Cross Validated
user avatar
user avatar
user avatar
muffin1974
  • Member for 7 years, 1 month
  • Last seen this week
Profile Activity
Stats
1,152
reputation
25k
reached
2
answers
33
questions
Communities
View all
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/

Badges
View all badges
This user doesn’t have any gold badges yet.
11
silver badges
26
bronze badges
Top tags
View all tags
1
Score
23
Posts
66
Posts %
0
Score
7
Posts
20
Posts %
0
Score
7
Posts
20
Posts %
0
Score
5
Posts
14
Posts %
0
Score
5
Posts
14
Posts %
0
Score
5
Posts
14
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
18
What is the problem with empirical priors?
Jun 14, 2015
question
8
Bayesian regression with singular $(X'X)$ - Is the posterior well-defined?
Oct 21, 2015
question
7
Stationary vs Stability
Nov 3, 2015
question
7
Distribution of sum of independent exponentials with random number of summands
Feb 22, 2019
question
5
Issues with Importance sampling for flat prior
Nov 25, 2015
question
5
How to perform a sensitivity analysis in Bayesian statistics?
Oct 24, 2015
question
5
Distribution of $X'X$ if $X\in\mathbb{R}^{T \times N}$ and $X_i'\sim N(\mu,\sigma^2I_N)$
May 29, 2015
question
4
Posterior of the linear regression model with g-Prior
Oct 22, 2015
question
4
Multivariate Bayesian Testing with an F-test
Oct 23, 2015
question
4
Ratio of Gamma distributed variables with different parameters
Jul 14, 2016
Top network posts
View all network posts
12
Why is volatility said to be persistent?
12
Trolls in Norway
7
Maximum Certainty Equivalent Portfolio with Transaction Costs
7
Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?
7
Is there a way to get airline prices from the past?

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.