Some Talks

PBART: Parallel Bayesian Additive Regression Trees (San Antonio, January 2012)

Put Option Implied Risk-Premia in General Equilibrium under Recursive Preferences
(given by co-author Satadru Hore at summer Econometrics meetings, 2011)

Choleski Multivariate Stochastic Volatility, U. of Minnesota , May 14 2011.

BART: Bayesian Additive Regression Trees, Rice, Lehmann Syposium, May 11, 2011.

On the Long Run Volatility of Stocks
(given by co-author Carlos Carvlho)

Some Papers

working:

Cholesky Stochastic Volatility 

Multi Level Categorical Data Fusion Using Partially Fused Data

Bayesian Regression Structure Discovery

Put Option Implied Risk-Premia in General Equilibrium under Recursive Preferences


published:

Bayesian Additive Regression Trees 
(with Hugh Chipman and Edward George)

On the Determination of General Scientific Models with Application to Asset Pricing
(with Ron Gallant)