资产负债表驱动的概率分解法推断银行持股:扩展摘要

Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets Pub Date : 2017-05-14 DOI:10.1145/3077240.3077243

Shawn Mankad, Celso Brunetti, J. Harris

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引用次数: 1

摘要

•康奈尔大学塞缪尔·柯蒂斯·约翰逊管理研究生院运营、技术和信息管理助理教授，2015年至今;统计学研究生领域成员，2017年至今;马里兰大学罗伯特·h·史密斯商学院商业分析助理教授，2013年至2015年;马里兰大学应用数学与科学计算附属学院，2014年至2015年;2012年夏季，美国联邦储备委员会博士论文实习生

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Balance Sheet Driven Probability Factorization for Inferring Bank Holdings: Extended 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

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Proceedings of the 3rd International Workshop on Data Science for Macro--Modeling with Financial and Economic Datasets

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