David B. Weinberger

David B. Weinberger (born 1947) is an American mathematician and mathematical financier.
Education
Weinberger was a University Scholar at Princeton University, from which he was graduated in mathematics in 1969. While there, he was a member of Princeton Tower Club. He attended Cornell University as a National Science Foundation Fellow, studying applied mathematics and operations research. His doctorate was awarded in 1973; D. R. Fulkerson served as advisor.
Work
After Cornell, he went to work at Bell Laboratories and continued to work on problems in combinatorics and optimization. From Bell Labs, he took a teaching position at the newly formed School of Organization and Management at Yale University for the academic year 1975-76. (See also Yale School of Management.) Weinberger's is 3, through publication with Leslie Trotter, who published with Douglas Brent West, who published with .
Weinberger left Yale to join investment bank Goldman Sachs, where he was a pioneer in the application of quantitative methods to financial markets. His work included the implementation of early index arbitrage strategies, as well as options pricing and trading models. In 1983, Weinberger left Goldman Sachs to join the secretive O'Connor and Associates, a proprietary trading firm in Chicago Following the merger between Swiss Bank Corporation (later UBS) and O'Connor, Weinberger became an advisor to the firm. His chief responsibilities including working with the Prediction Company joint venture.
His time working on the partnership with Prediction Company is detailed in Thomas Bass's book The Predictors New York: Henry Holt, 1999. ISBN 0-8050-5756-0.
David Weinberger should be recorded in the annals of finance as the original rocket scientist on Wall Street. He was a teacher at Yale University and a former researcher at Bell Labs when he decided in 1976 that he preferred gambling as a profession. (p. 156)

He serves on the Board of Trustees of the Santa Fe Institute. In 2012, Weinberger joined Pacific Alternative Asset Management Company Pacific Alternative Asset Management Company as head of portfolio management.
 
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