Jonas Hallgren

Email:
Address:
 [email protected]
New York, NY
PhD, KTH, Stockholm / MSc, Lund University, Lund Sweden.

Research Interests

Probability theory, stochastic processes, time series, forecasting, stochastic simulation and causality; applications in finance and economics.

Selected Papers

  1. Measuring Causality in Multivariate High-Frequency Time Series with Probabilistic Graphical Models.
  2. Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data, Preprint (arXiv).
  3. Forecasting Ranking in Harness Racing Using Probabilities Induced by Expected Positions, PDF. Applied Artificial Intelligence, 2019.
  4. Decomposition Sampling applied to Parallelization of Metropolis-Hastings, Preprint (arXiv).

Conference Talks

  1. Nowcasting with Data Masking, PDF. Conference on Computational and Financial Econometrics (CFE 2015), London, December 2015.
  2. An Algorithm for Parallelization of MCMC. The Swedish Research Students Conference in Statistics, Stockholm, April 2013.
  3. Calibration of Volatility Models with Particle MCMC, PDF. Bachelier Finance Society 7th World Congress (BFS 2012), Sydney, June 2012.

Other

OEIS:
ORCID:
Affiliation:
LinkedIn:
 A225240, A225773
https://orcid.org/0000-0001-6684-8088
OXD RESEARCH
Jonas Hallgren
Last updated: August 2025