William Bertram (mathematician)
Encyclopedia
Dr William Karel Bertram (born 17 December 1977) is an Australian mathematician
specializing in the fields of stochastic processes and econophysics
.
. His sibling, Anthony Bertram holds degrees in both dentistry
and medicine
.
He studied Mathematics at the University of Sydney
, where he earned a PhD in Applied Mathematics
. His research focuses on the field of econophysics and examines stochastic processes and their use in modeling financial market
s. His PhD thesis has been identified by the University of Sydney Library as being one of great interest and requested by local and international researchers studying the field.
School of Mathematics in the University of Sydney.
As of January 2009 he works at Tribeca Investment Partners where he is responsible for quantitative modeling and strategy
.
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
specializing in the fields of stochastic processes and econophysics
Econophysics
Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics...
.
Biography
Bertram was born in Sydney, Australia. He comes from a family with a record of successful academic achievement. His father is a theoretical physicist and his mother is a special education teacher with degrees in education and psychologyPsychology
Psychology is the study of the mind and behavior. Its immediate goal is to understand individuals and groups by both establishing general principles and researching specific cases. For many, the ultimate goal of psychology is to benefit society...
. His sibling, Anthony Bertram holds degrees in both dentistry
Dentistry
Dentistry is the branch of medicine that is involved in the study, diagnosis, prevention, and treatment of diseases, disorders and conditions of the oral cavity, maxillofacial area and the adjacent and associated structures and their impact on the human body. Dentistry is widely considered...
and medicine
Medicine
Medicine is the science and art of healing. It encompasses a variety of health care practices evolved to maintain and restore health by the prevention and treatment of illness....
.
He studied Mathematics at the University of Sydney
University of Sydney
The University of Sydney is a public university located in Sydney, New South Wales. The main campus spreads across the suburbs of Camperdown and Darlington on the southwestern outskirts of the Sydney CBD. Founded in 1850, it is the oldest university in Australia and Oceania...
, where he earned a PhD in Applied Mathematics
Applied mathematics
Applied mathematics is a branch of mathematics that concerns itself with mathematical methods that are typically used in science, engineering, business, and industry. Thus, "applied mathematics" is a mathematical science with specialized knowledge...
. His research focuses on the field of econophysics and examines stochastic processes and their use in modeling financial market
Financial market
In economics, a financial market is a mechanism that allows people and entities to buy and sell financial securities , commodities , and other fungible items of value at low transaction costs and at prices that reflect supply and demand.Both general markets and...
s. His PhD thesis has been identified by the University of Sydney Library as being one of great interest and requested by local and international researchers studying the field.
Career
Dr William Karel Bertram (born 17 December 1977) is an Australian mathematician specializing in the fields of stochastic processes and econophysics.School of Mathematics in the University of Sydney.
As of January 2009 he works at Tribeca Investment Partners where he is responsible for quantitative modeling and strategy
Strategy
Strategy, a word of military origin, refers to a plan of action designed to achieve a particular goal. In military usage strategy is distinct from tactics, which are concerned with the conduct of an engagement, while strategy is concerned with how different engagements are linked...
.
Select publications
- Bertram W.K., An empirical investigation of Australian Stock Exchange Data, Physica A, 341 (2004), 533–546.
- Bertram W.K., A threshold model for Australian stock exchange equities, Physica A, 346 (2005), 561–576.
- Bertram W.K., Peiris M.S. Increasing the quality of volatility forecasts with fractional ARIMA models, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.) University of Wollongong, Wollongong, (2005), 66–74. ISBN 1 74128 107 5
- Bertram W.K., Peiris M.S. An example of a misclassification problem applied to Australian equity data, Computational Statistics and Data Analysis, 51 (2007), 3627–3630.
- Bertram W.K., Measuring time dependent volatility and cross-sectional correlation in Australian equity returns, Physica A, 387, (2008), 3183–3191.