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Nick Polson
Nick Polson
Professor of Econometrics and Statistics, University of Chicago
Verified email at chicagobooth.edu
Title
Cited by
Cited by
Year
Bayesian analysis of stochastic volatility models
E Jacquier, NG Polson, PE Rossi
Journal of Business & Economic Statistics 20 (1), 69-87, 2002
2841*2002
The impact of jumps in volatility and returns
B Eraker, M Johannes, N Polson
The Journal of Finance 58 (3), 1269-1300, 2003
2077*2003
The horseshoe estimator for sparse signals
CM Carvalho, NG Polson, JG Scott
Biometrika 97 (2), 465-480, 2010
15062010
Bayesian inference for logistic models using Pólya–Gamma latent variables
NG Polson, JG Scott, J Windle
Journal of the American statistical Association 108 (504), 1339-1349, 2013
11462013
Deep learning for short-term traffic flow prediction
NG Polson, VO Sokolov
Transportation Research Part C: Emerging Technologies 79, 1-17, 2017
10682017
Deep learning for finance: deep portfolios
JB Heaton, NG Polson, JH Witte
Applied Stochastic Models in Business and Industry 33 (1), 3-12, 2017
1001*2017
A Monte Carlo approach to nonnormal and nonlinear state-space modeling
BP Carlin, NG Polson, DS Stoffer
Journal of the american Statistical association 87 (418), 493-500, 1992
9291992
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
E Jacquier, NG Polson, PE Rossi
Journal of Econometrics 122 (1), 185-212, 2004
8022004
Handling sparsity via the horseshoe
CM Carvalho, NG Polson, JG Scott
Artificial intelligence and statistics, 73-80, 2009
6572009
Shrink globally, act locally: Sparse Bayesian regularization and prediction
NG Polson, JG Scott
Bayesian statistics 9 (501-538), 105, 2010
5752010
On the half-Cauchy prior for a global scale parameter
NG Polson, JG Scott
4962012
MCMC methods for continuous-time financial econometrics
M Johannes, N Polson
Handbook of financial econometrics: Applications, 1-72, 2010
4862010
Particle learning and smoothing
CM Carvalho, MS Johannes, HF Lopes, NG Polson
4712010
A Bayesian analysis of the multinomial probit model with fully identified parameters
RE McCulloch, NG Polson, PE Rossi
Journal of econometrics 99 (1), 173-193, 2000
3952000
Optimal filtering of jump diffusions: Extracting latent states from asset prices
MS Johannes, NG Polson, JR Stroud
The Review of Financial Studies 22 (7), 2759-2799, 2009
325*2009
Sequential learning, predictability, and optimal portfolio returns
M Johannes, A Korteweg, N Polson
The Journal of Finance 69 (2), 611-644, 2014
2622014
Tracking epidemics with Google flu trends data and a state-space SEIR model
V Dukic, HF Lopes, NG Polson
Journal of the American Statistical Association 107 (500), 1410-1426, 2012
219*2012
Data augmentation for support vector machines
NG Polson, SL Scott
2122011
On the geometric convergence of the Gibbs sampler
GO Roberts, NG Polson
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1994
2021994
The horseshoe+ estimator of ultra-sparse signals
A Bhadra, J Datta, NG Polson, B Willard
1902017
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