Selected publications.

Peer-reviewed research in adaptive metaheuristics and combinatorial optimisation, alongside thought-leadership writing on machine learning, predictive analytics and diversity in AI.

Peer-reviewed research

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. A quantitative-finance seminar newsletter for practitioners, academics and regulators, published online with email alerts.
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.