watch the disclaimer.

Also: here is a complete list of publications; here is my google scholar profile and here is my ResearchGate page.

Research trivia: this is my math genealogy and my Erdős number is 4.

Please, check my postgraduate webpage if you're interested in postgraduate studies under my supervision.

Disclaimer: The listing of papers on this webpage is for my own use. Some of these files are probably covered by publisher copyrights. Please ensure that your institution has the appropriate subscription before reading any of these .pdfs.

Book:

G. Tunnicliffe Wilson, M. Reale, J. Haywood

Models for Dependent Time Series

Chapman & Hall, 2015

Recent papers:

  • Regularized maximum likelihood estimation for the random coefficients model, (with Fabian Dunker and Emil Mendoza), submitted for publication.

Journal publications:

  • B.L. Robertson, M. Reale, C.J. Price and J.A. Brown, Quasi-random ranked set sampling, Statistics and Probability Letters, 171 2021, 109029.
  • C.J. Price, M. Reale and B.L. Robertson, OSCARS-II: an algorithm for bound constrained global optimization, Journal of Global Optimization, 79 (1) 2021, 39-57.
  • C. De Tommasi, E. Richardson, M. Reale and J. Jordan, Evaluation of a novel application of a mindfulness phone application for patients with brain tumours: a feasibility study, Journal of Neuro-Oncology, 149 (3) 2020, 489-498.
  • D.C. Wickramarachchi, B.L. Robertson, M. Reale, C.J. Price and J.A. Brown, A reflected feature space for CART, Australian & New Zealand Journal of Statistics, 61 (3) 2019, 380-391.
  • F. Tomasetto, S. Cianciullo, M. Reale, F. Attorre, O. Olaniyan and S.L. Goldson, Breakdown in classical biological control of Argentine stem weevil: a matter of time, BioControl, 63 (4) 2018, 521-531.
  • F. Tomasetto, J.M. Tylianakis, M. Reale, S.D.Wratten and S.L. Goldson, Intensified agriculture favours evolved resistance to biological control, Proceedings of the National Academy of Sciences of the United States of America, 114 (15) 2017, 3885-3990.
  • W. Rea, C. Price, L. Oxley, M. Reale and J. Brown, A new procedure to test for fractional integration, Open Journal of Statistics, 6 (4) 2016, 651-666.
  • C.J. Price, M. Reale and B.L. Robertson, Stochastic filter methods for bound and otherwise constrained global optimization, Journal of Global Optimization, 65 (3) 2016, 441-456.
  • D.C. Wickramarachchi, B.L. Robertson, M. Reale, C.J. Price and J. Brown, HHCART: an oblique decision tree, Computational Statistics and Data Analysis, 96 2016, 12-23.
  • A. Rea, W. Rea, M. Reale and C. Scarrott, A comparison of spillover effects before, during and after the 2008 financial crisis, Applied Mathematics, 5 (4) 2014, 601-614.
  • C.J. Price, M. Reale and B.L. Robertson, One Side Cut Accelerated Random Search. A direct search method for bound constrained global optimization, Optimization Letters, 8 (3) 2014, 1137-1148.
  • B.L. Robertson, C.J. Price and M. Reale, A CARTopt method for bound constrained global optimization, ANZIAM Journal, 55 (2) 2013, 109-128.
  • B.L. Robertson, C.J. Price and M. Reale, CARTopt : A random search method for nonsmooth unconstrained optimization, Computational Optimization and Applications, 56 (2) 2013, 291-315.
  • W. Rea, L. Oxley, M. Reale and J. Brown, Not all estimators are born equal: the empirical properties of some estimators of long memory, Mathematics and Computers in Simulation, 93 2013, 29-42.
  • C.J. Price, M. Reale and B.L. Robertson, A cover partitioning method for bound constrained global optimization, Optimization Methods and Software, 27 (6) 2012, 1059-1072.
  • A. Luati, T. Proietti and M. Reale, The variance profile, Journal of the American Statistical Association 107 (498) 2012, 607-621.
  • W. Rea, M. Reale and J. Brown, Long memory in temperature reconstruction, Climatic Change 107 (3) 2011, 247-265.
  • B.L. Robertson, C.J. Price and M. Reale, A Hooke and Jeeves - CARTopt hybrid method for nonsmooth optimization, Advanced Modeling and Optimization 13 (3) 2011, 381-401.
  • D.S. Lee, M. Zahari, G. Russell, B. Darlow, C. Scarrott and M. Reale, An exploratory investigation of some statistical summaries of oximeter oxygen saturation data from preterm babies, ISRN Pediatrics 2011 2011, article ID 296418.
  • A. MacDonald, C.J. Scarrott, D. Lee, B. Darlow, M. Reale and G. Russell, A flexible extreme value mixture model, Computational Statistics and Data Analysis 55 (6) 2011, 2137-2157.
  • X. Zhao, C.J. Scarrott, L. Oxley and M. Reale, GARCH dependence in extreme value models with Bayesian inference, Mathematics and Computers in Simulation 81 (7) 2011, 1430-1440.
  • W. Rea, M. Reale, J. Brown and L. Oxley, Long memory or shifting means in geophysical time series?, Mathematics and Computers in Simulation 81 (7) 2011, 1441-1453.
  • W.S. Rea, M. Reale, C. Cappelli and J.A. Brown, Identification of changes in mean with regression trees: an application to market research, Econometric Reviews 29 (5) 2010, 754-777.
  • X. Zhao, C. Scarrott, L. Oxley and M. Reale, Extreme value modelling for forecasting market crisis impacts, Applied Financial Economics 20 (1-2) 2010, 63-72.
  • H. Lindstrom, M. Reale and M. Grekin, Using non-destructive testing to assess modulus of elasticity of Pinus Sylvestris trees, Scandinavian Journal of Forest Research 24 (3) 2009, 247-257.
  • L. Oxley, M. Reale and G. Tunnicliffe Wilson, Constructing structural VAR models with conditional independence graphs, Mathematics and Computers in Simulation 79 (9) 2009, 2910-2916.
  • C.J. Price, B.L. Robertson and M. Reale, A hybrid Hooke and Jeeves-Direct method for non-smooth optimization, Advanced Modeling and Optimization 11 (1) 2009, 43-61.
  • G. Tunnicliffe Wilson and M. Reale, The sampling properties of conditional independence graphs for I(1) structural VAR models, Journal of Time Series Analysis 29 (5) 2008, 802-810.
  • C. Cappelli, R.N. Penny, W.S. Rea and M. Reale, Detecting multiple mean breaks at unknown points with regression trees, Mathematics and Computers in Simulation 78 (2-3) 2008, 351-356.
  • C.J. Price, M. Reale and B.L. Robertson, A direct search method for smooth and nonsmooth unconstrained optimization, ANZIAM Journal 48 2008, C927-C948.
  • J. Edlund, H. Lindstrom, F. Nilsson and M. Reale, Modulus of elasticity of Norway spruce saw logs vs. structural lumber grade, Holz als Roh und Werkstoff 64 (4) 2006, 273-279.
  • H. Lindstrom, R. Evans and M. Reale, Implications of selecting tree clones with high modulus of elasticity, New Zealand Journal of Forestry Science 35 (1) 2005, 50-71.
  • R.N. Penny and M. Reale, Using graphical modelling in official statistics, Quaderni di Statistica 6 (1), 2004, 31-48.
  • M. Reale and G. Tunnicliffe Wilson, The sampling properties of conditional independence graphs for structural vector autoregressions, Biometrika 89 (2) 2002, 457-461.
  • M. Reale and G. Tunnicliffe Wilson, Identification of vector AR models with recursive structural errors using conditional independence graphs, Statistical Methods and Applications 10 (1-3) 2001, 49-65.
  • G. Tunnicliffe Wilson, M. Reale and A.S. Morton, Developments in multivariate time series modeling, Estadistica 53 (160, 161) 2001, 353-395.

Working Papers:

Some working papers can be found in arXiv, in the UC Mathematics and Statistics Department Research Report Area and in the UC Economics and Finance Department Working Papers Series.