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bobersk

David Boberski

Recently Published

Natural Language Processing
Incorporating Sentiment Analysis can improve the accuracy of Natural Language Processing.
Journal of Risk Finance
My study empirical CDS performance against closed form models for CDS duration, published in Journal of Risk Finance in 2003.
U.S. Senate Referenced my Book
Senate Subcommittee on Securities, Insurance and Investment referenced my second book when debating the Dodd-Frank Act. (S. Hrg. 111-248, 2009)
International Commodities & Derivatives Assoc.
Conference where I spoke at invitation of global regulators.
International Regulators Meeting
Conference presentation in Singapore where I spoke by invitation of the Monetary Authority of Singapore (MAS).
Regression Course Final Project
Johns Hopkins Coursework 3
Statistical Inference final project.
Best Book of 2006
Award for my book on derivative pricing.
Bloomberg News on D.C. Hearing
Bloomberg law report covering my testimony before the U.S. Treasury Department regarding taxation of Swaps and Futures (Section 1256 instruments).