Research

Publications

Nonlinear Permuted Granger Casuality
Noah D. Gade, Jordan Rodu
Canadian Journal of Statistics (2026)
DOI: 10.1002/cjs.70056

Works In Progress

Scanning for Significance: False Discovery Control for Impulse Responses
Giorgi Nikolaishvili, Noah D. Gade
SSRN:

Change Point Detection with Conceptors
Noah D. Gade, Jordan Rodu
(Available Upon Request)

Generalized Change Point Detection and Regime Identification
Noah D. Gade

Impulse Response Inference Under a Stochastic Null
Giorgi Nikolaishvili, Noah D. Gade

Student Research

A Multivariate GARCH(1,1) Analysis of Call Option Trading Volume Dynamics
Jack Liddicoat, B.S. Statistics, Wake Forest University (2026)

Positional Errors Analysis in Major League Baseball
Carter LaCorte, Wake Forest University

An Analysis of Final Set Momentum in Tennis
Ajay Shah, Wake Forest University