Enrique Ter Horst holds a Ph.D. in Statistics and Decision Sciences. He has worked as a quantitative business researcher at Credit Suisse, First Boston, and Morgan Stanley. There he was co-editor of “Quant Strategist.” This weekly research article is distributed internally within Morgan Stanley and externally to all its institutional clients.
Prior to his industry experience, he completed a Ph.D. in Bayesian Statistics at Duke University. In addition, he is a Financial Risk Manager (GARP). Enrique was elected secretary of the Economics, Finance, and Business section of the International Society for Bayesian Analysis (ISBA) from 2015 to 2016.
His research focuses on the development of new algorithms. Likewise, he works with statistical models in various fields such as economics (energy economics), quantitative finance, text sentiment analysis (Twitter and social media), physics, medicine, psychology, and marketing, among others.
He has consulted for some of the most prestigious agencies, such as the European Central Bank in Frankfurt, Germany, Eurostat (Brussels, Belgium), and the Inter-American Development Bank (IDB) in Washington, DC.
Año: 2003
Universidad: Duke University
País: Estados Unidos
Tipo de Título: Doctoral degree
Año: 1999
Universidad: Université Louis Pasteur
País: Francia
Tipo de Título: Master degree
Año: 1998
Universidad: Université Louis Pasteur
País: Francia
Tipo de Título: Bachelor degree
ter Horst E. (2024) – Do the different expressions of an artist offer the same financial performance over time? The case of Fernando Botero. – Academia-Revista Latinoamericana de Administracion (ISSN 1012-8255).
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Ferrer, J, Malagon J, ter Horst E. (2023) – Does Climate Change News Matter? – Sustainability (ISSN 2071-1050). Leer más
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mesz B, tedesco S, Reinoso F, ter Horst E, Molina G, Gunn L, Küssner M. (2023) – Marble melancholy: Using crossmodal correspondences of shapes, materials, and music to predict music-induced emotions – Frontiers in Psychology (ISSN 1664-1078). Leer más
Artículo
.(2023). Sentiment hedging: Trending stocks on reddit. – Sentiment hedging: Trending stocks on reddit Leer más
Tesis
ter Horst E. (2023) – Understanding the Feature Space and Decision Boundaries of Commercial WAFs Using Maximum Entropy in the Mean – Entropy (ISSN 1099-4300). Leer más
Artículo
ter Horst E, Garay U. (2022) – A Bayesian dynamic hedonic regression model for art prices. – Journal of Business Research (ISSN 0148-2963).
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siqueira R, ter Horst E, Molina G, Gunn L, Reinoso F, Sezen B, Peña-Garcia N. (2022) – Branding in the Eye of the Storm: The Impact of Brand Ethical Behavior on Brand Commitment During the Covid-19 Crisis in a Latin American Country – Journal of Marketing Analytics (ISSN 20503318). Leer más
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ter Horst E, Gunn L, Restrepo S. (2022) – Hierarchical Bayesian Classi cation Methods to Identify Topics by Journal Quartile with an Application in Biological Sciences. – Education for Information (ISSN 1875-8649).
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Mantilla D, ter Horst E. (2021) – ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES – International Journal of Theoretical and Applied Finance (ISSN 0219-0249). Leer más
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ter Horst E. (2021) – An examination of the role of brand commitment in the development of branding behavior among front-line employees in the Rrtail sector through the lens of an emerging economy – Journal of Open Innovation: Technology, Market, and Complexity (ISSN 21998531).
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ter Horst E. (2021) – Assessment of Research Topic Prevalence by Journal Impact Quartile in Oral Health Sciences Using Bayesian Methods – SAGE Open (ISSN 2158-2440).
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ter Horst E, Bautista R. (2021) – Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean – Entropy (ISSN 1099-4300). Leer más
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ter Horst E. (2021) – Respecting Opposing Viewpoints through Debate and Discussion of Controversial Public Health Issues: A Double-Blinded Active Learning Design – College Teaching (ISSN 8756-7555). Leer más
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ter Horst E. (2021) – Tail-Risk Tracking Error Estimation with Copulas and Implications for Portfolio Insurance – International Journal of Theoretical and Applied Finance (ISSN 0219-0249). Leer más
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ter Horst E. (2021) – The Role of Brand Commitment in the Retail Sector: The Relation with Open Innovation – Journal of Open Innovation: Technology, Market, and Complexity (ISSN 21998531). Leer más
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ter Horst E. (2020) – A 2020 perspective on “Spreading the word: How customer experience in a traditional retail setting influences consumer traditional and electronic word-of-mouth intention” – Electronic Commerce Research and Applications (ISSN 1567-4223).
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ter Horst E. (2020) – A network analysis of research productivity by country, discipline, and wealth – PLoS ONE (ISSN 1932-6203). Leer más
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Reinoso F, Gunn L, Molina G, Narumi T, Spence C, Suzuki Y, ter Horst E, Wagemans J. (2020) – A sprinkle of emotions vs a pinch of crossmodality: Towards globally meaningful sonic seasoning strategies for enhanced multisensory tasting experiences – Journal of Business Research (ISSN 0148-2963). Leer más
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ter Horst E. (2020) – Associations between majors of graduating seniors and average SATs of incoming students within higher education in the U.S. – Heliyon (ISSN 2405-8440). Leer más
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Reinoso F, Gunn L, ter Horst E, Spence C. (2020) – Blending emotions and crossmodality in sonic seasoning: Towards greater applicability in the design of multisensory food experiences (FC) – Foods (ISSN 2304-8158). Leer más
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ter Horst E. (2020) – Extracting Pricing Densities for Weather Derivatives Pricing using the Maximum Entropy Method. – Journal of the Operational Research Society (ISSN 0160-5682). Leer más
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ter Horst E. (2020) – Multilayer Network Analysis of Oil Linkages – The Econometrics Journal (ISSN 1368-4221). Leer más
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ter Horst E. (2020) – sprinkle of emotions vs a pinch of crossmodality: Towards globally meaningful sonic seasoning strategies for enhanced multisensory tasting experiences. – Journal of Business Research (ISSN 0148-2963). Leer más
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ter Horst E. (2019) – A Bayesian examination of the relationship of internal and external touchpoints in the customer experience process across various service environments – Journal of Retailing and Consumer Services (ISSN 0969-6989). Leer más
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ter Horst E. (2019) – A Bayesian time varying approach to risk neutral density estimation – Journal of the Royal Statistical Society (ISSN 0952-8385). Leer más
Artículo
ter Horst E. – A Micro-Based Model for World Oil Market
Evento
Gzyl H, Molina G, Ter E, ter Horst E. (2019) – A model-free, non-parametric method for density determination, with application to asset returns – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371). Leer más
Artículo
Mantilla D, ter Horst E. (2019) – Assets’ Dependence Structure Implications for Portfolio Insurance Strategies – SSRN (ISSN 1556-5068). Leer más
Otro
ter Horst E. – Bayesian Inference in Stochastic Processes 11 Leer más
Evento
ter Horst E. (2019) – Informs Alio International Conference – Energy Economics (ISSN 0140-9883).
Artículo
Gunn L, Molina G, Markossian T, ter Horst E. (2019) – Online Interest Regarding Gun Violence, Control and Purchases: An Endogenous Approach. – PLoS ONE (ISSN 1932-6203). Leer más
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Mantilla D, ter Horst E, Molina G, Audeguil E. – Ponencia Paper en EFMA meetings 2019, Portugal Leer más
Evento
ter Horst E. (2019) – Spreading the Word: How Customer Experience in a Traditional Retail Setting Impacts: Traditional and Electronic Word-of-mouth Intention – Electronic Commerce Research and Applications (ISSN 1567-4223). Leer más
Artículo
ter Horst E. – The 33rd NESS Symposium Leer más
Evento
ter Horst E. (2019) – Topics, Methods, and Trends in Economics, Finance, and Business Journals: A Content Analysis Enquiry – Heliyon (ISSN 2405-8440). Leer más
Artículo
ter Horst E, Dakduk S. (2019) – What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign. – Journal of Information Science (ISSN 0165-5515). Leer más
Artículo
ter Horst E. – A Bayesian time-varying approach to risk neutral density estimation
Evento
Gunn L, Gzyl H, Horst E, Ariza M, Molina G, ter Horst E. (2018) – Maximum entropy in the mean methods in propensity score matching for interval and noisy data – Communications in Statistics – Theory and Methods (ISSN 0361-0926). Leer más
Artículo
ter Horst E. – Predicting instantaneous photosynthetic photon flux density for days with different degree of overall cloudiness: a bayesian nonparametric approach
Evento
ter Horst E. (2018) – Risk neutral measure determination from price ranges: Single period, discrete markets – Entropy (ISSN 1099-4300). Leer más
Artículo
ter Horst E. (2017) – 2019 INFORMS ALIO INTERNATIONAL CONFERENCE – Energy Economics (ISSN 0140-9883).
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ter Horst E. (2017) – A Micro-Based Model forWorld Oil Market – Energy Economics (ISSN 0140-9883).
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Dakduk S, ter Horst E. (2017) – Customer Behavior in Electronic Commerce: A Bayesian Approach – Journal of Theoretical and Applied Electronic Commerce Research (ISSN 0718-1876).
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ter Horst E. (2017) – Inferring probability densities from expert opinion – Applied Mathematical Modelling (ISSN 0307-904X).
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ter Horst E. (2017) – Micro-Based Model for World Oil Market – Energy Economics (ISSN 0140-9883).
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ter Horst E. (2017) – Nation Branding: Unvailing Factors that Affect the Image of Colombia from a Foreign Perspective. – Tourism Planning & Development (ISSN 2156-8316).
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ter Horst E. – Timing Foreign Exchange Markets
Evento
ter Horst E. – World Oil Linkages
Evento
ter Horst E. – 9th Workshop on Bayesian Inference in Stochastic Processes
Evento
ter Horst E. (2016) – Bayesian Nonparametric Measurement of Hedge Fund Returns – Econometrics (ISSN 2225-1146).
Artículo
ter Horst E. (2016) – Timing Foreign Exchange Markets – Econometrics (ISSN 2225-1146).
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ter Horst E. (2015) – A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities – Bayesian Analysis (ISSN 1931-6690).
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ter Horst E. (2015) – A spectral measure estimation problem in rheology – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).
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ter Horst E. (2015) – Application of the maximum entropy method in the mean to classification problems – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).
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ter Horst E. (2015) – Imagen país de Colombia desde la perspectiva extranjera – Arbor (ISSN 0210-1963).
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ter Horst E. (2015) – Numerical determination of hitting time distributions from their Laplace transforms: One dimensional discusions – Physica A: Statistical Mechanics and its Applications (ISSN 0378-4371).
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ter Horst E. (2015) – Statistical inference in structural credit risk models: Likelihood and Bayesian approaches – Journal of Financial Econometrics (ISSN 1479-8409).
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ter Horst E. (2014) – A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean – Entropy (ISSN 1099-4300).
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ter Horst E. (2014) – Discussion on a Tractable State-Space Model for Symmetric Positive-Definite Matrices – Bayesian Analysis (ISSN 1931-6690).
Artículo
ter Horst E. – ISBA-George Box Research Workshop on Frontiers of Statistics
Evento
ter Horst E. – Term Structures of Implied Risk Neutral Densities
Evento
ter Horst E. – ESOBE
Evento
ter Horst E, Pombo C. – Midwest Finance Association Conference
Evento
ter Horst E. – “Timing Foreign Exchange Markets.” Royal Economic Society
Evento
ter Horst E. – BISP 7
Evento
ter Horst E. – Campus for Finance Research Conference 13
Evento
Malone S, ter Horst E. (2012) – Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets – Journal of Applied Econometrics ().
Artículo
ter Horst E. – Seminar on Bayesian Inference in Econometrics and Statistics
Evento
ter Horst E. (2012) – Stochastic Volatility Models including open, close, high and low prices. – Quantitative Finance (ISSN 1469-7688).
Artículo
ter Horst E. – Exchange Rate Fundamentals, Forecasting, and Speculation: Bayesian models in Black Markets
Evento
ter Horst E. (2011) – Measuring Expectations in Options Markets: An Application to the S&P500 Index – Quantitative Finance (ISSN 1469-7688).
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ter Horst E. – DAGStat2010
Evento
ter Horst E. – HEC Paris, Finance and Statistics, Second Workshop
Evento
ter Horst E. – ISBIS-2010 International Symposium on Business and Industrial Statistics
Evento
ter Horst E. (2010) – Procesos Gaussianos en la Predicción de las Fluctuaciones de la Economía Mexicana
Artículo
ter Horst E. – The Garch structural credit risk model: estimation, benchmarking, and application to the 2007-2008 credit crunch
Evento
ter Horst E. – Universidad de Elche, XXXVIII Simposio de la Asociación Españoola de Economía (November 2010).
Evento
ter Horst E. – Valencia International Meetings on Bayesian Statistics
Evento
ter Horst E. – 13 th International Congress on Insurance: Mathematics and Economics
Evento
ter Horst E. (2009) – Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models. – Applied Stochastic Models in Business and Industry (ISSN 1524-1904).
Artículo
ter Horst E. – Measuring Expectations In Options Markets: An Application to the S&P500 Index
Evento
ter Horst E. (2009) – Noise Corrected Estimation: Filtering additive measurement noise – Journal of Probability and Statistics (ISSN 1687-952X).
Artículo
ter Horst E. (2009) – Real Estate and Private Equity: A review of the diversification benefits and some recent developments – Journal of Alternative Investments (ISSN 1520-3255).
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ter Horst E. – Stochastic Volatility Models including open, close, high and low prices
Evento
ter Horst E. – XVII Finance Forum IESE
Evento
ter Horst E. (2008) – Bayesian Dynamic Density Estimation – Bayesian Analysis (ISSN 1931-6690).
Artículo
ter Horst E. – Bayesian Dynamic Density Estimation.
Evento
ter Horst E. – International Symposium on Business and Industrial Statistics with special emphasis on Quantitative Analytics for Banking, Finance and Insurance
Evento
ter Horst E. – Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models
Evento
ter Horst E. – Objective Bayes
Evento
ter Horst E. – Bayesian inference for Levy processes in option pricing
Evento
ter Horst E. – A Levy generalization of compound Poisson processes in finance. Theory & applications
Evento
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Calle 21 No. 1-20
Bogotá – Colombia
Postal code: 111711
Bogotá
(601) 332 4144
Línea de información nacional
018000 123 300
Calle 21 No. 1-20
Bogotá – Colombia
Código postal: 111711
Bogotá
(57 601) 332 4144
Línea nacional
01800 123 300
Universidad de los Andes | Vigilada Mineducación
Reconocimiento como Universidad: Decreto 1297 del 30 de mayo de 1964.
Reconocimiento personería jurídica: Resolución 28 del 23 de febrero de 1949 Minjusticia.
Universidad de los Andes | Vigilada Mineducación
Reconocimiento como Universidad:
Decreto 1297 del 30 de mayo de 1964.
Reconocimiento personería jurídica:
Resolución 28 del 23 de febrero de 1949 Minjusticia.
Copyright © Universidad de los Andes. All rights reserved