Ph.D., Bentley University
Bayesian statistics and Bayesian econometrics, times series, hedge fund performance evaluation and replication, hedge fund systemic risk.
“Tracking Problems, Hedge Fund Replication and Alternative Beta,” T. Roncalli, G. Weisang, Journal of Financial Transformation, Volume 31, pp.19–29, 2011.
“Risk management Lessons from Madoff fraud,” P. Clauss. T. Roncalli, G. Weisang, International Finance Review, Volume 10, Chapter 17, Eds. J. J. Choi and M. Papaioannou, 2009.
“Vagaries of the Euro : An Introduction to ARIMA Modeling” G. Weisang, Y. Awazu, Case Studies in Business, Industry and Government Statistics, Volume 2, Issue 1, 2008.
"Factor selection in hedge fund replication dynamic models: an application of forward filtering - backward sampling algorithm and reversible-jump MCMC," Invited talk, ICSA Applied Statistical Symposium, June 24, 2012, Boston, MA.
“Hedge Fund Replication and Tracking Problems : a “new” approach to Alternative Beta,” Fidelity Investment Strategic Research Group, May 20, 2010, Boston, MA.
“Risk Management Lessons from Madoff Fraud,” Invited Talk, Battles Lecture, May 29, 2009, NES/MAA meetings at Fairfeld University, Fairfeld, CT.