Christopher G. Green

 
 
News and Updates
  • I graduated. I'm working on moving stuff over from my school web site, as well as uploading research and software.
  • I gave a "lightning talk" at the R/Finance 2015 conference in Chicago, May 29–30. The subject of my talk was outlier detection in fundamental factor model data. You can download the slides and the accompanying working paper from my research page.
  • My R implementation of the outlier detection methodology presented in Cerioli (2010) is now available from CRAN as the package CerioliOutlierDetection. More current revisions (not yet incorporated into the official package) can be found on my GitHub page. The accompanying working paper is available here.
About Me

I am a recent Ph.D. graduate in Statistics specializing in Quantitative Finance. My research focuses on applications of robust statistical methods in finance.

I also work at the Washington State Investment Board.

You can view my profile on LinkedIn here.

Contact Info