Past Recipients

2017-18 Award

Jan Tomoya Greve with Mike West

Jan Tomoya Greve with Mike West

Winners:Jan Tomoya Greve (pictured here) 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

Jerry Reiter with Isaac Lavine and Michael Lindon

Jerry Reiter with Isaac Lavine and Michael Lindon

Co-Winners: Isaac Lavine and Michael Lindon 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

Matt Johnson

Matt Johnson

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

2014-15 Award

Winner Irie, and Prof. West

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.