Concepedia

Nicholas Polson

NP

Statistics

Publications

8

Citations

2.1K

H-Index

8

Active since

2002

Affiliations

University of Chicago(Current)

Columbia University

Woodlawn School

Nicholas Polson is an author at University of Chicago specializing in machine learning, computing, and finance.

Publications per year

2002–2020

8

Publications

8

The Impact of Jumps in Volatility and Returns

Bjørn Eraker, Michael Johannes, Nicholas Polson · The Journal of Finance · 2003 · 1.6K citations · Full text

, , +17

Sequential Learning, Predictability, and Optimal Portfolio Returns

Michael Johannes, Arthur G. Korteweg, Nicholas Polson · The Journal of Finance · 2013 · 226 citations

, , +17

MCMC Methods for Financial Econometrics

Michael Johannes, Nicholas Polson · 2002 · 130 citations

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MCMC maximum likelihood for latent state models

Éric Jacquier, Michael Johannes, Nicholas Polson · Journal of Econometrics · 2006 · 98 citations

, , +12

Bayesian Particle Tracking of Traffic Flows

Nicholas Polson, Vadim Sokolov · IEEE Transactions on Intelligent Transportation Systems · 2017 · 33 citations · Full text

, , +16

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