Andreas Weigend interviewed at Strata Jumpstart 2011

Andreas Weigend (PhD Physics 1991, Stanford University; Diplom Physik, Philosophie 1986, Universitaet Bonn) is an Associate Professor of Information Systems at the Stern School of Business, New York University. He came to Stern from the University of Colorado at Boulder where he had founded the Time Series Analysis Group, after working at Xerox PARC (Palo Alto Research Center) on knowledge discovery. At the Santa Fe Institute, he co-directed the Time Series Prediction Competition that led to the volume Time Series Prediction: Forecasting the Future and Understanding the Past (1994, Addison Wesley). His research focuses on basic methodologies for modeling and extracting knowledge from data and their application across different disciplines. He develops and integrates ideas and analytical tools from statistics and information theory with neural networks and other machine learning paradigms. His approach, basic science on real problems, emphasizes the importance of rigorous evaluations of new methods in data mining. His recent work uses computational intelligence to extract and understand hidden states in financial markets, and to exploit this information to improve density predictions. He has published about one hundred articles in scientific journals, books and conference proceedings. He co-edited four books including Decision Technologies for Financial Engineering (1998, World Scientific). Prof. Weigend received a Research Initiation Award by the National Science ...

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