Associate Professor of Finance Jeff Hamrick has been
instrumental in developing USF's Master of Science in
Analytics (MSAN) program. His teaching also supports the
university's Master of Science in Financial Analysis
(MSFA) program. For the analytics program, he has designed courses
in linear regression analysis, time series analysis, multivariate
statistical analysis, and SAS programming. In the MSFA program, he
teaches econometrics and financial econometrics. Professor Hamrick
contributes his extensive knowledge of finance, mathematics, and
statistics to prepare students for both traditional jobs in finance
and cutting-edge jobs related to data science.
Dr. Hamrick has experience in hedge fund management and
consulting for both financial services and software engineering
firms. He is a CFA charterholder and a chartered Financial Risk
Manager (FRM), with publications in nonparametric statistics and
mathematical finance. Professor Hamrick's academic work in
"big data" stems from his interests in natural language processing,
market microstructure (e.g., models of intraday asset prices), and
sabermetrics (i.e., the use of statistical and computational
methodologies to study baseball).
Ph.D., Mathematics, Boston University, Massachusetts, 2009
Certificate in Computational Science, Boston University, Massachusetts, 2009
M.A., Mathematics, Boston University, Massachusetts, 2004
B.S., Mathematics, minor in Applied Statistics, Stetson University, Florida, 2002
B.B.A., Financial Economics, Stetson University, Florida, 2002
B.A., History, Stetson University, Florida, 2002
- The following courses represent the last 3 years of teaching and do not represent the current course offerings.
- MSFA 736: Econometrics
- MSFA 744: Financial Econometrics
- MSAN 601: Linear Regression Analysis
- MSAN 604: Time Series Analysis
- MSAN 611: Introduction to SAS Programming
- MSAN 623: Multivariate Statistical Analysis
The following list is a selection of recent publications and
does not represent the entire body of research.
"Laser Ablation - Inductively Coupled Plasma-Mass Spectometry
Analysis of Lower Pecos Rock Paints and Possible Pigment Sources,"
Collaborative Endeavors in the Chemical Analysis of Art and
Cultural Heritage Materials, American Chemical
Society, Washington D.C., 2012 (with J. Russ, K. Bu and J.
"Maximum penalized quasi-likelihood estimation of the diffusion
function," Quantitative Finance, 11:11, 2011
(with K. Kardaras, M.S. Taqqu and Y. Huang)
"Using local correlation to explain success in baseball,"
Journal of Quantitative Analysis in Sports, Volume 7:
Issue 4, Article, 2011
"Practical Implementation Using Mathematica," Appendix A in
Wiener Chaos: Moments, Cumulants, and Diagrams,
Bocconi-Springer, Milan, Italy, 2011 (with M.S. Taqqu and G.
"Testing diffusions for non-stationarity," Mathematical
Methods of Operations Research, 69:3, 2009 (with M.S.
"Acceptance-Rejection Sampling," The Wolfram Demonstrations
"The Method of Inverse Transforms," The Wolfram Demonstrations
Perturbed Rat," The Wolfram Demonstrations Project