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Nicholas G. Polson · Study
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Author
Nicholas G. Polson
14 works
· latest 2023
· 1 institutions
cluster: provisional
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Citations
3,847
Works here
14
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Most cited in this library
Bayesian Analysis of Stochastic Volatility Models
2002 · 1,363 citations
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
2003 · 633 citations
Bayesian Analysis of Stochastic Volatility Models
1994 · 611 citations
Bayesian Analysis of Stochastic Volatility Models
1994 · 388 citations
[Bayesian Analysis of Stochastic Volatility Models]: Reply
1994 · 196 citations
Works
14 shown
Deep Learning in Characteristics-Sorted Factor Models
Journal of Financial and Quantitative Analysis
·
2023
·
3 authors
·
Open access
111
citations
Deep Learning for Predicting Asset Returns
RePEc: Research Papers in Economics
·
2018
·
2 authors
·
preprint
·
Open access
56
citations
Deep Learning in Finance
arXiv (Cornell University)
·
2016
·
3 authors
·
preprint
·
Open access
87
citations
Analyzing Risky Choices: Q‐learning for Deal‐No‐Deal
Applied Stochastic Models in Business and Industry
·
2013
·
2 authors
4
citations
Predictive Macro-Finance With Dynamic Partition Models
Journal of the American Statistical Association
·
2011
·
3 authors
20
citations
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
Review of Financial Studies
·
2009
·
3 authors
·
Open access
193
citations
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Journal of Econometrics
·
2003
·
3 authors
633
citations
Bayesian Analysis of Stochastic Volatility Models
Journal of Business and Economic Statistics
·
2002
·
3 authors
1,363
citations
Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970-1996
Journal of Business and Economic Statistics
·
2000
·
2 authors
64
citations
Stochastic Volatility: Univariate and Multivariate Extensions
RePEc: Research Papers in Economics
·
1999
·
3 authors
·
preprint
85
citations
Models and Priors for Multivariate Stochastic Volatility
RePEc: Research Papers in Economics
·
1995
·
3 authors
·
preprint
·
Open access
36
citations
Bayesian Analysis of Stochastic Volatility Models
Journal of Business and Economic Statistics
·
1994
·
3 authors
611
citations
Bayesian Analysis of Stochastic Volatility Models
Journal of Business and Economic Statistics
·
1994
·
3 authors
388
citations
[Bayesian Analysis of Stochastic Volatility Models]: Reply
Journal of Business and Economic Statistics
·
1994
·
3 authors
196
citations