Ken is a Senior Research Professional in Econometrics and Statistics at The University of Chicago, Booth School of Business, working with Veronika Rockova. He received his Ph.D. in statistical science at Duke University in the Department of Statistical Science (Adviser: Mike West) and is a Ph.D. candidate in Economics at Keio University in the Department of Economics. He also has a M.S. in statistical science from Duke University and a dual masters from Keio University (Economics) and L'Institute D'Etudes Politiques De Paris (Economics and Public Policy, joint with Ecole Polytechnique and ENSAE). As an undergraduate at Keio University in Tokyo, Japan, he received a B.A. in Economics with a focus on Bayesian econometrics and film theory.
Research interests include: Bayes, time series, Big Data, forecast combination, ensemble learning, high dimensional decision theory, forecasting, and causal inference, statistical and machine learning, non-linear and latent structures, on-line filtering, and parallel/GPU computing, among others.
Application areas include: Economics, finance, marketing, and business.
© Kenichiro McAlinn, 2016.