Steve Taylor
Assistant Professor of Finance, MT School of Management
3028 Central Avenue Building
About Me
Dr. Stephen Taylor is Assistant Professor of Finance in the Martin Tuchman School of Management at the New Jersey Institute of Technology. He worked in the financial services industry at Bloomberg, MIT Lincoln Laboratory, Morgan Stanley, and Tudor Investment Corporation.
Education
Ph.D.; Stony Brook University; Quantitative Finance; 2012
M.S.; Brigham Young University; Mathematics; 2007
M.S.; Brigham Young University; Physics; 2007
B.A.; Brigham Young University; Applied Mathematics; 2005
M.S.; Brigham Young University; Mathematics; 2007
M.S.; Brigham Young University; Physics; 2007
B.A.; Brigham Young University; Applied Mathematics; 2005
Office Hours
By Appt.
Past Courses
FIN 310: DATA-DRIVEN FINANCIAL MODELING
FIN 315: FUND OF CORPORATE FINANCE
FIN 320: FIN DATA ANALYTICS
FIN 320: FIN DATA ANALYTICS WITH R PROG
FIN 416: ADVANCED CORPORATE FINANCE
FIN 611: INTRO TO TOPICS IN FIN TECH
FIN 620: ADV FINANCIAL DATA ANALYTICS
FIN 650: INVESTMENT ANALYSIS AND PORTFOLIO THEORY
MGMT 782: BUSINESS RESEARCH METHODS II
FIN 315: FUND OF CORPORATE FINANCE
FIN 320: FIN DATA ANALYTICS
FIN 320: FIN DATA ANALYTICS WITH R PROG
FIN 416: ADVANCED CORPORATE FINANCE
FIN 611: INTRO TO TOPICS IN FIN TECH
FIN 620: ADV FINANCIAL DATA ANALYTICS
FIN 650: INVESTMENT ANALYSIS AND PORTFOLIO THEORY
MGMT 782: BUSINESS RESEARCH METHODS II
Research Interests
quantitative and computational finance, predictive modeling, Python
Journal Article
Taylor, Stephen, & Taylor, Ming, & Udinn, Ajim (2021). The Network Structure of Overnight Index Swap Rates. Finance Research Letters, Preprint at https://authors.elsevier.com/c/1dkkF5VD4KjOfj,
Taylor, Stephen, & Taylor, Ming (2021). A Machine Learning Based Asset Pricing Factor Model Extension. Economics Letters, 204,
Taylor, Stephen (2020). Graph Theoretical Representations of Equity Indices and their Centrality Measures. Quantitative Finance,
Taylor, Stephen, & Kuo, Lilian, & Fang, Ming (2020). Sector Categorization Using Gradient Boosted Trees Trained On Fundamental Firm Data. Algorithmic Finance, 8(3-4), 91-99.
Taylor, Stephen, & Fang, Ming, & El-rayes, Nesreen, & Smith, Michael (2020). Predicting Employee Attrition using Tree-based Models. International Journal of Organizational Analysis, 28(6), 1273-1291.
Taylor, Stephen, & Taylor, Ming (2021). A Machine Learning Based Asset Pricing Factor Model Extension. Economics Letters, 204,
Taylor, Stephen (2020). Graph Theoretical Representations of Equity Indices and their Centrality Measures. Quantitative Finance,
Taylor, Stephen, & Kuo, Lilian, & Fang, Ming (2020). Sector Categorization Using Gradient Boosted Trees Trained On Fundamental Firm Data. Algorithmic Finance, 8(3-4), 91-99.
Taylor, Stephen, & Fang, Ming, & El-rayes, Nesreen, & Smith, Michael (2020). Predicting Employee Attrition using Tree-based Models. International Journal of Organizational Analysis, 28(6), 1273-1291.
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Cited Research
Perturbation and symmetry techniques applied to finance
Frankfurt School of Finance & Management gGmbH, January (1st Quarter/Winter) 2010
Locally isometric families of minimal surfaces
Balkan Journal of Geometry and Its Applications, 2008
Frankfurt School of Finance & Management gGmbH, January (1st Quarter/Winter) 2010
Locally isometric families of minimal surfaces
Balkan Journal of Geometry and Its Applications, 2008