Scott Brown

Dr. Scott Brown rejoined Wagner Associates in 1992. He currently manages the firm's Malvern PA office, the home of Wagner Math Finance. Since 1994, he has been the project manager for the firm's statistical arbitrage studies. These studies have developed statistical trading methods which are in active use by an international investment firm. This work includes analysis of tick-by-tick stock market data, modeling of the stock market's microstructure, and optimization of stock limit orders. He has also overseen work to price stock options and to build a simulator used to train options traders.

His past work includes optimal planning and scheduling of satellite sensor systems and optimal planning of anti-submarine warfare search operations. The later work included four years of on-site work at naval commands.

Dr. Brown's technical interests and expertise include optimization, parallel processing and statistical estimation.

Dr. Brown received his Ph.D. in Mathematics from Princeton University in 1976. He received his M.S. in Mathematics from Princeton University in 1974 and his B.S. in Mathematics from the Massachusetts Institute of Technology in 1973.

Dr. Brown has published articles, and given conference addresses, in the fields of mathematical logic, the theory of optimal search, and parallel processing.