Robert A. Stine Faculty Profile

Robert A. Stine
Professor of Statistics

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

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

Recent Consulting
Fraud detection in loan applications; validating models in use for consumer credit default.

Current Projects
Use of spatial patterns in modeling credit defaults; auction strategies for selecting predictive factors in statistical models; models for the convenience yield of commodities.

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

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

Representative Publications
(with D. P. Foster)
"Being Warren Buffett: A classroom simulation of risk and wealth when investing in the stock market." The American Statistician 60, 54-61 (2006).

(with J. Zhou, D. P. Foster, and L. Ungar)
"Streamwise feature selection." Journal of Machine Learning Research 7, 1861-1885 (2006).

(with D. P. Foster)
"Variable selection in data mining: Building a predictive model for bankruptcy." Journal of the American Statistical Association 99, 303-313 (2004).