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Robert A. Stine
Professor of Statistics


Education

PhD, Princeton University, 1982; MA, Princeton University, 1979; BS, University of South Carolina, 1977

Recent Consulting

Fraud detection in loan applications; validating models in use for consumer credit default. Career and Recent Professional Awards; Teaching Awards

Miller-Sherrerd MBA Core Teaching Award, 2003, 2006, 2007; David W. Hauck Award for Outstanding Teaching, 2001; Excellence in Teaching Award (Undergraduate Division), 2001, 2004

Academic Positions Held

Wharton: 1979-present (Research Associate, Analysis Center for Evaluation of Energy Modeling and Statistics, 1979-83; Director of Computing Analysis Center, 1979-83). Previous appointments: Princeton University; University of Michigan; University of South Carolina. Visiting appointment: University of Michigan

Other Positions

Summer Intern, Office of Energy Information Administration, U.S. Department of Energy, 1978

For more information, go to My Personal Page

Publications
Chua, C.T., Krishna Ramaswamy, Robert A. Stine (2009), Predicting Short-Term Eurodollar futures, Journal of Fixed Income, 18, 47–61
Dean P. Foster, Robert A. Stine, H. Peyton Young (2008), A Martingale Test for Alpha
Dean P. Foster, Robert A. Stine (2008), Alpha-investing: A Procedure for Sequential Control of Expected False Discoveries, Journal of the Royal Statistical Society: Series B, 70, 429-444
Choong Tze Chua, Dean P. Foster, Krishna Ramaswamy, Robert A. Stine (2007), A Dynamic Model for the Forward Curve, Review of Financial Studies, 21, 265-310
Dean P. Foster, Robert A. Stine (2006), Honest Confidence Intervals for the Error Variance in Stepwise Regression, Journal of Economic and Social Measurement, 31, 89-102

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Honors And Awards
Miller-Sherrerd MBA Core Teaching Award, 2006-2007
Excellence in Teaching Award (Undergraduate Division), 2004
Miller-Sherrerd MBA Core Teaching Award, 2003
David W. Hauck Award for Outstanding Teaching, 2001
Excellence in Teaching Award (Undergraduate Division), 2001

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Stine A. Robert
Robert A. Stine
 444 Jon M. Huntsman Hall
3730 Walnut St.
Philadelphia, PA 19104
Phone: (215) 898-3114
stine@wharton.upenn.edu

Research Interests:
Credit scoring; model selection; pattern recognition and classification; statistical computing and graphics; time series analysis and forecasting