Mathematical Statistics Faculty
Nowcasting with Dynamic Data Masking. Work in progress.
Measuring Causality in Multivariate High-Frequency Time Series with Probabilistic Graphical Models.
Work in progress.
Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data.
Decomposition Sampling applied to Parallelization of
Nowcasting with Dynamic Data Masking
and Regularized Regression.
Conference on Computational and Financial Econometrics (CFE 2015),
London, December 2015.
An Algorithm for Parallelization of MCMC.
The Swedish Research Students Conference in Statistics,
Stockholm, April 2013.
Calibration of Stochastic Volatility Models using Particle Markov
Chain Monte Carlo Methods.
Bachelier Finance Society 7th World Congress (BFS 2012), Sydney, June
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Email: jonas math kth se
Phone: +46 8 790 66 19