Dr. Eric Butts joined Daniel H. Wagner Associates in 1986.
Most of his work with the firm has been in the areas of statistical
modeling, simulation, and algorithm development. Primarily he has
applied these methodologies to mathematical finance, data fusion, and
anti-submarine warfare (ASW).
Dr. Butts's recent mathematical finance projects include the development
of a computerized trading system and supporting trading strategies for an
international investment firm and a project to develop a loan migration
analysis system for Bank of America to support reserve setting for
business loan losses and business loan portfolio analysis. Dr. Butts
also was involved in the development of a model to forecast the
residual values of autos coming off lease. A second focus of this
effort was to assess a leasing company's exposure to residual value risk.
In addition to the mathematical finance projects
mentioned above, Dr. Butts has worked on several projects
related to the development of data fusion systems for the Navy
and the AWACS community, a project to develop a scoping tool for
submarine surveillance systems, and has developed an acoustic
computation server that supports the tactical software suite of the
Navy's multi-mission helicopter. He also has worked on the
development and demonstration of an electro-mechanical probe capable
of detecting cartilage degradation and small enough to be
used in a clinical setting.
Dr. Butts's technical interests and expertise include finance,
probability, and computing. He has considerable software
development experience in C/C++, Ada, Python, and Perl.
Dr. Butts received his Ph.D. in Mathematics from Ohio
State University in 1985. He received his M.S. and B.S. in
Mathematics from Ohio State University in 1979 and 1978,