We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...

Current models of motivation and cognitive control have relied to a large extent on the Reinforcement Learning framework. While this approach has enjoyed considerable success, other frameworks may ...

a.s.ist today announced the launch of a 7-day free trial for AutoStatSpectra, its Bayesian-statistics-based spectral analysis ...

This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science, BSc in Mathematics with Data Science, BSc in Mathematics with Economics ...