Peter Kempthorne

人物生平

KEMPTHORNE博士本科畢業於哈佛大學的套用院悼櫻數學專業，並成為美國大學優等生榮譽學會成員。而後，在倫敦大學帝國理工學院獲得統計學的碩士學位，在加利福尼亞伯克利大學獲得博士學位。KEMPTHORNE博士曾執教哈佛大學任副教授，並在此期間獲得了由美國國家科學基金會頒發的數學科學研究獎學金。之後被麻省理工學院聘任為副教授。

1990年至1998年間，KEMPTHORNE博士還曾擔任麻省理工學院斯隆管理學院的首席研究科學家，捆疊全汗在計算研究中心 (CCREMS)和在國際金融服務研究中心(IFSRC)進行經濟學和管理科學的研究。他曾是風險管理團隊的活躍分子，對RISKMETRICS理論進行了整合。2013年，KEMPTHORNE博士以金融數學和統計理論講師的身份加入麻省理工數學系。

主要成就

自1992年以來，Kempthorne博士一直通過其公司Kempthorne Analytics, Inc.在金融和統計學方面提供著諮詢服務。主要客戶包括：花旗銀行、Colonial/Liberty基金、巴黎國家銀行、佳能、富達管理研究公司、Mathsoft/Insightful公司、默克公司、RXR和普林斯頓品牌經紀公司。曾參加的項目包括：股票市場拒斷棕的資產選擇建模、風險管理的統計分析鞏茅煮、軟體風險管理的綜合設計和實現、對衍生品定價的財務分析、災難風險分析—保險計畫的建模和定價、針對市場交易數據的股票市場微觀結構建模、交易系統的開發、設計和堡鍵院實施。危戶盛料

自1995年開始，Kempthorne博士一直擔任著投資經理，運用其先進的統計分析方式來管理各種投資方案。從2010年到2012年間，他還曾擔任過IKOS, CIF Ltd.公司的基金經理和高級研究員。Kempthorne博士在1995年與人共同創立了Chronos資產管理公司，並在1996年創立Summa Capital管理公司。作為兩個投資公司的創辦者，他運用自己的專利技術開發了統計交易模型和交易系統，對交易進行監控、分析。Kempthorne Analytics公司目前以投資顧問公司註冊，為零售客戶提供系統管理院雅和量化投資項目的支持。

出版著作

PublishedPapers and Technical Reports

1. 1982.Variable Selection and Parameter Estimation for Normal Linear

RegressionModels, Ph.D. Dissertation, Department of Statistics, Uni-

versityof California, Berkeley; available from University Micro
lms

International,Ann Arbor.

2.1983a. Minimax-Bayes Compromise Estimators, American Statistical

Association,Proceedings of the 1983 Business and Economics Statis-

ticsSection, 568-573.

3.1983b. A Numerical Study of Leverage in Nonlinear Models for Two-

WayTables, American Statistical Association, Proceedings of the 1983

StatisticalComputing Section, 143-148, (with Hoaglin, D.C. and Emer-

son,J.D.).

4.1984a. A Decision-Theoretic Analysis of the Variable Selection Prob-

lem inRegression, Technical Report, Department of Statistics, Har-

vardUniversity.

5.1984b. Leverage in Least-Squares Additive-Plus-Multiplicative Fits

forTwo-Way Tables, Journal of the American Statistical Association,

79,329-335, (with Emerson, J.D. and Hoaglin, D.C.).

6.1984c. Admissible Variable-Selection Procedures When Fitting Re-

gressionModels by Least Squares for Prediction, Biometrika, 71: 593-

597.

7.1985a. Decision-Theoretic Measures of In

uence inRegression, Amer-

icanStatistical Association, Proceedings of the 1985 Business and Eco-

nomicsStatistics Section, 429-434.

8.1985b. Identifying Derivative-In

uentialGroups of Observations in

Regression,Technical Report NS-540, Department of Statistics, Har-

vardUniversity.

9.1986a. Optimal Minimax Squared Error Risk Estimation of the Mean

of aMultivariate Normal Distribution, Communications in Statistics,

A15: No.7, 2145-2158.

10.1986b. Comment on Chatterjee, S. and Hadi, A.S., In

uentialOb-

servations,High Leverage Points, and Outliers in Linear Regression,

StatisticalScience, 86: 408-412, (with Hoaglin, D.C.).

11.1986c. Decision-Theoretic Measures of In

uence inRegression, Jour-

nal ofthe Royal Statistical Society, Series B, 48: No. 3. (adapted

frompaper 7).

12.1987a. Numerical Speci
cation of Discrete Least Favorable Prior Dis-

tributions,SIAM Journal on Scienti
c and Statistical Computing, 8:

No. 2,171-184.

13.1987b. Modeling the Price Dynamics of a Risky Asset with Geomet-

ricBrownian Motion Driven by Jump Mean and Variance Processes,

AmericanStatistical Association, Proceedings of the 1986 Business

andEconomics Statistics Section, 529-532.

14.1987c. Inference for Jump Di
usion Stock Prices, American Statistical

Association,Proceedings of the 1986 Business and Economic Statistics

Section,107-111 (with Pickard, D., and Zakaria, A.).

15.1987d. Combining Probabilistic Assessments in Group Decision Mak-

ing,Technical Report, Sloan School of Management, M.I.T.

16.1987e. Adjusting Experts Probabilistic Forecasts: The Use and Im-

plicationof Exchangeability Assumptions in the Calibration Problem,

TechnicalReport, Sloan School of Management, M.I.T. (with Mendel,

M.).

17.1987f. Estimating the Mean of a Multivariate Normal Distribution

withLoss Equal to Squared Error Plus Complexity Cost, The Annals

ofStatistics, 15: 1389-1400.

18.1988a. Dominating Inadmissible Procedures Using Compromise Deci-

sionTheory, Decision Theory and Related Topics IV, (5.5. Gupta and

J.O.Berger, Eds.) 1: 381-396.

19.1988b. Review of Bayesian Statistics for Evaluation Research, by

WilliamE. Pollard, Journal of the American Statistical Association,

567-568.

20.1988c. Controlling Risks Under Di
erent Loss Functions: The Com-

promiseDecision Problem, The Annals of Statistics, 16: 1594-1608.

21.1989a. Identifying Rank-In

uentialGroups of Observations in Linear

RegressionModeling, Sloan Working Paper # 3018-89-MS.

2015年Peter教授在中國的課程PeriodCourseNumberCourse NameInstructorHome Institution8:30-10:30MAT22Introduction to Statistics
統計學概論Peter Kempthorne麻省理工大學8:30-10:30ECON11Microeconomics
個體經濟學Dror Brenner布朗大學8:30-10:30ENG11College English Writing
大學英語寫作Carole B. Davies康奈爾大學8:30-10:30POL12Comparative Government And Politics
比較政治Bradford P. Wilson普林斯頓大學10:45-12:45PHI12Introduction to Philosophy
哲學Steen C.Sehnert哥倫比亞大學10:45-12:45ENG12Public Speaking
公共演講Ofira Shraga布朗大學10:45-12:45ECON01Preparing for a business career in the US商科學生如何在美國發展職業生涯Dror Brenner布朗大學10:45-12:45ACC11Financial Accounting
財務會計TBATBA10:45-12:45HIS12American History
美國歷史Attila Pok哥倫比亞大學13:30-15:30PSY11Introduction to Psychology心理學Steen C.Sehnert哥倫比亞大學13:30-15:30ENG11College English Writing
大學英語寫作Carole B. Davies康奈爾大學13:30-15:30MAT12Calculus Ⅱ
微積分BC（含AB）Peter Kempthorne麻省理工大學13:30-15:30ACC12Managerial Accounting
管理會計TBATBA13:30-15:30POL11United States Government And Politics
美國政治Bradford P. Wilson普林斯頓大學15:45-17:45FIN21Introduction to Finance
金融學概論Dror Brenner布朗大學

15:45-17:45MAT21

Linear Algebra

線性代數

Peter Kempthorne麻省理工大學15:45-17:45LIT25Introduction to Literature
英語文學Steen C.Sehnert哥倫比亞大學15:45-17:45HIS11Introduction to World History
世界歷史Attila Pok哥倫比亞大學15:45-17:45ENG12Public Speaking
公共演講Ofira Shraga布朗大學

Peter Kempthorne

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人物生平

出版著作

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