Carlos M Carvalho
Professor
"Department of Computer Science "
University of Texas at Austin
United States of America
Biography
I am a professor of statistics at The University of Texas McCombs School of Business. My research focuses on Bayesian statistics in complex, high-dimensional problems with applications ranging from finance to genetics. Some of my current projects include work on model selection, causal inference and empirical asset pricing.Â
Research Interest
Finance
Publications
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Hahn, R., Murray, J. and Carvalho, Carlos M. (2017) Bayesian Regression Tree Models for Causal Inference. (Submitted)
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Carvalho, Carlos M., Lopes, H. and McCulloch, R. (2017) On the Long Run Volatility of Stocks. (Submitted)
