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Nick Polson
Nick Polson
Professor of Econometrics and Statistics, University of Chicago
Bestätigte E-Mail-Adresse bei chicagobooth.edu
Titel
Zitiert von
Zitiert von
Jahr
Bayesian analysis of stochastic volatility models
E Jacquier, NG Polson, PE Rossi
Journal of Business & Economic Statistics 20 (1), 69-87, 2002
2823*2002
The impact of jumps in volatility and returns
B Eraker, M Johannes, N Polson
The Journal of Finance 58 (3), 1269-1300, 2003
2062*2003
The horseshoe estimator for sparse signals
CM Carvalho, NG Polson, JG Scott
Biometrika 97 (2), 465-480, 2010
14932010
Bayesian inference for logistic models using Pólya–Gamma latent variables
NG Polson, JG Scott, J Windle
Journal of the American statistical Association 108 (504), 1339-1349, 2013
11382013
Deep learning for short-term traffic flow prediction
NG Polson, VO Sokolov
Transportation Research Part C: Emerging Technologies 79, 1-17, 2017
10562017
Deep learning for finance: deep portfolios
JB Heaton, NG Polson, JH Witte
Applied Stochastic Models in Business and Industry 33 (1), 3-12, 2017
989*2017
A Monte Carlo approach to nonnormal and nonlinear state-space modeling
BP Carlin, NG Polson, DS Stoffer
Journal of the american Statistical association 87 (418), 493-500, 1992
9191992
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
E Jacquier, NG Polson, PE Rossi
Journal of Econometrics 122 (1), 185-212, 2004
8022004
Handling sparsity via the horseshoe
CM Carvalho, NG Polson, JG Scott
Artificial intelligence and statistics, 73-80, 2009
6522009
Shrink globally, act locally: Sparse Bayesian regularization and prediction
NG Polson, JG Scott
Bayesian statistics 9 (501-538), 105, 2010
5692010
On the half-Cauchy prior for a global scale parameter
NG Polson, JG Scott
4982012
MCMC methods for continuous-time financial econometrics
M Johannes, N Polson
Handbook of Financial Econometrics: Applications, 1-72, 2010
4872010
Particle learning and smoothing
CM Carvalho, MS Johannes, HF Lopes, NG Polson
4722010
A Bayesian analysis of the multinomial probit model with fully identified parameters
RE McCulloch, NG Polson, PE Rossi
Journal of econometrics 99 (1), 173-193, 2000
3982000
Optimal filtering of jump diffusions: Extracting latent states from asset prices
MS Johannes, NG Polson, JR Stroud
The Review of Financial Studies 22 (7), 2759-2799, 2009
321*2009
Sequential learning, predictability, and optimal portfolio returns
M Johannes, A Korteweg, N Polson
The Journal of Finance 69 (2), 611-644, 2014
2602014
Tracking epidemics with Google flu trends data and a state-space SEIR model
V Dukic, HF Lopes, NG Polson
Journal of the American Statistical Association 107 (500), 1410-1426, 2012
221*2012
Data augmentation for support vector machines
NG Polson, SL Scott
2122011
On the geometric convergence of the Gibbs sampler
GO Roberts, NG Polson
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1994
2071994
Inference for nonconjugate Bayesian models using the Gibbs sampler
BP Carlin, NG Polson
Canadian Journal of statistics 19 (4), 399-405, 1991
1931991
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