Marco Reale

Associate ProfessorMarco Reale

Financial Engineering Co-ordinator
Jack Erskine 722
Internal Phone: 92463

Qualifications

Research Interests

Research interests include the use of graph theory and statistics, in particular time series analysis, both in theory and applications.

Recent Publications

  • Tunnicliffe Wilson G., Reale M. and Haywood J. (2015) Models for Dependent Time Series. Boca Raton: Chapman & Hall/CRC. 340.
  • Wickramarachchi DC., Robertson BL., Reale M., Price CJ. and Brown JA. (2019) A reflected feature space for CART. Australian and New Zealand Journal of Statistics 61(3): 380-391. http://dx.doi.org/10.1111/anzs.12275.
  • Tomasetto F., Cianciullo S., Reale M., Attorre F., Olaniyan O. and Goldson SL. (2018) Breakdown in classical biological control of Argentine stem weevil: a matter of time. BioControl 63(4): 521-531. http://dx.doi.org/10.1007/s10526-018-9878-4.
  • Tomasetto F., Tylianakis JM., Reale M., Wratten S. and Goldson SL. (2017) Intensified agriculture favors evolved resistance to biological control. Proceedings of the National Academy of Sciences of the United States 114(15): 3885-3890. http://dx.doi.org/10.1073/pnas.1618416114.
  • Price CJ., Reale M. and Robertson BL. (2016) Stochastic filter methods for generally constrained global optimization. Journal of Global Optimization 65(3): 441-456. http://dx.doi.org/10.1007/s10898-015-0388-y.