Nick Polson
Nick Polson
Professor of Econometrics and Statistics, University of Chicago
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Cited by
Cited by
Bayesian analysis of stochastic volatility models
E Jacquier, NG Polson, PE Rossi
Journal of Business & Economic Statistics 20 (1), 69-87, 2002
The impact of jumps in volatility and returns
B Eraker, M Johannes, N Polson
The Journal of Finance 58 (3), 1269-1300, 2003
The horseshoe estimator for sparse signals
CM Carvalho, NG Polson, JG Scott
Biometrika 97 (2), 465-480, 2010
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
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
Deep learning for short-term traffic flow prediction
NG Polson, VO Sokolov
Transportation Research Part C: Emerging Technologies 79, 1-17, 2017
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
Deep learning for finance: deep portfolios
JB Heaton, NG Polson, JH Witte
Applied Stochastic Models in Business and Industry 33 (1), 3-12, 2017
Shrink globally, act locally: Sparse Bayesian regularization and prediction
NG Polson, JG Scott
Bayesian statistics 9 (501-538), 105, 2010
Handling sparsity via the horseshoe
CM Carvalho, NG Polson, JG Scott
Artificial Intelligence and Statistics, 73-80, 2009
MCMC methods for continuous-time financial econometrics
M Johannes, N Polson
Handbook of financial econometrics: Applications, 1-72, 2010
Particle learning and smoothing
CM Carvalho, MS Johannes, HF Lopes, NG Polson
Statistical Science 25 (1), 88-106, 2010
On the half-Cauchy prior for a global scale parameter
NG Polson, JG Scott
Bayesian Analysis 7 (4), 887-902, 2012
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
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
Sequential learning, predictability, and optimal portfolio returns
M Johannes, A Korteweg, N Polson
The Journal of Finance 69 (2), 611-644, 2014
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
On the geometric convergence of the Gibbs sampler
GO Roberts, NG Polson
Journal of the Royal Statistical Society: Series B (Methodological) 56 (2 …, 1994
Inference for nonconjugate Bayesian models using the Gibbs sampler
BP Carlin, NG Polson
Canadian Journal of statistics 19 (4), 399-405, 1991
Data augmentation for support vector machines
NG Polson, SL Scott
Bayesian Analysis 6 (1), 1-23, 2011
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