David S. Matteson is Associate Professor of Statistics and Data Science and at Cornell University, where he is a member of the ILR School, Computing and Information Science, the Center for Applied Mathematics, the Field of Operations Research, and the Program in Financial Engineering, and teaches statistics, data science, and financial engineering courses. Professor Matteson received his PhD in Statistics at the University of Chicago (2008) and his BSB in Finance, Mathematics, and Statistics at the University of Minnesota (2003). He has received a CAREER Award from the National Science Foundation (2015), a Faculty Research Award from the Xerox/PARC Foundation (2014), and Best Paper Awards from the annual R/Finance conference (2011, 2013) and the National Association of Rehabilitation Research (2015).
He is an Associate Editor of the Journal of the American Statistical Association-Theory & Methods, The American Statistician, Statistica Sinica, and the Journal of Econometrics. He is an elected Officer for the Business and Economic Statistics Section of the American Statistical Association, and a member of the Institute of Mathematical Statistics and the International Biometric Society. He is coauthor of Statistics and Data Analysis for Financial Engineering (2nd ed., Springer, 2015).
He is lead PI and Director of the NSF funded PRISM Institute for Trans-domain Systemic Risk, lead PI and co-Director of the NSF funded TRIPODS Greater Data Science Cooperative Institute (GDSC), co-PI of the NSF funded Atomic-Level Structural Dynamics in Catalysts Institute, an Executive Committee Member for the Cornell Center for Data Science for Enterprise & Society, and a Visiting Scholar at the Institute for Mathematics and its Applications.