February 14, 2023Maximum Likelihood Estimation for Discretely Observed Multivariate Vasicek Processes

Tuesday, February 21, 2023 – Via WebEx

Please join us for a DMC Lecture Series event: Maximum Likelihood Estimation for Discretely Observed Multivariate Vasicek Processes, given by Dr. Michael Pokojovy, Assistant Professor, Department of Mathematical Sciences, PhD Program in Data Science, PhD Program in Computational Science, The University of Texas at El Paso (UTEP)!

This talk will discuss analyzing multiple zero-coupon bonds simultaneously to forecast future short rate dynamics. Those forecasts can play important roles in risk management, portfolio optimization, and other applications.

Because of low correlation with other asset classes, bonds play major roles in portfolio diversification efforts. A pure discount or a zero-coupon bond is a contract that does not involve intermediate interest payments but is traded at a deep discount, rendering yields at maturity when redeemed at full face value. As investment funds can create robust diversified portfolios with bonds, it is imperative that multiple bonds be analyzed simultaneously. The classical Vasicek model studies individual zero-coupon bonds and assumes the instantaneous interest rate follows a mean reverting process. In this talk, we consider an extension of the original Vasicek model to multiple zero-coupon bonds. The resulting coupled model is given by a stochastic differential equation driven by a p-dimensional white noise process. Given a set of observations over an equispaced time grid, our goal is to calibrate the system and forecast future short rate dynamics. Those forecasts can play important roles in risk management, portfolio optimization, and other applications. This is joint work with Ebenezer Nkum and Thomas M. Fullerton (UTEP).

Michael Pokojovy is an Assistant Professor of Data Science and Statistics. He holds a Ph.D. and a Dipl.-Math. degree in Mathematical Sciences, both from the University of Konstanz, Germany. Prior to his current appointment at UTEP, Dr. Pokojovy has held several postdoctoral positions in Europe and the US. His research interests include Statistical & Machine Learning, Big Data Analytics, Scientific Computing, etc. In addition to numerous theoretical and methodological developments, he has a track record of collaborative research in statistical process control, quantitative finance, engineering, biomedical sciences, rational mechanics, etc. He has authored and co-authored a number of publications in a variety of professional journals. Dr. Pokojovy has also mentored and advised numerous undergraduate, graduate and doctoral students as well as postdoctoral scholars who are now successfully pursuing various exciting careers in industry or academia.

This talk was supported by a grant from the Ramapo College Foundation.

WebEx information will be provided upon registration

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Categories: Data Science, Lecture Series, MSCS, MSDS

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January 3, 2023Data Storytelling: The Secret to Delivering Business Impact with Analytics

Thursday, January 26, 2023 – 7-8pm – Location ASB 323

Please join us for a DMC Lecture Series event on Data Storytelling: The Secret to Delivering Business Impact with Analytics, given by Ganes Kesari, the Co-founder and Chief Decision Scientist at Gramener!

Did you know that over 50% of analytics projects fail due to bad data storytelling? Organizations invest heavily in hiring data science experts, buying expensive licenses, and setting up analytics processes. However, without the right data visualization, all this effort will go to waste. Stories have the power to engage people and inspire them to action. This session will introduce you to the concept of data storytelling. It will reveal the 4 steps to mastering visual storytelling with data using exciting industry examples.

Takeaways:

• Understand the top challenges in converting data into actionable business decisions
• Learn the 4-steps to building powerful data stories using real-world case studies
• Find out how data visualization can drive decision-making at organizations

Ganes Kesari is the Co-founder and Chief Decision Scientist at  Gramener , a data science company that helps organizations present data insights as stories. He advises executives on data-driven leadership and helps organizations adopt a data culture. Ganes is a TEDx speaker and Forbes Contributor. Find his latest work here: gkesari.com.

This talk was supported by a grant from the Ramapo College Foundation.

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Categories: Data Science, Lecture Series, MSCS, MSDS

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November 6, 20222022 Information Technology, Data Science & Computer Science Career Fair

Wednesday October 12, 1-3 pm, Alumni Lounges
On October 12, the Cahill Career Center hosted a specialized fair for Computer Science, Mathematics, Data Science and Information Technology majors to connect them to leading employers within their fields. 13 employers from a wide range of industries attended this event, with nearly 100 DMC students in attendance. Employer feedback was very positive, with high praise for RCNJ students on their preparedness and levels of knowledge. 100% of employers indicated that they would come back and attend more RCNJ events, with a highlight being the amount of engagement they each received from students in attendance. On the student end, surveys indicated more positive outcomes, with a focus on networking and the wide range of job opportunities that were discussed at the fair by employers.

The following employers were represented at this event: ACord Insurance, Aspen Insurance, Brooksource, Crestron Electronics, Gain Theory, Reckitt, SciTec, In., Selective Insurance Company of America, Sharp Electronics, United States Secret Service, UPS as well as the DMC Center and RCNJ Graduate Admissions. Of note, 7 RCNJ alumni represented their respective Employers at this Fair!

Categories: Data Science, MSCS, MSDS

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October 25, 20222022 Raciti Memorial Lecture - The Curious Economics of Big-time College Sports

Thursday October 27, 6 pm, ASB 136

Please join us for a DMC Lecture Series event on economics, data, and sports – given by Dr. Brad Humphreys, West Virginia University and the Eastern Economic Association!

Dr. Humphreys is one of the leading sports economists in the world today, mainly known for his contributions to the economics of sports stadiums and the economics of college athletics. He is the 2016-17 Benedum Distinguished Scholar in Social and Behavioral Sciences at WVU and is the recipient of the 2022 Peter Sloane Award for his research contributions to European sports economics. He served as the President of the Eastern Economic Association in 2021-2022.
He is Editor-in-Chief of Contemporary Economic Policy, a general interest economics journal and serves on the editorial boards of the Journal of Sports Economics, the International Journal of Sport Finance, the International Journal of Sport Management and Marketing, and International Gambling Studies. Dr. Humphreys has published over 100 peer reviewed journal articles in leading economics journals.

This talk is sponsored by the Eastern Economic Association in partnership with the Sabrin Center and the Center for Data, Mathematical, and Computational Sciences.

Categories: Data Science, Lecture Series, MSDS

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August 25, 2022Ramapo College’s Master of Data Science Program Recognized by ‘Fortune’ among the Best in the Country

Ramapo College of New Jersey’s Master of Science in Data Science (MSDS) program has been determined by Fortune to be among the top programs in the country. Ramapo’s program is also the only New Jersey program to be included in Fortune’s first-ever ranking list of 28 graduate-level data science programs nationwide.

Read more

Categories: Data Science, MSDS

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July 2, 2022DMC Advisory Board Member - Keith Osani

Ramapo College’s Center for Data, Mathematical, and Computational Sciences welcomes Keith Osani to our Advisory Board! Our Advisory Board’s mission is to assist the Center in aligning our curriculum with industry needs and expectations, helping us to promote our curriculum, and guide us in developing our sponsored fieldwork experiences to our students.

Keith earned a BS in Computer Science and Applied Physics from SUNY Albany and graduated from Ramapo College in 2022 with a Master’s Degree in Data Science. The
early part of his career was spent working as a consultant where he focused on custom software and web development for a variety of clients. For the last 20 years, Keith has worked in the music industry for Sony Music Group. Over the years with Sony, he has had the opportunity to work in royalties, digital supply chain and most recently data reporting and analytics. He is currently the Vice President of Data and Analytics in the Global Technology group. In this role, Keith leads a data engineering team responsible for the collection and storage of vast amounts of streaming consumption data reported by providers such as Spotify, Apple Music and Amazon. His team is also responsible for supporting Sony’s global community of analysts.

Categories: Data Science, MSCS, MSDS

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April 15, 2022Grand Opening of the Center for Data, Mathematical, and Computational Sciences

Wednesday, April 27th at 6pm
ASB 123

Join us in opening the new Center for Data, Mathematical, and Computational Sciences. This research space serves as a place for graduate students and students in 4+1 programs to work in groups, deliver presentations, and hold team meetings. It’s a great place to hold faculty/student meetings and research discussions, and to invite our external partners to campus.

For more information contact Dr. Amanda Beecher (abeecher@ramapo.edu)

Categories: Data Science, MSCS, MSDS

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March 22, 2022DMC Advisory Board Member - Yoav Nathaniel

Ramapo College’s Center for Data, Mathematical, and Computational Sciences welcomes Yoav Nathaniel to our Advisory Board! Our Advisory Board’s mission is to assist the Center in aligning our curriculum with industry needs and expectations, helping us to promote our curriculum, and guide us in developing our sponsored fieldwork experiences to our students.

Yoav Nathaniel was born in Israel and grew up in New Jersey, where he attended Ramapo College to study computer science. In 2015, while in school, Yoav joined Avanan, a cloud security startup that was later acquired by CheckPoint, as it’s first employee. Initially focused on QA for Avanan’s product, but later shifted to development, sales, marketing and cloud security thought leadership. Yoav later joined Goldman Sachs and led its firm wide cloud security engineering team, governing the cloud security standards of over 10,000 engineers. In early 2022, Yoav co-founded Silk Security to help security teams accelerate their remediation processes and save hours of work per week.

Categories: Data Science, MSCS, MSDS

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February 15, 2022Multifractal Analysis of Daily US COVID-19 Cases

Wednesday, March 23rd at 6-7pm in ASB 323

In this talk we discuss how the multifractal detrended fluctuation analysis (MFDFA) technique can be used to explore the highly irregular behavior or volatility clustering of daily COVID-19 cases in the United States. By using the multifractal spectrum of the MFDFA we will characterize the path and predict the short or long memory behavior of the US COVID-19 Cases on different time scales.

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Biography: Osei Tweneboah is Assistant Professor of Data Science at Ramapo College of New Jersey. His main research is Stochastic Analysis, Machine Learning and Scientific Computing with applications to Big Data and Complex Data sets arising in Finance, Public Health, Geophysics, and others. Dr. Tweneboah is co-author of the textbook Data Science in Theory and Practice: Techniques for Big Data Analytics and Complex Data Sets recently published by Wiley.

Categories: Data Science, Lecture Series, MSDS

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November 16, 2021Data is the new OIL - Slides and Thank you

Thank Arnab Mukhopadhyay for his insightful overview of how corporations view data, and how that view has evolved. In case you missed it, take a Data is the new OIL from the presentation.

Categories: Data Science, MSDS

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