Past Recipients

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

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

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

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.