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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.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.He wrote the book "Nerds on Wall Street: Math, Machines and Wired Markets" (Wiley 2009). Leinweber is internationally known for ironically showing that S&P 500 could be "predicted" by looking at the butter production in Bangladesh. Adding cheese in USA, and the population of sheep, the prediction was at 99%. Leinweber thus illustrated how overfitting and apophenia may affect market predictions.
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Albums by David LeinweberSort:By AlbumA - Z
Simple Songs and a Box Guitar [2008]
Song | Duration |
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Here, There and Everywhere | 2:25 |
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