Cross Validated
muffin1974
Profile Activity
Stats
1,142
reputation
22k
reached
2
answers
33
questions
About

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/

Communities (22)

Top network posts

This user doesn’t have any gold badges yet.
10
silver badges
24
bronze badges
View all badges

Top tags (64)

Score 1
Posts 23
Posts % 66
Score 0
Posts 7
Score 0
Posts 7
Score 0
Posts 5
Score 0
Posts 5
Score 0
Posts 5
View all tags →

Top posts (35)

All Questions Answers
Votes Newest
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
View all questions and answers →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.