R. Douglas Martin

Professor of Applied Mathematics, Director of Computational Finance & Risk Management Program, Professor of Statistics, Adjunct Professor of Finance


EE/Physics B.S.E., Princeton; M.S. in Electrical Engineering, University of Washington; Ph.D. in Electrical Engineering, Princeton.


Martin is Professor of Applied Mathematics, Director of the Computational Finance and Risk Management graduate degree program, Professor of Statistics and Adjunct Professor of Finance, and former Chair of the Department of Statistics. Martin was a consultant in the Mathematics and Statistics Research Center at Bell Laboratories from 1973 to 1983. In 1987 he founded Statistical Sciences to commercialize the S language for data analysis and statistical modelling in the form of S-PLUS. Subsequently he was a co-founder and Chairman of FinAnalytica, Inc., developer of the Cognity portfolio construction and risk management system, and served as CEO from 2006 to 2008. Martin has authored numerous publications on time series and robust statistical methods, and is co-author of two books: Modern Portfolio Optimization (2005), and Robust Statistics: Theory and Methods (2006). His research is on applications of modern statistical methods in finance and investment, He holds the Ph.D. in Electrical Engineering from Princeton University..