Nick Polson
Impact in
- Finance top 1%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Statistics and Probability top 1%
- Statistical Methods and Inference
- Statistical Methods and Bayesian Inference
Papers in
- Finance 16
- Financial Markets and Investment Strategies 9
- Financial Risk and Volatility Modeling 7
- Stochastic processes and financial applications 6
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- Target Tracking and Data Fusion in Sensor Networks 3
- Bayesian Methods and Mixture Models 3
- Co-authors
- James G. Scott (2 shared papers)Carla M. Carvalho (1 shared paper)Michael Johannes (9 shared papers)J.B. Heaton (4 shared papers)J. H. Witte (2 shared papers)Bjørn Eraker (1 shared paper)Arthur G. Korteweg (2 shared papers)Jonathan Stroud (3 shared papers)
- Journals
- Applied Stochastic Models in Business and Industry (4 papers)Biometrika (4 papers)The Annals of Applied Probability (2 papers)SIAM Journal on Financial Mathematics (1 paper)Entropy (2 papers)
- Partner nations
- United StatesHong KongUnited Kingdom
In The Last Decade
Nick Polson
28 papers receiving 1.7k citations
Nick Polson's Hit Papers
Peers
Comparison fields: 5 of 148
- Finance 680
- Statistics and Probability 466
- Management Science and Operations Research 357
- Economics and Econometrics 453
- General Economics, Econometrics and Finance 125
Countries citing papers authored by Nick Polson
This map shows the geographic impact of Nick Polson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nick Polson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nick Polson more than expected).
Fields of papers citing papers by Nick Polson
This network shows the impact of papers produced by Nick Polson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nick Polson. The network helps show where Nick Polson may publish in the future.
Co-authors
The 20 scholars most cited alongside Nick Polson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 33 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The horseshoe estimator for sparse signals Hit paper breakdown → | 2010 | 689 |
| 2 | Deep learning for finance: deep portfolios Hit paper breakdown → | 2016 | 398 |
| 3 | 2001 | 314 | |
| 4 | 2002 | 57 | |
| 5 | 1994 | 46 | |
| 6 | 2009 | 32 | |
| 7 | 2016 | 31 | |
| 8 | 2011 | 31 | |
| 9 | 2003 | 27 | |
| 10 | 2013 | 22 | |
| 11 | 2018 | 19 | |
| 12 | 2002 | 17 | |
| 13 | 2007 | 17 | |
| 14 | 1990 | 15 | |
| 15 | 2009 | 15 | |
| 16 | 2022 | 13 | |
| 17 | 2017 | 11 | |
| 18 | 2020 | 10 | |
| 19 | Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices | 2009 | 5 |
| 20 | 2001 | 4 |
About Nick Polson
Nick Polson is a scholar working on Finance, Artificial Intelligence, Management Science and Operations Research, Economics and Econometrics and Statistics and Probability, having authored 33 papers that have together received 1.8k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (9 papers), Financial Risk and Volatility Modeling (7 papers), Stochastic processes and financial applications (6 papers), Stock Market Forecasting Methods (5 papers), Target Tracking and Data Fusion in Sensor Networks (3 papers), Statistical Distribution Estimation and Applications (3 papers), Market Dynamics and Volatility (3 papers) and Bayesian Methods and Mixture Models (3 papers). The work is most often cited by research in Finance (680 citations), Statistics and Probability (466 citations), Management Science and Operations Research (357 citations), Economics and Econometrics (453 citations) and General Economics, Econometrics and Finance (125 citations). Nick Polson has collaborated with scholars based in United States, Hong Kong and United Kingdom. Frequent co-authors include James G. Scott, Carla M. Carvalho, Michael Johannes, J.B. Heaton, J. H. Witte, Bjørn Eraker, Arthur G. Korteweg, Jonathan Stroud, Ravi Kannan and Alan Frieze. Their work appears in journals such as Applied Stochastic Models in Business and Industry, Biometrika, The Annals of Applied Probability, SIAM Journal on Financial Mathematics and Entropy.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.