Past Recipients

2020-21 Award

Undergraduate Award
Winner: Nathan O’Hara based on the research developed and presented in his Undergraduate Honors thesis entitled High-Dimensional Bayesian Optimization via Shared Gaussian Process Latent Variable Models

Honorable Mention: Cathy Lee based on the research developed and presented in her Undergraduate Honors thesis entitled Block Truncated Compound Confluent Hypergeometric (TCCH) Priors for Bayesian Model Choice

Master’s Award
Winner: Morris Greenberg on the research developed and presented in his MSS thesis entitled Logistic Tree Gaussian Processes (LOTGAP) for Microbiome Dynamics and Treatment Effects

Honorable Mention: Daniel Deng based on the research developed and presented in his MSS thesis entitled Hierarchical Signal Propagation for Household Level Sales in Bayesian Dynamic Models

PhD Award

1^st Winner: Becky Tang based on the research developed and presented in her work on Modeling Spatially Biased Citizen Science Data Through the EBIRD Database

PhD Award

2^nd Winner: Anna Yanchenko based on the research developed and presented in her work on Probabilistic Hierarchical Dynamic Modelling for Individualized Forecasting

2019-20 Award
	Undergraduate Award Winner: Chiwan Kim (pictured here) for his research on Black-Scholes Integrated Gaussian Process Model for American Option Pricing
	Master’s Award Winner: Haohan Chen (pictured here) for his research on Bayesian Dynamic Network Modeling for Social Media Political Talk Honorable Mention: Evan Poworoznek for his research on Easy and Efficient Bayesian Factor Analysis
	PhD Award Winner: Xu Chen (pictured here) for his research on Joint Quantile Regression for Spatial Data Honorable Mention: Heather Mathews for her research on Latent Community Adaptive Network Regression
2018-19 Award
	Undergraduate Award Winner: Bihan Zhuang (pictured here with Professor Mike West) for her research on Entity Resolution with an Application to the El Salvador Conflict Honorable mention: Srini Sunil for his research on Bayesian Forecasting and Decision Theory.
	Master's Award Winner: J.C. Lazzaro (pictured here with Professor Mike West) for his research on Forecasting the term structure of interest rates: A Bayesian Dynamic Graphical Modeling Approach Honorable mention: Rihui Ou for his research on Clustering-Enhanced Stochastic Gradient MCMC for Hidden Markov Models
	PhD Award Winner: Jialiang Mao (pictured here) for his research on Hierarchical Dirichlet-Multinomial Clustering for Microbiome Data Honorable mention: Kelly Moran, for her research in Bayesian Hierarchical Factor Regression Models to Infer Cause of Death from Verbal Autopsy Data
2017-18 Award
	Co-Winners: Jan Tomoya Greve (pictured here with Professor Mike West) Jaeyeon Lee in recognition of their research on Bayesian Bivariate Markov-Switching Multifractal Model: Examining the Inter-Frequency Dependence between Crude Oil Spot and Futures Volatility Honorable Mention: Dawei Geng and Yunran Chen in recognition of their research on Bayesian Nonparametrics in Modeling Customer Lifetime Value
2016-17 Award
	Co-Winners: Isaac Lavine (pictured center) and Michael Lindon (pictured right) in recognition of their research on Adaptive Variable Selection for Sequential Prediction in Dynamic Models. Honorable Mention: William Eastman in recognition of his research on Bayesian Behavioral Model Aggregation for Macroeconomic Event Risk Management.
2015-16 Award
	Winner: Matthew Johnson, (pictured here) 3rd Year Ph.D. student, in recognition of his research on Bayesian Predictive Synthesis for Financial Forecasting.
2014-15 Award
	Winner: Kaoru Irie, (pictured here with Professor Mike West) 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.
2013-14 Award
	Winner: Kenichiro McAlinn, (pictured here with Professor Li Ma) 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
	Winner: Zoey Yi Zhao, (pictured here with Thomas Costigliola of BEST LLC) 2nd Year Ph.D. student, in recognition of her research on Dynamic Compositional Regression in Financial Time Series and Application in Portfolio Decisions.
2011-12 Award
	Winner: Meng Xie, (pictured here with Thomas Costigliola of BEST LLC) 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
	Winner: Jouchi Nakajima, (pictured 2nd from left with Professor Mike West, Jose Quintana of BEST LLC. and Dean Al Crumbliss) 2nd Year Ph.D. student, in recognition of his research on Bayesian Dynamic Factor Models: Latent Threshold Approach. Honorable Mention: Derrick Hang, (pictured 2nd from right) senior undergraduate student, in recognition of his research on High-Frequency Bayesian Modeling and Analysis of Stochastic Volatility in Finance.
2009-10 Award
	Winner: Hao Wang, (pictured left) 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, (pictured right) 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
	Winner: Craig Reeson, (pictured 2nd from right with Professor Mike West and Jose Quintana, BEST LLC) senior undergraduate student, in recognition of his research on Financial Time Series, Graphical Modeling & Portfolio Analysis. Honorable Mention: James Scott, (pictured 2nd from left) Ph.D. student, in recognition of his research on Nonparametric Bayesian Multiple Hypothesis Testing of Autoregressive Time Series.