CDAR associates explore and analyze a wide range of topics in many interdisciplinary fields. See what they have to say about the latest research, ideas, and practices:

Is it Mathematics or is it Software? (link to pdf) Forthcoming in Notices of the American Mathematical Society, CDAR Co-Director Lisa Goldberg explores the concepts and issues surrounding mathematical software development.

Abstract: Computers can empower mathematicians to envision and to prove theorems beyond natural limitations. At the same time, computers can facilitate misdirection and error on a grand scale. Working on software development is, in effect, engaging in an interesting genre of mathematical thinking. Since we are in an age where significant progress has been achieved on both practical and intellectual levels by such thinking, the develop- ment of mathematical software is genuinely part of mathematics. That is, the conceptual breakthroughs in software development should find a home in the academic mathematical community.

The Growing Science of Prediction. CDAR Co-Director Lisa Goldberg’s “Prediction is a Young Science” (link to pdf), published in April 2016 in Notices of the American Mathematical Society, is a look at how prediction science is changing through data analysis and, of course, a bit of trial and error. View the final published piece here.

Abstract: Predictions go back at least as far as the Oracle of Delphi and the astrologers of the Chinese Han Dynasty. Arguably, they are as old as the human race. However, our recently acquired capability to collect, store and analyze data has emphasized statistics and elevated prediction to a science that pervades virtually everything we do. Despite recent advances, prediction is a young science. We are just beginning to explore its limits.

Book Reviews

Lisa Goldberg reviewed George A. Akerlof’s and Robert J. Shiller’s Phishing for Phools: The Economics of Manipulation and Deception for CFA Institute’s Enterprising Investor Blog. The full review is available here: Lisa Goldberg reviews Phishing for Phools.

CDAR Co-Director Bob Anderson reviewed Andrew Ang’s Asset Management: A Systematic Approach to Factor Investment for Quantitative Finance’s December 2014 issue. The full review is available here: Bob Anderson reviews Asset Management.

Lisa Goldberg reviewed Nate Silver’s The Signal and the Noise: Why So Many Predictions Fail – but Some Don’t for Quantitative Finance’s December 2013 issue. The full review is available for download here: Lisa Goldberg reviews The Signal and the Noise.

Lisa Goldberg reviewed Daniel Kahneman’s Thinking, Fast and Slow for the Quantitative Finance’s August 2012 issue. The full review is available here: Lisa Goldberg reviews Thinking, Fast and Slow.

Lisa Goldberg reviewed Harry Markowitz: Selected Works for Quantitative Finance’s September 2011 issue. The full review is available here: Lisa Goldberg reviews Harry Markowitz: Selected Works.

Videos

Watch interviews and topic discussions here.