Selected publications.

Peer-reviewed research is concentrated in adaptive metaheuristics and applied combinatorial optimisation, carried out as doctoral and post-doctoral work on the NP-hard radio frequency assignment problem. Thought-leadership writing focuses on predictive analytics, machine learning in capital markets, and diversity in AI.

Peer-reviewed research

Three peer-reviewed papers, joint with N. M. Stephens and S. Hurley, applied Glover’s tabu search and tabu thresholding to the radio frequency assignment problem — an NP-hard problem in military and civil communications. Carried out from 1994, the work developed adaptive recency- and frequency-based memory that performed on realistic instances (up to 726 links and 75,306 constraints), then replaced explicit memory with tabu thresholding and surrogate constraint handling. Published in Annals of Operations Research and Springer’s Meta-Heuristics volume.

2001 Castelino, D. J. & Stephens, N. M. Tabu thresholding for the Frequency Assignment Problem. In Osman, I. H. & Kelly, J. P. (Eds.), Meta-Heuristics: Theory and Applications. Boston, MA: Springer.
1999 Castelino, D. & Stephens, N. M. A surrogate constraint tabu thresholding implementation for the Frequency Assignment Problem. Annals of Operations Research, 86, 259–270.
1996 Castelino, D. J., Hurley, S. & Stephens, N. M. A tabu search algorithm for frequency assignment. Annals of Operations Research, 63(2), 301–319.
1996 Castelino, D. J. & Stephens, N. M. Disjunctive linear constraint problems using surrogate constraints with tabu thresholding. Proceedings of the Symposium on Combinatorial Optimization, London.
1995 Castelino, D. J. & Stephens, N. M. Tabu thresholding for the Frequency Assignment Problem. Proceedings of the Metaheuristics International Conference, Breckenridge, Colorado: Kluwer Academic Publishers.
1994 Castelino, D. J. & Stephens, N. M. Solving frequency assignment problems using tabu search. Proceedings of EURO XIII / OR 36: Designing Practical Solutions, Glasgow.

Invited talks

2021 Explainable anomaly detection for FICC markets. Funding-round presentation to national space agencies. Secured competitive research funding.
1996 Symposium on Combinatorial Optimization (CO96): Recent Advances in Theory and Practice. London.
1995 Meta-Heuristics International Conference. Breckenridge, Colorado.
1994 EURO XIII / OR 36 Conference: Designing Practical Solutions. Glasgow.

Thought leadership

2019–21 Castelino, D. (editor & contributor). Frontiers in Quantitative Finance — seminar newsletter series. Summarised the quantitative-finance seminar series for practitioners, academics, and regulators, and published it online with email alerts so the wider industry and thought leaders could follow.
2020 Castelino, D. Diversity in AI. The CSuite. Republished on this site. Thought-leadership article advocating inclusion and representation in AI.
2017 Castelino, D. Artificial Intelligence for Banks: The Revolution Starts Now. TABB Forum. Republished on this site. On how intelligent machines will reshape knowledge work in banking — research, compliance and beyond.
2016 Castelino, D. The power of predictive analytics and machine learning. TABB Forum. Republished on this site. An ahead-of-the-curve article advocating ML adoption in banking during the early fintech transformation.
2016 Castelino, D. Big Data — Going Beyond the Hype. TABB Forum. Republished on this site. An early industry commentary advocating data-driven transformation in banking.
2015 Castelino, D. Measuring the value of your customer. On modelling customer lifetime value.
2014–15 Castelino, D. What will the customer buy and when? On predicting customer purchasing behaviour.

Academic service

Peer reviewer for international operations research journals.