David Leinweber
David Leinweber heads the Lawrence Berkeley National Laboratory Computational Research Division's Center for Innovative Financial Technology, created to help build a bridge between the computational science and financial markets communities.[1]
He was a Haas Fellow in Finance at the University of California, Berkeley, from 2008-2010.
Dr. Leinweber graduated from
MIT, in physics and computer science. He also has a Ph.D. in Applied Mathematics from Harvard University. He came to Harvard planning to study computer graphics, but discovered that the computer graphics courses there were no longer being taught; his "de facto advisor", Harry R. Lewis, encouraged him to study more broadly, and he ended up taking financial mathematics courses from the Harvard Business School. Later, Lewis's connections with the RAND Corporation helped him find a place there as his first post-graduate employer.[2]
He wrote the book Nerds on Wall Street: Math, Machines and Wired Markets (Wiley 2009).
Leinweber is internationally known for ironically showing that
tongue in cheek, how indiscriminate data mining, overfitting, and even apophenia may affect market predictions.[4][5]
References
- ^ http://www.lbl.gov/cs/DavidL.html Archived 2012-09-23 at the Wayback Machine David Leinweber's webpage at the Lawrence Berkeley National Laboratory
- ISBN 9781118044759.
- ^ Rudd, Lauren. "Bangladesh butter production, groundhogs and the markets". Sarasota Herald-Tribune.
- S2CID 108627390 – via ResearchGate.
- ^ Apofeni på Blindern Archived 2017-03-16 at the Wayback Machine, Finn Øystein Bergh
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