Risk

Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
Insurancenewsnet.com

Research from Towson University Provides New Study Findings on Risk Management (Bayesian Inference for the Loss Models via Mixture Priors): Insurance – Risk Management

2023 SEP 19 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Towson, ...
JSTOR Daily

Performance of Empirical Bayes Estimators of Level-2 Random Parameters in Multilevel Analysis: A Monte Carlo Study for Longitudinal Designs

Multilevel analysis is a useful technique for analyzing longitudinal data. To describe a person's development across time, the quality of the estimates of the random coefficients, which relate time to ...
JSTOR Daily

Learning from a lot: Empirical Bayes for high-dimensional model-based prediction

Empirical Bayes is a versatile approach to “learn from a lot” in two ways: first, from a large number of variables and, second, from a potentially large amount of prior information, for example, ...
Applied Clinical Trials Online

How Bayesian Approaches Can Revolutionize Rare Disease Clinical Trials

As rare disease trials face persistent feasibility challenges, Bayesian designs are gaining momentum by enabling more flexible, data-driven approaches that integrate prior knowledge, reduce sample ...