The 2011-12 BEST Award winners were announced at a reception during the Annual Graduation Reception of the Department of Statistical Science, Faculty Commons, Duke University, on Sunday May 13th 2012.
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BEST Award Winner 2011-12: Statistical Science senior undergraduate student Meng Xie in recognition of her research on Discount-Weighted Bayesian Model Averaging for Portfolio Decisions in Matrix Variate Dynamic Linear Models
Photo: Meng Xie, 2011-12 Award winner, and Mr. Thomas Costigliola, BEST LLC, making the presentation on behalf of the BEST Foundation.
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Honorable Mention: Statistical Science senior undergraduate student Sailor Zhou & third year PhD student Jouchi Nakajima in recognition of their research on Dynamic Factor Volatility Correlation Model
Photo: Professor Mike West, Jouchi Nakajima, Sailor Zhou, and Mr. Thomas Costigliola.
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Honorable Mention: Statistical Science senior undergraduate student Kate Yuan in recognition of her research on Persistence, Leverage Effects, Jumps and Heavy-tails in International Equity Markets
Photo: Mr. Thomas Costigliola, Professor Mike West, and Kate Yuan
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For more information, visit the BEST Award site