Mark Fisher

Federal Reserve Banks - Federal Reserve Bank of Atlanta

SCHOLARLY PAPERS

2

DOWNLOADS

61

SSRN CITATIONS

0

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0

Scholarly Papers (2)

1.

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors

FRB Atlanta Working Paper No. 2018-2
Number of pages: 50 Posted: 28 Feb 2018 Last Revised: 21 Feb 2019
Mark Fisher and Mark J. Jensen
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 35 (460,976)

Abstract:

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Bayesian nonparametric analysis, change points, Dirichlet process, hierarchical priors, mutual fund performance

2.

Bayesian Nonparametric Learning of How Skill is Distributed Across the Mutual Fund Industry

FRB Atlanta Working Paper No. 2019-3
Number of pages: 42 Posted: 13 Mar 2019
Mark Fisher, Mark J. Jensen and Paula A. Tkac
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 26 (505,608)

Abstract:

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Bayesian nonparametrics, mutual funds, unsupervised learning