Alex Braunstein's Webpage

I am the TA for Financial Timeseries - STAT 434 in Fall 2008.
My office hours will be held Thursdays 1 - 2:30.

Alex Braunstein's Code Repository

My CV/resume

My masters paper: American Option Approximations

Below is a list of courses I have completed during my Ph D program:
STAT 920 - Sample Survey Methods - Fall 2008 (currently enrolled)
STAT 999 - Advanced MCMC Methodology - Spring 2008
STAT 991 - Seminar in Advanced Application of Statistics - Gaussian Process Models - Spring 2008
CIS 700 - Monte Carlo Methods and Nonparametric Bayesian Models - Spring 2008
STAT 921 - Experimental Design and Observational Studies - Fall 2007
MKTG 771 - Models for Marketing Strategy - Fall 2007
OPIM 999 - Techniques for American Option Valuation - Fall 2007
STAT 999 - Algorithms for Phylogenetic Inference - Fall 2007
STAT 956 - Financial Timeseries and Computational Statistics - Spring 2007
CRIM 650 - Inductive Statistical Methods - Spring 2007
OPIM 653 - Mathematical Modeling and its Application to Finance - Spring 2007
STAT 955 - Stochastic Calculus - Fall 2006
STAT 552 - Asymptotics - Fall 2006
STAT 999 - Statistical Methods for Genome Evolution - Fall 2006
STAT 531/Math 547 - Stochastic Processes - Spring 2006
STAT 541 - Statistical Methods - Spring 2006
STAT 551 - Linear Models - Spring 2006 STAT 530/Math 546 - Probability - Fall 2005
STAT 540 - Statistical Methods and Computation - Fall 2005
STAT 550 - Mathematical Statistics - Fall 2005

Alex Braunstein's Research Interests

1) Bioinformatics
2) Bayesian Modeling
3) Financial Modeling

Alex Braunstein's Current Research Projects

1) Modeling HIV evolution as a result of anti-sense gene therapy
2) Gene finding in k-way alignments of malaria using an HMM and phylogenetic shadowing.
3) Comparing and improving various techniques for American Option Valuation

About Alex Braunstein

I was an undergraduate at Swarthmore College(2002-2005), where I majored in Applied Mathematics.
I have completed the third year of my Ph D program at Wharton, passed my qualifying exams, and received my MA.
I am doing research with Shane Jensen and Jon McAuliffe. During the academic year, I
live in Harrison College House, where I am a GA (like an RA but a graduate student). I enjoy
biking, cooking, baking, playing video games, jiu jitsu, and watching the Phillies.

Documents Alex Braunstein has created for Class or Consulting

Analysis of the TIAA Real Estate Fund
Analysis of Philadelphia Recidivism Data using the Generalized Additive Model GAM
Predicting Dolphin Death as a Result of Tuna Fishing Using CART
Analysis of a subset from the Panel Study of Income Dynamics (PSID) using Random Forests