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. 

2013-14 Award

Ken McAlinn and Li Ma
Ken McAlinn and Li Ma

Winner: Kenichiro McAlinn, 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

Zoey Zhao and Thomas Costigliola of BEST LLC
Zoey Zhao and Thomas Costigliola of BEST LLC

Winner: Zoey Yi Zhao, 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

Meng Xie with Thomas Costigliola of BEST LLC
Meng Xie with Thomas Costigliola of BEST LLC

Winner: Meng Xie, 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

 

Mike West with Jouchi Nakajima, Jose M. Quintana of BEST LLC, Al Crumbliss
Mike West, Jouchi Nakajima, Jose Quintana of BEST LLC, Derrick Hang and Al Crumbliss

Winner: Jouchi Nakajima, 2nd Year Ph.D. student, in recognition of his research on Bayesian Dynamic Factor Models: Latent Threshold Approach.

Honorable Mention: Derrick Hang, senior undergraduate student, in recognition of his research on High-Frequency Bayesian Modeling and Analysis of Stochastic Volatility in Finance.

 

 

Wang, Nakajina
Hao Wang and Nakajima Nakajima

2009-10 Award

Winner: Hao Wang, 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, 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

Prof. West, Honorable mention Scott, Winner Reeson and BEST VP Quintana
Mike West, Scott, Reeson, Jose M. Quintana of BEST LLC

Winner: Craig Reeson, senior undergraduate student, in recognition of his research on Financial Time Series, Graphical Modeling & Portfolio Analysis.

Honorable Mention: James Scott, Ph.D. student, in recognition of his research on Nonparametric Bayesian Multiple Hypothesis Testing of Autoregressive Time Series.