Concepedia

Nick Polson

NP

Statistics

Publications

17

Citations

3K

H-Index

16

Active since

1990

Affiliations

University of Chicago(Current)

Columbia University

Carnegie Mellon University

University of Southern California

The University of Texas at Austin

Nick Polson is an author at University of Chicago specializing in engineering, management, and statistics.

Top concepts

EngineeringManagementStatisticsData ScienceMachine LearningFinanceBusinessProbabilityDeep LearningComputer Science

Publications per year

1990–2023

17

Publications

17

The horseshoe estimator for sparse signals

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

Deep learning for finance: deep portfolios

J.B. Heaton, Nick Polson, J. H. Witte · Applied Stochastic Models in Business and Industry · 2016 · 634 citations

Financial Analytics, Deep Neural Networks, Machine Learning +14

The Impact of Jumps in Volatility and Returns

Michael Johannes, Bjørn Eraker, Nick Polson · SSRN Electronic Journal · 2001 · 392 citations · Full text

Sequential Optimal Portfolio Performance: Market and Volatility Timing

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

Sampling from Log-Concave Distributions

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

Engineering, Entropy, Log-concave Distributions +10

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