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muffin1974
  • Member for 7 years, 2 months
  • Last seen more than 2 years ago
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Assistant Professor of Finance, University of Copenhagen

Topics: Bayesian Statistics, Mathematical Finance, Portfolio Optimization, R, Blockchain and DeFi

Homepage with Code and more on my research: https://www.voigtstefan.me/

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18
What is the problem with empirical priors?
12
Why is volatility said to be persistent?
12
Trolls in Norway
8
Bayesian regression with singular $(X'X)$ - Is the posterior well-defined?
8
Stationary vs Stability

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