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Markus Pelger, Ye Ye receive best paper award
The co-authors received the award at the 2022 Hong Kong Conference for Fintech, AI and Big Data in Business.
Congratulations to Prof. Markus Pelger and MS&E alumna Ye Ye (PhD '22)!
The co-authors received the Best Paper award at the 2022 Hong Kong Conference for Fintech, AI and Big Data in Business. Their winning paper, Stripping the Discount Curve, introduces a robust, flexible, and easy-to-implement method for estimating the yield curve from Treasury securities.
Watch Prof. Pelger's presentation of the paper at the conference