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," forthcoming, accepted, Annual Review of Modern Quantitative Finance, Vol. 2, ed. Itkin, A., book series, World Scientific, (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