Some Talks
Milwaukee ensemble talk
Bayesian Ensemble Learning for Big Data (Decision Sciences Institute, November 2013)
On the Long Run Volatility of Stocks (Minnesota, Ohio State, October 2013)
Monotonically Constrained Bayesian Additive Regression Trees (SBIES, May 2013)
Some Papers
working:
On the Long Run Volatility of Stocks
Bayes and Big Data: The Consensus Monte Carlo Algorithm
Cholesky Stochastic Volatility
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)