Financial Engineering, Statistics

Office: 282 Rhodes Hall

Phone: 607.254.4828

David Matteson received his B.S. in Business from the Carlson School of Management at the University of Minnesota in 2003 with concentrations in Finance, Mathematics, and Statistics. Professor Matteson received his Ph.D. in Statistics in 2008 from the University of Chicago where he researched nonlinear multivariate time series under the guidance of Ruey S. Tsay. His research, teaching, and consulting areas of expertise are statistics and financial econometrics, with additional interest in computational methods. Recent research includes estimating and forecasting high dimensional time-varying covariance matrices, re-sampling methods for time-dependent data, and statistical analysis of financial market microstructure.