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Fingerprint Dive into the research topics where John C. Liechty is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Markov Chain Monte Carlo Algorithms Mathematics
Visual Attention Mathematics
Eye Movements Mathematics
Slice Mathematics
Quantile Mathematics
Methodology Mathematics
Quantile Estimation Mathematics
Hurricanes Mathematics

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Research Output 2001 2015

3 Citations (Scopus)

Attribute-level heterogeneity

Ebbes, P., Liechty, J. C. & Grewal, R., Jan 1 2015, In : Management Science. 61, 4, p. 885-897 13 p.

Research output: Contribution to journalArticle

Finite mixture
Modeling
Consumer heterogeneity
Finite mixture models
Coefficients
3 Citations (Scopus)

Automated factor slice sampling

Tibbits, M. M., Groendyke, C., Haran, M. & Liechty, J. C., Jan 1 2014, In : Journal of Computational and Graphical Statistics. 23, 2, p. 543-563 21 p.

Research output: Contribution to journalArticle

Slice
Markov Chain Monte Carlo Algorithms
Parameter Tuning
Univariate
Tuning
1 Citation (Scopus)

Scientists and bankers-a new model army

Liechty, J. C., Apr 12 2012, In : Nature. 484, 7393, 1 p.

Research output: Contribution to journalComment/debate

Economic Recession
Economic Models
Internationality
Research Personnel
9 Citations (Scopus)

Closed-form asymptotics and numerical approximations of 1d parabolic equations with applications to option pricing

Cheng, W., Costanzino, N., Liechty, J. C., Mazzucato, A. L. & Nistor, V., Dec 1 2011, In : SIAM Journal on Financial Mathematics. 2, 1, p. 901-934 34 p.

Research output: Contribution to journalArticle

Electric commutators
Fokker Planck equation
Sobolev spaces
Option Pricing
Asymptotic Approximation
1 Citation (Scopus)

Financial hurricanes

Liechty, J. C. & Foster, R., Dec 1 2011, In : Significance. 8, 4, p. 172-174 3 p.

Research output: Contribution to journalComment/debate

Hurricanes
Extremes
Credit Rating
Greece
Finance