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Welcome!

I am a Professor within the department of Engineering Management and Systems Engineering (EMSE) at the Missouri University of Science and Technology (Missouri S&T). I am the founder and current director of the Laboratory for Investment and Financial Engineering (LIFE) and am a member of the Missouri S&T Intelligent Systems Center (ISC). I am an area editor in the area of risk management for the journal The Engineering Economist. My current teaching is in the areas of investment, portfolio management, financial risk management, enterprise risk management (market risk, credit risk, operational risk, and regulatory responses), derivatives, financial engineering, and corporate finance. I also have teaching interest in macroeconomic analysis, student investment funds, computational intelligence, and machine learning.

My research interests match my teaching interests, including investment, portfolio management, financial risk management, derivatives, and financial engineering, as well as the use of computational intelligence and machine learning for price and volatility forecasting. This involves current and past research on stocks, futures, financial derivatives (options, futures, forwards, and swaps), credit derivatives and derivative pricing models, financial risk and uncertainty, GARCH models, Value-at-Risk, trader behavior, equity valuation, hedge fund replication, hybrid trading models, and economic modeling. Specifically, my research often uses neural networks, deep learning, fuzzy logic, genetic algorithms, evolutionary systems, self-organizing systems, and expert systems. In addition to computational intelligence, I also use simulation, traditional optimization, forecasting, data mining, principal component analysis, clustering, classification, econometrics, and regression analysis.

The buttons to the left will provide you with more specifics about my research publications and the courses that I currently teach.


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Last Updated 01/17/18