I am a statistician and financial mathematician with a wide range of teaching interests. Recently, I have taught introductory statistics, probability theory, statistical theory, mathematical finance, and mathematical economics. Though mathematics is both a science and art, I view mathematics and statistics as laboratory sciences, though the "laboratory" is often a computer. With this perspective in mind, I often ask students to work with me as experimentalists with software packages like Mathematica, SAS, and PASW Statistics. Recently, my colleagues and I have completely renovated our department’s introductory statistics course. I’ve given talks about the new format of the course at both Pomona College and at the United States Conference on the Teaching of Statistics in Raleigh, North Carolina. Along with Professor Bodine, I′m a Project NExT fellow. In the near future, I hope to develop new courses in experimental design and multivariate regression at the college.
I have both a theoretical and applied interest in the statistics of stochastic processes. My primary areas of application are financial mathematics, econometric theory, market microstructure, and understanding how financial crises spread from one market to another market. More specifically, I am interested in heavy tails, stable
distributions, measures of dependence, empirical pricing of derivative instruments, and nonparametric estimation of the functions that govern time-homogeneous stochastic differential equations. I have an interest in sabermetrics, the analysis of baseball using modern statistical techniques, and have been recently been studying the connection between race and called balls and strikes in modern Major League Baseball. Recently I have given talks or presented posters at the Joint Statistics Meetings, the Joint Mathematics Meetings, and the United States Conference on the Teaching of Statistics, and will be participating this summer in the 7th World Congress of the Bachelier Society in Sydney, Australia.
Outside the Classroom
My family has lived in the state of Florida for many generations and today, members of my family live all over the state in places like Okeechobee, Ocala, Tampa, Orlando, Tallahassee, and Bradenton. My family has a strong tradition of producing both teachers and entrepreneurs, and we support charitable projects in the state like The Hamrick House of the Hospice of Okeechbee and the Annie Bishop Hamrick Endowed Professorship in Special Education at Florida State University.
I′m a refugee from the financial services sector, where I have worked as a portfolio manager, consultant, and software engineer. I′m a news junkie, watch The Colbert Report, drink too much coffee, write Mathematica and MATLAB code recreationally, and am a fan of the Boston Red Sox and Tampa Bay Buccaneers.
B.S., Mathematics, B.A., History, B.B.A. Financial Economics, Stetson University,
2002 (Phi Beta Kappa)
M.A., Mathematics, Boston University, 2004
Ph.D., Mathematics, Boston University, 2009
CFA charterholder, 2009
FRM charterholder, 2010
Math 111 - Introduction to Statistics
Math 131 - Mathematics through Advanced Software
Math 232 - Modeling and Data Analysis through Advanced Software
Math 311 - Probability Theory
Math 312 - Mathematics Statistics
Math 341 - Mathematical Finance
Math 342 - Mathematical Economics
(with M.S. Taqqu) Testing diffusions for non-stationarity. Mathematical Methods of Operations Research, 69:3, 509-551.
(with J. Rasp) Explaining success in baseball: The local correlation approach. Forthcoming in the Journal of Quantitative Analysis in Sports.
(with Y. Huang, K. Kardaras, and M.S. Taqqu) “Maximum penalized quasi-likelihood estimation of the diffusion function.” (2011) Quantitative Finance, 11:11, 1675-1684.
(with J. Russ, K. Bu, and J. Cizdziel) “Laser Ablation-Inductively Coupled Plasma-Mass Spectrometry Analysis of Lower Pecos Rock Paints and Possible Pigment Sources.” Collaborative Endeavors in the Chemical Analysis of Art and Cultural Heritage Materials. Washington, D.C.: American Chemical Society, 2012.
(with M.S. Taqqu) Contagion and confusion in credit default swap markets. Under review.
(with M.S. Taqqu) Contagion or confusion? Evidence from bond markets. Under review.
(with M.S. Taqqu) Using a local Durbin-Watson test to detect serial correlation in nonlinear regression models. Under review.
(with J. Rasp) The Connection between Race and Called Strikes and Balls. In development.