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Blake LeBaron

Blake LeBaron

Dr. Blake LeBaron is the Abram L. and Thelma Sachar Chair of International Economics at the International Business School, Brandeis University. LeBaron was at the University of Wisconsin from 1988-1998, and also served as director of the Economics Program at The Santa Fe Institute in 1993.  He was a Sloan Fellow, and the 2014 recipient of the Market Technician’s Association Mike Epstein award.  He currently directs the Economics Ph.D. program at Brandeis, and is part of a Brandeis interdisciplinary research and teaching group interested in modeling dynamics in a wide range of fields.

LeBaron’s research has concentrated on the issue of nonlinear behavior of financial and macroeconomic time series. He has been influential both in the statistical detection of nonlinearities and in describing their qualitative behavior in many series. LeBaron’s current interests are in understanding the quantitative dynamics of interacting systems of adaptive agents and how these systems replicate observed real world phenomenon. Also, LeBaron is interested in understanding some of the observed behavioral characteristics of traders in financial markets. This behavior includes strategies such as technical analysis and portfolio optimization, along with policy questions such as foreign exchange intervention. In general, he seeks to find out the empirical implications of learning and adaptation as applied to finance and macroeconomics.

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LETTER FROM THE EDITOR

The MTA recently announced this year’s award winners: In this month’s newsletter we provide more insight into why Walt Deemer and Amber Hestla-Barnhart were honored. Walt is a true legend in the analysis community and the short articles we offer provide a small glimpse of his work. Amber shares details about the process she followed to win the prestigious Charles H. Dow Award in the hope of encouraging more submissions to next year’s competition. We will have more details on the honorees in next month’s newsletter. Later this month, hundreds of MTA members will spend time together at the Annual Symposium. Attendees will spend time hearing the thoughts of extraordinary market analysts in formal presentations and in informal settings that are an equally important part of the Symposium. I hope I will get to meet everyone attending the Symposium but the odds of that are low because the Symposium only lasts two days. If you will be attending and have ideas on how we can improve Technically Speaking, please send me a note at editor@mta.org so I can get your feedback in person. Sincerely, Michael Carr [post_title] => Technically Speaking, March 2015 [post_excerpt] => [post_status] => publish [comment_status] => closed [ping_status] => closed [post_password] => [post_name] => technically-speaking-march-2015 [to_ping] => [pinged] => [post_modified] => 2020-08-03 11:30:26 [post_modified_gmt] => 2020-08-03 15:30:26 [post_content_filtered] => [post_parent] => 0 [guid] => https://cmtassociation.org/?post_type=technically_speaking&p=44393 [menu_order] => 0 [post_type] => technically_speaking [post_mime_type] => [comment_count] => 0 [meta_id] => 363780 [post_id] => 44393 [meta_key] => newsletter_content_5_contributor [meta_value] => a:1:{i:0;s:4:"1428";} ) )

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