- Full Name
- Michael Bommarito
- Nickname
- mjbommar
- Website
- http://www-personal.umich.edu/~mjbommar/
- About Me
- I am pursuing a career in quantitative research and modeling for financial and political systems. Currently, I am a Ph.D. at the University of Michigan studying Political Science. My B.S. was in Mathematics at the University of Michigan. I will also complete an M.S.E. in Financial Engineering in April 2011.
I am very experienced in presenting and communicating complex ideas. I have presented mathematical, financial, and political research to over 20 different groups around the world, including students, academic institutions, government agencies, and industry members.
My research has been featured on Seeking Alpha, the Financial Times, the New York Times, Zero Hedge, Abnormal Returns, Marginal Revolution, and Wired Magazine. I have publications in Quantitative Finance, Physica A, and various law reviews.
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Paper: L. Kang, S. Babbs. Modelling Overnight and Daytime Returns Using a Multivariate Garch-Copula Model | November 21, 2010
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Paper: D. J. Fenn, M. A. Porter, S. Williams, M. McDonald, N. F. Johnson, N. S. Jones. Temporal Evolution of Financial Market Correlations. | November 16, 2010
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Paper: D. Hu, J. L. Zhao, Z. Hua, M. C. S. Wong. Network-Based Modeling and Analysis of Systemic Risks in Banking Systems. |
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Paper Abstract: D. M. Katz, M. J. Bommarito II. Measuring the Complexity of Law: The United States Code. | November 15, 2010
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Paper: J.-G. Simonato. The Performance of Johnson Distributions for Computing Value at Risk and Expected Shortfall | November 10, 2010
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Paper: S. D’Amico. T. B. King. Flow and Stock Effects of Large-Scale Treasury Purchases | November 6, 2010
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Zoomable Visualization of Market and Sector Performance and Correlation, Nov. 5, 2010 |
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New Paper: M. J. Bommarito II, D. M. Katz, J. Isaacs-See. An Empirical Study of the Population of United States Tax Court Written Decisions (1990- 2008) |