Associate Professor of Finance Jeff Hamrick has been instrumental in developing USF's MS in Data Science (MSDS) program. His teaching also supports the university's Master of Science in Financial Analysis (MSFA) program. For the MSDS 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.
Professor 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. Prof. 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).
- PhD, Mathematics, Boston University, Massachusetts, 2009
- Certificate in Computational Science, Boston University, Massachusetts, 2009
- MA, Mathematics, Boston University, Massachusetts, 2004
- BS, Mathematics, minor in Applied Statistics, Stetson University, Florida, 2002
- BBA, Financial Economics, Stetson University, Florida, 2002
- BA, History, Stetson University, Florida, 2002
- Selected Publications
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. Cizdziel)
"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. Pecatti)
- Awards & Distinctions
"Testing diffusions for non-stationarity," Mathematical Methods of Operations Research, 69:3, 2009 (with M.S. Taqqu)
"Acceptance-Rejection Sampling," The Wolfram Demonstrations Project
"The Method of Inverse Transforms," The Wolfram Demonstrations Project
"The Perturbed Rat," The Wolfram Demonstrations Project