J. Richard Hollos

My mission is to develop and effectively use quantitative tools for dealing with uncertainty. This often involves extracting information from data using techniques of data mining and digital signal processing.

I have most recently co-authored the book Simple Trading Strategies That Work with my brother Stefan Hollos, and before that, we wrote Bet Smart: The Kelly System for Gambling and Investing.

You can follow our work at our blog Hunting the Snark, at QuantWolf.com, and at Exstrom.com.

I am a physicist by training, and in my previous work have taken part in research with my brother Stefan on lattice Green functions, electromagnetic modeling, development of software for electronic band structure calculations, NMR signal processing, data analysis, magnetic field measurement circuits, data acquisition circuits, and RF circuits for an NMR spectrometer. We are authors of the book Signals from the Subatomic World: How to Build a Proton Precession Magnetometer.

My research interests are:

• Signal processing and pattern recognition. Related documents and programs my brother and I have written are posted here.
• Combinatorics, probability, and stochastic processes.
• harmonic analysis, and numerical analysis.
• Programming, algorithms, and computability.
• Number Theory.

Here is a list of books I've read recently, with comments.

Publications

Other interests/hobbies:

• Hiking and skiing in Rocky Mountain National Park, the Indian Peaks, and foothills near Longmont, Colorado. My brother Stefan and I have a hiking blog.
• Learning human languages. I am currently learning Hungarian (my Dad's native language) and French, and am always trying to improve on my German (my Mom's native language), which I can speak fairly well.
• Enjoying my Mom's Bavarian cooking: schnitzel, spatzeln, strudel, pfannkuchen, maultaschen, rohrnudeln, semmischerzeln, vanillekipferl, etc.

Contact information:
J. Richard Hollos
richard[AT]exstrom DOT com
(303) 678-1487