Computer Science TechTalk
When: Wednesday, April 2, 2025
Time: 3:00 – 3:50 pm
Where: RB353 - Game Design Studio
Statistical and Data-Driven Analysis of Stock and Derivatives Markets
Dr Adrian Heinz, Dr Atul Saxena, & Dr Dincer Guler
Georgia Gwinnett College
Description: The democratization of online trading has fueled the rapid adoption of technical analysis and option trading, particularly among novice retail investors attracted by the potential for quick returns. However, the efficacy of numerous technical indicators remains largely unsubstantiated by rigorous statistical analysis. Furthermore, many amateur traders engage in options trading without fully comprehending the inherent risks associated with leverage, volatility, and time decay. This research project addresses these gaps by employing Python-based statistical analysis to evaluate technical indicators and develop data-driven trading strategies, providing students with a robust foundation in quantitative finance.
Bio: Dr. Adrian Heinz is a Professor of Information Technology at Georgia Gwinnett College (GGC). He holds a Systems Engineering degree from Catholic University of Cordoba, Argentina, and Masters and Doctorate degrees in Computer Science from Ball State University, where he worked in numerous research projects with Professor Jay Bagga. At GGC, he is actively involved in research with Math and Finance colleagues in quantitative computational finance. Their work has been published in prominent journals, and academic conferences.
Bio: Dr. Atul Saxena is working as a full professor of finance at GGC since 2007. From 1993–2007 he taught in the BBA and MBA programs (incl. executive and physicians) at Mercer University. He has also worked at two large commercial banks. He consults local businesses and individuals and manages financial portfolios for his clients. He was nominated Mercer’s exchange professor to Seinan Jo Gakuin University, Japan. While at Mercer, he designed and led study abroad trips to over 20 countries. He teaches courses on corporate finance, M&As, portfolio mgmt, and int’l finance. His research interests are in the areas of investments, corporate finance, educational pedagogy, and corporate social responsibility. He has published papers in peer-reviewed journals, presented at national and international conferences and edited and reviewed for journals and conferences.
Bio: Dr. Dincer Guler obtained his PhD from Ohio State University where he was trained as a differential geometer. He is currently a professor at Georgia Gwinnett College. His interests include geometric data analysis, mathematical modelling of asset pricing, and mathematics education.
Light refreshments will be served