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


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


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)