Kenichiro McAlinn

Ken is an Assistant Professor of Statistical Science at Temple University, Fox School of Business. Before Temple, he was a Senior Research Professional in Econometrics and Statistics at The University of Chicago, Booth School of Business. He received his Ph.D. in statistical science at Duke University in the Department of Statistical Science and his Ph.D. 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, he received a B.A. in Economics with a focus on Bayesian econometrics and film theory.

Research interests include: Bayesian statistics, time series, forecast combination/model averaging/ensemble learning, decision theory, forecasting, decision making under uncertainty, econometrics, causal inference, non-linear and latent structures, on-line filtering, and parallel/GPU computing, among others.

Research Areas

• Economics
• Finance
• Marketing
• Business

Education

• Doctor of Philosophy (Ph.D.) Duke University (2013 — 2017)
• Doctor of Philosophy (Ph.D.) Keio University (2013 — 2017)
• MA Keio University (2010 — 2012)
• MA École Polytechnique (2010 — 2012)
• MA Sciences Po (2010 — 2012)
• Master of Arts (MA) Ecole nationale de la Statistique et de l'Administration économique (2010 — 2012)
• BA Keio University (2006 — 2010)

Companies

• Assistant Professor of Statistical Science Fox School of Business at Temple University (2019)
• Senior Research Professional The University of Chicago Booth School of Business (2017 — 2019)
• Econometric Fellowship SAS (2015 — 2017)
• Teaching Assistant Duke University (2013 — 2017)
• Quantitative Research Plutus Consulting (2012 — 2013)
• Equity Research J.P. Morgan (2012 — 2012)
• Equity Quant Research Amundi Asset Management (2011 — 2011)

Sample Publications

• McAlinn, K., Aastveit, K.A., Nakajima, J., & West, M. “Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting” 2019 Journal of the American Statistical Association (in press)
• McAlinn, K. & West, M. “Dynamic Bayesian Predictive Synthesis in Time Series Forecasting” 2019 Journal of Econometrics 210: 155-169