2023

Thomas R.H. Tibbles

Head of International Equities, Madison Investments

Areas: Data Science, Finance, Financial Analysis, Software Engineering

Tom Tibbles and his team have focused for decades on implementing a well-tested and successful investment strategy to invest portfolios of international stocks. Over the last few years, he has led the team to embrace the Wolfram technology stack to make the process explicit in software and to enhance, accelerate and improve the quality and consistency of the workflow.

Financial data can be sliced cross-sectionally, through time or simultaneously by both curating and provisioning processed data in multidimensional matrix structures—“DataCubes.” Doing so has made it highly efficient to execute the desired types of data manipulations and visualizations in Mathematica.

The project pipeline began by writing custom APIs to extract data locked in silos; legacy procedures were then translated and separated into hundreds of “CustomMetrics” to clean and increase the information content of individual data segments. After the release of Mathematica 12, the project expanded to take advantage of the entity store data framework.

Additional projects have focused, within a Wolfram Language package, on automating the integration and enhancement of data and sequencing the workflow steps across multiple internal and external data sources and applications. Lastly, user experience was vastly improved with the custom development of a GUI to access, examine further and manipulate data while dynamically displaying the visual reports.

2017

Dr. Tarkeshwar Singh

Quantitative Analyst and Software Engineer, Quiet Light Securities

Areas: Authoring and Publishing, Finance, Machine Learning, Risk Management

Dr. Singh is a quantitative analyst and software engineer at Quiet Light Securities and an early adopter of Wolfram Finance Platform. In conjunction with the CTO, Robert Maxwell, Dr. Singh brought Finance Platform on board to support daily derivative trading operations by developing extensive strategies and volatility surface models, as well as performing backtesting with intraday market tick data. He also provided daily snapshots of company-wide risk through CDF documents that provided insights and satisfied compliance requirements. He also developed an internal training program to bring quants up to speed with Wolfram technologies. In the future, he hopes to utilize the machine learning capabilities of the Wolfram Language to develop advanced trading algorithms through neural networks.

2015

Phil Maymin

Assistant Professor of Finance and Risk Engineering, NYU Tandon School of Engineering

Areas: Applied Mathematics, Computer Science, Finance

Dr. Philip Z. Maymin recently joined Vantage Sports as their Chief Analytics Officer, in which role he helps oversee and create machine learning algorithms, novel visualizations, live interactive tools, backtests, and other robust automated insights from the Vantage dataset. He developed the automated general manager, a suite of CDFs that includes draft projections, trade evaluations, and free agent rankings. It allows users to backtest a systematic strategy and compare it with a team’s actual performance using Mathematica’s machine learning algorithms and performance data. Maymin’s next project is to launch the Analytics Institute of the University of Bridgeport School of Business, with the Wolfram Language as the program’s cornerstone.

2015

Luci Ellis

Head of Financial Stability, Reserve Bank of Australia

Areas: Economic Research and Analysis, Economics, Finance

Dr. Luci Ellis is Head of the Financial Stability Department at the Reserve Bank of Australia, where she led a team of IT developers to create a new internal graphing development process, GraphIT, which creates Mathematica chart objects using .NET. Dr. Ellis has held various positions in economic analysis research and worked on the global macroeconomics team of the Bank for International Settlements in Basel, Switzerland. She has written on a range of economic and financial topics, including exchange rates, housing prices, mortgage finance, and factor income shares, and she co-moderates the Mathematica Stack Exchange site under the pseudonym Verbeia. Dr. Ellis continues to advocate for employee adoption of Mathematica and the publishing of CDF-deployed charts while minimizing the Reserve Bank of Australia’s dependency on Excel. Dr. Ellis financed her attendance at the conference herself.

2014

Chad Slaughter

Enova Financial

Areas: Actuarial Sciences, Data Mining and Analysis, Economics, Finance, Financial Risk, Risk, Risk Analysis

At Enova Financial, Chad Slaughter used Mathematica’s deep analysis capabilities to better understand the relationship between performance data and top-level business metrics. This led to the Colossus Project, a completely automated platform that handles Enova’s online loan approval system and can process more than 20,000 loans per hour. Now a consultant, Slaughter is also using Wolfram Development Platform (formerly Wolfram Programming Cloud) to create solutions for Eligo Energy.

2014

Rodrigo Murta

St Marche Supermercados

Areas: Data Mining and Analysis, Economics, Finance, Interface Design, Physics, Population Dynamics, Risk, Risk Analysis

Rodrigo Murta is Retail Intelligence Manager for St Marche Supermercados, a high-end supermarket chain, and the first customer to purchase Mathematica Enterprise Edition in Brazil. He uses Mathematica as a hub for all of the company’s data, workflows, computation, and processing, and EnterpriseCDF to construct reports for store managers and company executives. He is currently experimenting with a web-based report interface that provides even greater access to intelligence reports.

2013

Dr. Thomas Weber

HighQ-It

Areas: Data Mining and Analysis, Finance, Financial Risk, Risk Analysis

Thomas Weber is recognized as an expert on quantitative methods in finance and risk. Being a heavy user of Mathematica since Version 1.2, Thomas utilizes this powerful tool for his consultancy for big banks, energy suppliers, and other institutions. Over these many years he has extended Mathematica as needed. For example, he developed a database link long before the Data Access Kit was available. He also integrated different pricing libraries into Mathematica, which allow kinds of risk analysis that go way beyond what is normally possible within financial institutions.

2013

Grigory Fridman

Saint Petersburg State University of Economics

Areas: Computer Science, Education, Finance, Mathematics, Risk

Grigory Fridman is Head of the Department of Economical Cybernetics and Mathematical Methods for Economics at Saint Petersburg State University of Economics in Saint Petersburg, Russia. With his help StPSUE became the first university in Russia to offer access to Mathematica to all faculty and students.

2013

Stefan Braun

Managing Director of SmartCAE

Areas: Aerospace, Biotechnology, Chemical Engineering, Control, Data Mining and Analysis, Engineering, Finance, Financial Risk, High-Performance and Parallel Computing, Image Processing, Industrial Engineering, Interface Design, Materials Science, Mathematica Consulting, Mechanical Engineering, Pharmaceutical, Physics, Risk Analysis, Signal Processing, Structural Engineering

Stefan Braun is recognized for using Mathematica in industrial applications. He has used Mathematica and the SmartCAEFab in more that 150+ industrial projects in different application areas. SmartCAE’s software solutions allow practical users to simulate complex applications problems, with a lot of parameters, without being a simulation or Mathematica expert.

2013

Prof. Dr. Frank Brand

Berlin School of Economics and Law, Germany

Areas: Finance, High-Performance and Parallel Computing, Industrial Engineering Economics, Mathematics

Physicist Frank Brand teaches courses in business mathematics, statistics, econometrics, and optimization using Mathematica. He has used Mathematica for many years, starting with his PhD thesis, “Optimization of Complex Optical Systems with Evolution Strategies.” Frank’s achievements using Mathematica in his research include the automatic construction of quality functions related to optimization problems. He also used Wolfram technology to write books—very recently he published a book on the analysis of complex systems, based on applications of graph theory.

2012

Thomas Roux

Financial Risk Manager, BRED Banque Populaire

Areas: Finance, Financial Risk, Risk Analysis

Thomas Roux is recognized for developing an innovative web service solution for financial risk management, based on webMathematica and webUnRisk. Thomas has shown how Wolfram technologies are integral to the fundamental sustainability of the global banking system, from his native France to the United States.

2011

Philip Zecher

EQA Partners

Areas: Data Mining and Analysis, Economics, Finance, Risk Analysis

As the Chief Risk Officer at EQA Partners, Philip Zecher designed, developed, and implemented a front-to-back trading system, from data acquisition to reporting, using Wolfram technologies. The system manages the flow of data to reduce data errors, time, and costs.

Hear Philip Zecher talk about developing an enterprise-wide trading platform »