Advanced
Data Science &
Machine Learning for
Investment and Risk Analytics
Quantitative Finance, Banking,
and Consulting
see HERE for latest research:
Opdyke, JD (2026), forthcoming, "Causal Discovery via Simultaneous DAG Recovery Using the Angles Space of Directional Dependence Measures," submitted, (accepted on SSRN; ResearchGate)
Opdyke, JD (2026), invited speaker, PSTAT Seminar, University of California at Santa Barbara, Department of Statistics and Applied Probability, "The Highly Versatile Angles Space of Positive Definite Dependence Measures: Causal Discovery, Inference, Sampling, and Generalized Entropy," January 26, 2026. (Interactive Excel Workbook)
Opdyke, JD (2023), Guest Lecturer, Columbia University: Machine Learning for Risk Management
"Beating
the
Correlation Breakdown: Robust Inference and Flexible
Scenarios and Stress Testing for Financial Portfolios," March 14, 2023.
Summary Article1 (with
ties to Causal Models),
Summary Article2,
Relation to Causal Models--QuantStrats Roundtable