Concepedia

Nick Polson

NP

Statistics

Publications

19

Citations

3.1K

H-Index

17

Active since

1990

Affiliations

University of Chicago(Current)

Columbia University

Woodlawn School

Mathematical Institute of the Slovak Academy of Sciences

Carnegie Mellon University

Nick Polson is an author at University of Chicago specializing in finance, financial economics, and economics.

Publications per year

1990–2023

19

Publications

19

The horseshoe estimator for sparse signals

Carla M. Carvalho, Nick Polson, James G. Scott · Biometrika · 2010 · 1.4K citations

, , +7

Deep learning for finance: deep portfolios

J.B. Heaton, Nick Polson, J. H. Witte · Applied Stochastic Models in Business and Industry · 2016 · 672 citations

, , +13

The Impact of Jumps in Volatility and Returns

Michael Johannes, Bjørn Eraker, Nick Polson · SSRN Electronic Journal · 2001 · 393 citations · Full text

, , +17

Sequential Optimal Portfolio Performance: Market and Volatility Timing

Michael Johannes, Nick Polson, Jonathan Stroud · SSRN Electronic Journal · 2002 · 83 citations · Full text

, , +17

Sampling from Log-Concave Distributions

Alan Frieze, Ravi Kannan, Nick Polson · The Annals of Applied Probability · 1994 · 79 citations · Full text

, , +15

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