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muffin1974

PhD Student (Vienna Graduate School of Finance)

Topics: Bayesian Statistics, Mathematical Finance, Stochastics, Matlab, Linear Algebra, Portfolio Allocation, Python, R, Blockchain and Cryptocurrencies

Homepage: https://voigtstefan.github.io

SSRN profile: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2509039

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18 What is the problem with empirical priors? Jun 14 '15
8 Bayesian regression with singular $(X'X)$ - Is the posterior well-defined? Oct 21 '15
7 Distribution of sum of independent exponentials with random number of summands Feb 22 '19
6 Stationary vs Stability Nov 3 '15
5 Issues with Importance sampling for flat prior Nov 25 '15
5 How to perform a sensitivity analysis in Bayesian statistics? Oct 24 '15
5 Distribution of $X'X$ if $X\in\mathbb{R}^{T \times N}$ and $X_i'\sim N(\mu,\sigma^2I_N)$ May 29 '15
4 Posterior of the linear regression model with g-Prior Oct 22 '15
4 Multivariate Bayesian Testing with an F-test Oct 23 '15
4 Ratio of Gamma distributed variables with different parameters Jul 14 '16
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