5 papers
How does academic performance affect self-efficacy? Interpretable modelling through latent academic achievement
Sarah Lee, Matias Quiroz, Sally Cripps
There is increasing evidence of a directional relationship from academic performance to self-efficacy. We develop a Bayesian model for investigating this relationship when academic…
Stabilised weighted data subsampling for accelerated Bayesian inference in models with recursive likelihoods
Matias Quiroz, Aishwarya Bhaskaran, Zixuan Wang +1
Bayesian inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsamplin…
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Sarat Moka, Matias Quiroz, Vali Asimit +1
Portfolio optimization involves selecting asset weights to minimize a risk-reward objective, such as the portfolio variance in the classical minimum-variance framework. Sparse port…
Forecasting realized covariances using HAR-type models
Matias Quiroz, Laleh Tafakori, Hans Manner
We investigate methods for forecasting multivariate realized covariances matrices applied to a set of 30 assets that were included in the DJ30 index at some point, including two no…
Perturbations of Markov Chains
Daniel Rudolf, Aaron Smith, Matias Quiroz
This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how "perturbed" MCMC chains are developed, the theoreti…