Teaching
Founding Director of the MS in Financial Technology Analytics at Rutgers. Courses in probability, stochastic processes, and statistics, and the Foundations of Probability Seminar.
Video courses on YouTube
- First Course in ProbabilityA full course on probability. 130 videos.
- Foundations of Sports BettingInstructional videos on the foundations of sports betting. 7 videos.
- Foundations of Probability SeminarRecordings of the weekly seminar at Rutgers. 19 videos.
Course development
- Prediction MarketsPrediction Market Design and Analytics. A graduate course developed for the MS programs in Data Science and Financial Technology Analytics at Rutgers. Covers the market microstructure of event contracts (price discovery, liquidity provision, adverse selection), applied analytics for evaluating market efficiency and signal quality using data from operating platforms, and the regulatory and design considerations specific to event markets, including CFTC oversight, fee structures, and settlement. Teams design and operate a prediction market to inform an organizational decision.
- Foundations of Probability SeminarPHIL 730:509. A weekly interdisciplinary seminar on broad topics related to statistics, probability, and philosophy. Established and funded through an NSF grant.
- Statistics, Science and SocietyCOL 01:090:294, Interdisciplinary Honors Seminar. A discussion-based course for Rutgers freshmen in the Honors College on the interpretation and understanding of probability in real-world context, including behavioral economics, politics, the replication crisis, and finance. Guest lectures by Bill Benter (Avenue 4 Analytics), Robin Hanson (George Mason), and Nassim Taleb (NYU).
- PhD courses in probabilityCourse material for core and special topics PhD courses, including STAT 654 (Stochastic Processes), STAT 680 (Advanced Probability), and STAT 690 (Special Topics in Probability).
Courses taught at Rutgers
- PHIL-SEMFoundations of Probability SeminarFall and Spring 2016–
- Honors Seminar on Statistics, Science, and SocietyHonors College, Fall 2018
- STAT 463RegressionSpring 2021
- STAT 582Probability Theory and MethodsFall 2012
- STAT 592Introduction to Probability TheoryFall 2016, 2020
- STAT 654Stochastic ProcessesSpring 2014, 2016, 2020
- STAT 658Bayesian AnalysisSpring 2019
- STAT 690Advanced Probability ISpring 2017
- STAT 692Special Topics in Combinatorial Stochastic ProcessesSpring 2015
- STAT 693Current Topics in StatisticsFall 2016
- FSRM 582Probability Theory and Methods for Financial ApplicationsFall 2013, 2014
- FSRM 583Statistical Inference with Financial ApplicationsSpring 2013
- PHIL 603Foundations of ProbabilityFall 2016, Spring 2017
University of Chicago
- STAT 234Statistical Models and MethodsInstructor, Winter 2010
- STAT 222Linear Models and Experimental DesignTeaching assistant, Winter 2012
- STAT 244Statistical Theory and Methods 1Teaching assistant, Winter 2008, 2011
- STAT 251Probability TheoryTeaching assistant, Spring 2008
- STAT 301Mathematical Statistics ITeaching assistant, Winter 2008
- STAT 345Design of ExperimentsTeaching assistant, Winter 2012
- STAT 347Generalized Linear ModelsTeaching assistant, Spring 2009, 2010, 2011