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Scholarly Interest Report
         
John A. Dobelman
Professor in the Practice
Professor in the Practice in Statistics
 
e-mail:dobelman@rice.edu
 
  • B.S. Electrical Engineering (1979) Rice University, Houston, TX
  • M.A. Statistics (2002) The Rice University, Houston, Texas
  • Ph.D. Statistics (2004) Rice University, Houston, TX
  • M.B.P.M. Business and Public Management (1985) Rice University, Houston, TX
 
Primary Department
   Department of Statistics
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Department Affiliations
 
  • Department of Statistics
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    Websites
     Dr. Dobelman's website
     
    Research Areas
     Stochastic modeling for markets and finance, simulation-based and quantitative portfolio selection and management, deception in patterns of noise, display of quantitative information, improved communication, and applications of engineering models to other statistical problems.
     
    Teaching Areas
     Overview of Mathematical Statistics for scientists, engineers, economics and finance; Market Models, Quantitative Methods, Financial Engineering, and quantitative fundamental analysis.
     
    Selected Publications
     Articles
     

    Anne S. Davis, Penny A. Leas, and John A. Dobelman. Did You Get My E-mail? An Exploratory Look at Intercultural Business Communication by E-mail.  Multinational Business Review 17(1): 73-98

     
     Books
     

    E.E. Williams and J.A. Dobelman "Investing for Profit: A Data Based Approach (Revised Edition)."  (May 2015) : 539.

     
     

    John Dobelman "Investing for Profit: A Data Based Approach." T.& N.O. Book Company (October 2014)

     
     Book reviews
     

    David Ruppert "Statistics, Data Analysis, and Financial Engineering." for Springer Texts in Statistics (01/16/10)

     
     

    Felix Abramovich and Ya'acov Ritov "Statistical Theory: A Concise Introduction." The American Statistician (2014) In Press

     
     

    Dobelman, J.A., Review, "Statistics, Data Analysis, and Financial Engineering,"  by David Ruppert, for Springer Texts in Statistics, 1/16/10

     
     Other
     

    Dobelman, J.A. "Market Outperformance by Nonparametric, Simugram-Based Portfolio Selection, Ph.D. Dissertation." UMI Dissertaion Services, Inc. (2004)

     
     

    McMahon, Ethan K. and Dobelman, John A. "A Market for Water: Constructing a Custom Weighted Water Index."  (January 2014)

     
     

    McMahon, Ethan K. and Dobelman, John A. "The State of Water: Today and Tomorrow."  (December 2013)

     
     

    Thomas, Drayton M. and Dobelman, John A. "Pricing Credit Default Swaps on Mortgage Backed Securities."  (December 2013)

     
    Presentations
     Invited Papers
     

    "A New Anecdote of Antiquity in the History of Computational Finance." 2004 CoFES Symposium on Advancements in Quantitative Finance, Rice University, Houston, TX. (09/20/2004)

     
     Invited Talks
     

    Dobelman, J.A., "Big Math." Richard Tapia Center for Excellence & Equity Math-Science Scholars Program, Rice University, Houston, TX. (July 16, 2015)

     
     

    "Model Specification Error with High-Speed Computational Propagation Seen in the Subprime Meltdown." Future of Statistical Computing: Internet Scale Data, Flexible Modeling, and Visualization, 43rd Symposium on the Interface, Rice University, Houston, TX. (May 16-18-, 2012)

     
     

    "Quant Gaffes." Third Eubank Conference: Real World Markets - Investing in Troubled Times, Rice University. (10/17/2011)

     
     

    "Historical Backtesting vs. Real-World Positions." Second Eubank Conference: Modeling Financial Markets in a World of Fiat Money, Rice University, Houston, TX. (October 19, 2010)

     
     Other
     

    Host.  "Modeling Financial Markets in a World of Fiat Money." Second Eubank Conference, Rice University. (October 18-19, 2010)

     
     

    Davis, A. S., Leas, P. and Dobelman, J. (2006). "More Than Words:  A Study of Precedents and Antecedents to Intercultural Business Communications Problems Using Email," presented to Hawaii International Conference on Business, May, 2006.

     
     Panelist
     

    Panel Moderator.  "Department of Treasury OCC Exploration Workshop Exploring Statistical Issues in Financial Risk Modeling and Regulation Focusing on Success in Modeling of Operational Risk and Credit Risk." NISS, (February 2009)

     
     Posters
     

    "Position Model with Ranking for Risk and Profit Management." Center for Computational Finance and Economic Systems (CoFES), Rice University. (11/7/2002)

     
     Seminar Speaker
     

    Short Course, “Investing for Profit: A Data Based Approach”, in conjunction with the 5th Eubank Conference on Real World Markets: A Focus on Energy, March 26-27, 2015.

     
    Editorial Positions
     Other, Paper Reviewer for Organizing Committee of the 5th International Symposium on Management. MEI. (2009 - 2009)

    Supervised Theses & Dissertations
     Sarah M. Tooth, MA Statistics Design and Validation of Ranking Statistical Families for Momentum-Based Portfolio Selection. (2012) (Thesis or Dissertation Director)

     Iliya Atanasov, Ph.D. Delegation and Governance in Parliamentary Democracies. (2014) (Committee Member)

     Giora Hadar, The Dynamics of Intergenerational Knowledge Transfer; Case study of Air Traffic Controllers in the FAA. (Committee Member)

     Sarah M. Tooth, Design and Validation of Ranking Statistical Families for Momentum-Based Portfolio Selection. (Thesis or Dissertation Director)

     Iliya Atanasov, PhD Delegation and Governance in Parliamentary Democracies. (Committee Member)

     Nikita Kozin, PhD Fibrations in Rational Surfaces and Cohomology of Neron Models. (Committee Member)

    Awards, Prizes, & Fellowships
     Virtual Learning Environment for the Statistical Software, Brown Teaching Grant (06/05/2013)

     Distinguished Paper Award, Academy of International Business (2008)

     Several Superior Accomplishment and Performance Awards, Department of Transportation/Federal Aviation Administration (DOT/FAA) (1987-1997)

     George R. Brown Fellowship in Computational Engineering, (2002)