Professor David Starer


David Starer, PhD
Financial Engineering

School of Systems and Enterprises
Stevens Institute of Technology
1 Castle Point on Hudson
Hoboken, NJ 07030

dstarer@stevens.edu



Education
PhD, Electrical Engineering, Yale University.
MEng, Electronic Engineering, University of Pretoria.
BSc, Electrical Engineering, University of Cape Town.

Research
Quantitative Equity Management and Alpha Generation.
Portfolio optimization.
Data Science.
Statistical Learning.
Numerical methods.
Applications of adaptive signal processing to financial problems.
Derivative pricing.

Experience
David Starer has over twenty years experience in quantitative equity research for institutional fund managers, which include positions at Quantitative Management Associates, Jacobs Levy Equity Management, Delaware Investments, and Lend Lease Investment Management. He is also a patent agent, and has worked for intellectual property law firms such as Fish and Neave in New York, and F. B. Rice in Sydney Australia. In addition, he has taught electronics and signal processing at the University of Wollongong, Australia.

Teaching
FE590 Introduction to Knowledge Engineering.
FE621 Computational Methods in Finance.
FE630 Portfolio Theory and Applications.
FE800 Special Problems in Financial Engineering.

Selected Publications


David Starer's (unfinished) Academic Genealogy
Name Education Adviser Born Nationality
David Starer PhD, Yale University, 1990 Arye Nehorai
Arye Nehorai PhD, Stanford University, 1983 Martin Morf
Martin Morf PhD, Stanford University, 1974 Thomas Kailath
Thomas Kailath ScD, MIT, 1961 John Wozencraft 1935-06-07
John Wozencraft ScD, MIT, 1957 Robert Fano 1925-09-30
Robert Fano ScD, MIT, 1947 Ernst Guillemin 1917-xx-xx
Ernst Guillemin PhD, Ludwig Maximilians University, 1926 Arnold Sommerfeld 1898-05-08
Arnold Sommerfeld PhD, University of Königsberg, 1891 Ferdinand von Lindemann 1868-12-05
Ferdinand von Lindemann PhD, Friedrich-Alexander-Universität, 1873 Felix Klein 1852-04-12
Felix Klein PhD, Rheinische Friedrich-Wilhelms-Universität, 1868 Rudolf Lipschitz
Julius Plucker
1849-04-25
Rudolf Lipschitz PhD, Universität Berlin, 1853 Gustav Dirichlet 1832-05-14
Gustav Dirichlet PhD (hon), Universität Bonn, 1827 Siméon Poisson
Joseph Fourier
1805-02-13
Siméon Poisson PhD, École Polytechnique, 1800 Joseph Louis Lagrange
Pierre-Simon Laplace
1781-06-21
Joseph Fourier PhD, École Normale Supérieure Pierre-Simon Laplace 1768-03-21
Pierre-Simon Laplace University of Caen Jean d'Alembert
Christophe Gadbled
Pierre Le Canu
1749-03-23
Joseph Louis Lagrange no degree, École Polytechnique Leonhard Euler 1736-01-25
Jean d'Alembert 1717-11-16
Leonhard Euler 1667-07-27
Johann Bernoulli 1667-07-27
Jacob Bernoulli 1654-12-27