Balance Sheet Driven Probability Factorization for Inferring Bank Holdings: Extended Abstract

Abstract

 Assistant Professor of Operations, Technology and Information Management, Samuel Curtis Johnson Graduate School of Management, Cornell University, 2015 – Present o Graduate Field Member in Statistics, 2017 – Present  Assistant Professor of Business Analytics, Robert H. Smith School of Business, University of Maryland, 2013 – 2015 o Affiliate Faculty of Applied Mathematics and Scientific Computation, University of Maryland, 2014 – 2015  Federal Contractor, the U.S. Commodity Futures Trading Commission, 2009 – 2013  Dissertation Intern, Federal Reserve Board of Governors, Summer 2012