2019-20 Award |
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Undergraduate Award |
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Master’s Award Honorable Mention: Evan Poworoznek for his research on Easy and Efficient Bayesian Factor Analysis |
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PhD Award Honorable Mention: Heather Mathews for her research on Latent Community Adaptive Network Regression |
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2018-19 Award |
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Undergraduate Award Honorable mention: Srini Sunil for his research on Bayesian Forecasting and Decision Theory. |
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Master's Award Honorable mention: Rihui Ou for his research on Clustering-Enhanced Stochastic Gradient MCMC for Hidden Markov Models |
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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 |
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2017-18 Award |
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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 |
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2016-17 Award |
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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. |
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2015-16 Award |
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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 |
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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. |
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2013-14 Award |
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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. |
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2012-13 Award |
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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 |
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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. |
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2010-11 Award |
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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. |
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2009-10 Award |
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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. |
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2008-09 Award |
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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. |