Work in Progress
- factor models
- robust statistics in finance
- portfolio optimization
- Detection and mitigation of multivariate outliers in financial factor models
- An extension of the work done by Cerioli, Riani, and Atkinson on outlier detection
using MCD-based Mahalanobis distances
Published Papers (Peer Reviewed)
Approximating the Conway-Maxwell-Poisson distribution normalization constant.
Statistics: A Journal of Theoretical and Applied Statistics.
To appear. Available online here
as of 2014-04-08. A slightly earlier version of the paper is available as Tech Report 615
on the UW Stat tech reports page
R. Douglas Martin
Robust Portfolio Construction
In Handbook of Portfolio Construction: Contemporary Applications of
, edited by John B. Guerard. Springer-Verlag, 2009.
Independent Component Analysis and Functional Magnetic Resonance
Functional MRI: Basic Principles and Clinical Applications
edited by Scott Faro and Feroze B. Mohamed. Springer-Verlag, 2006.
B. P. Keogh
B. D. Figler
C. A. Robbins
B. L. Tempel
K. M. Maravilla
P. A. Schwartzkroin.
BOLD-fMRI of PTZ-induced seizures in rats
1 August 2005 (volume 66 issue 1 Pages 75-90).
The abstract is available online
The Stat 390 R Primer
My Master's Thesis (University of Washington, 2001). Connections
Between Lanczos Iteration and Orthogonal Polynomials. I discussed connections
between Lanczos iteration and orthogonal polynomials under the supervision of
Dr. Anne Greenbaum.
My undergraduate honors thesis (Washington University, 1999).
An Introduction to Ramsey Theory.
An overview of Ramsey Theory. Completed under the supervision of
Dr. Steven G. Krantz.
Various Talks, Term Projects, etc.