Conrad Voigt

Conrad Voigt

Graduate Researcher in Statistics and Financial Mathematics at UC Santa Barbara

Graduate Works

Optimal Market Making under Endogenous Information Risk in Prediction Markets

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Predicting Extreme High-Yield Credit Regimes

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Advanced State-Space Inference with Applications to Frozen-Rate Estimation

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Gaussian Process Emulation for an Interest Rate Swap Portfolio

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Regime Dynamics in Overnight Funding Markets: Modeling the SOFR-EFFR Spread

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Undergraduate Works

Predicting Prediction Markets: A Beta-Hidden Markov Modeling Approach

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Logistic Regression Based Trading on the S&P 500

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The Effect of EPL on Unemployment

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Factors Impacting Enrollment in Higher Education

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CFA Research Competition: HEICO Stock Report

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Enhancing the Efficiency of Ant Colony Optimization

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Mergesort Performance Analysis

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