Past Recipients


Johnson

2015-16 Award

Winner: Matthew Johnson, 3rd Year Ph.D. student, in recognition of his research on Bayesian Predictive Synthesis for Financial Forecasting.

2014-15 Award


Irie (left) with Prof. Mike West

Winner: Kaoru Irie, 3rd Year Ph.D. student, in recognition of his research on Portfolio Optimization with Asymmetric Utilities: A Novel Bayesian Approach.

Honorable Mentions: Victor Pena, 2nd Year Ph.D. student, in recognition of his research on Extending Multiregression Dynamic Models; Yuhan Chen, 1st Year Master's student, in recognition of his research on Extending the Uhlig Extended Model for Financial Data.


McAlinn (left) with Prof. Li Ma

2013-14 Award

Winner: Kenichiro McAlinn, 2nd Year Ph.D. student, based on his research project proposal entitled Inter-Temporal Aggregation for Online Bayesian Analysis of Dynamic Models.

Honorable Mention: Ruilin Zhong, rising senior undergraduate student, based on her research project proposal entitled Bayesian Decision Analysis for Finding the Optimal Multi-period Portfolio Weighs.

2012-13 Award


Zhao (left) and Thomas Costigliola of BEST LLC

Winner: Zoey Yi Zhao, 2nd Year Ph.D. student, in recognition of her research on Dynamic Compositional Regression in Financial Time Series and Application in Portfolio Decisions.


Xie (left) and Thomas Costigliola of BEST LLC

2011-12 Award

Winner: Meng Xie, senior undergraduate student, in recognition of her research on Discount-Weighted Bayesian Model Averaging for Portfolio Decisions in Matrix Variate Dynamic Linear Models.

Honorable Mentions: Sailor Zhou, senior undergraduate student, and Jouchi Nakajima, 3rd Year Ph.D. student, in recognition of their research on Dynamic Factor Volatility Correlation Model; and Kate Yuan, senior undergraduate student, in recognition of her research on Persistence, Leverage Effects, Jumps and Heavy-tails in International Equity Markets.

2010-11 Award


(L-R) Prof. Mike West, Nakajima, Jose M. Quintana of BEST LLC, Hang, Prof. Al Crumbliss

Winner: Jouchi Nakajima, 2nd Year Ph.D. student, in recognition of his research on Bayesian Dynamic Factor Models: Latent Threshold Approach.

Honorable Mention: Derrick Hang, senior undergraduate student, in recognition of his research on High-Frequency Bayesian Modeling and Analysis of Stochastic Volatility in Finance.


Wang (left) and Nakajima

2009-10 Award

Winner: Hao Wang, 4th Year Ph.D. student, in recognition of his research on Sparse Seemingly Unrelated Regression Modeling: Applications in Econometrics and Finance.

Honorable Mention: Jouchi Nakajima, 1st Year Ph.D. student, in recognition of his research on Bayesian Analysis of GARCH and Stochastic Volatility: Modeling Leverage, Jumps and Heavy-Tails for Financial Time Series.

2008-09 Award


(L-R) Mike West, Scott, Reeson, Jose M. Quintana of BEST LLC

Winner: Craig Reeson, senior undergraduate student, in recognition of his research on Financial Time Series, Graphical Modeling & Portfolio Analysis.

Honorable Mention: James Scott, Ph.D. student, in recognition of his research on Nonparametric Bayesian Multiple Hypothesis Testing of Autoregressive Time Series.