2017 Guy Medal in Silver for Professor Neil Shephard

February 8, 2017
2017 Guy Medal in Silver for Professor Neil Shephard

From the Royal Statistical Society announcement: “The 2017 Guy Medal in Silver is awarded to Neil Shephard for his seminal paper "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" written jointly with Ole Eiler Barndorff-Nielsen, and read to the Society in 2001, exemplifying his highly influential contributions across Statistics, Econometrics and Finance, including particle filtering, stochastic volatility models and the statistical analysis of high-frequency data.”

Neil Shephard is Professor of Economics and Statistics, in the Economics and Statistics Departments at Harvard University.  He has worked at Harvard since 2013.  He is currently also the Chair of the Statistics Department at Harvard.