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About David Lee Enke

Dr. Enke is a Professor within the department of Engineering Management and Systems Engineering (EMSE) at the Missouri University of Science and Technology (Missouri S&T). He is the founder and current director of the Laboratory for Investment and Financial Engineering (LIFE), and am a member of both the EMSE Smart Engineering Systems Lab (SESL) and the Missouri S&T Intelligent Systems Center (ISC). An area editor in the area of risk management for the journal The Engineering Economist, he is also on the organizing committee for the Complex Adaptive Systems conference. Dr. Enke’s teaching interests are in the areas of investments, financial engineering, derivatives, financial risk management, portfolio management, and enterprise risk management (market risk, credit risk, operational risk, and regulatory responses). He also has teaching interest in computational intelligence and student investment funds.

Dr. Enke’s research interests match his teaching interests, including investments, financial engineering, derivatives, financial risk management, and portfolio management, as well as the use of computational intelligence and machine learning, forecasting, pattern analysis/matching, and data mining. This involves current and past research on stocks, futures, and financial derivatives (options, futures, forwards, swaps), credit derivatives and derivative pricing models, financial risk and uncertainty, GARCH models, Value-at-Risk, financial price forecasting, volatility forecasting, trader behavior, equity valuation, hedge fund replication, hybrid trading models, and engineering economics.

Some of the aforementioned research involves the use of intelligent, smart, and/or adaptive mathematical and computer models. Techniques include using neural networks, fuzzy logic, genetic algorithms and evolutionary systems, expert systems, intelligent agents, artificial life, self-organizing systems, particle swarm optimization, support vector machines, and dynamic and complex systems. I also use simulation, traditional optimization, forecasting, data mining, principal component analysis, clustering, econometrics, and applied statistics.

Investigator, Intelligent Systems Center

Positions

August 2015 - Present Professor, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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Present Associate Investigator, Missouri University of Science and Technology
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January 2012 - July 2015 Department Chair and Professor, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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May 2011 - December 2011 Associate Professor and Department Chair, University of Tulsa ‐ Finance and Operations Management
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September 2007 - April 2011 Associate Professor of Finance, University of Tulsa
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September 2006 - August 2007 Associate Professor, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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August 2000 - August 2006 Assistant Professor, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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January 1999 - July 2000 Assistant Professor, Binghamton University--SUNY
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August 1998 - December 1998 Assistant Professor, University of Michigan - Dearborn ‐ Industrial and Manufacturing Systems Engineering
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Disciplines

Research Interests

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Honors and Awards

  • Listed in review published in Expert Systems with Applications (ESWA) as one of the most cited researchers using machine learning techniques for stock market forecasting.

Courses

  • ENG MGT 6215 Financial Risk Management
  • ENG MGT 6213 Financial Engineering
  • ENG MGT 5212 Intelligent Investing

Education

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1997 Ph.D. in Engineering Management, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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1994 M.S. in Engineering Management, Missouri University of Science and Technology ‐ Engineering Management and Systems Engineering
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1990 B.S. in Electrical Engineering, Missouri University of Science and Technology ‐ Electrical and Computer Engineering
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Links

Contact Information

221 Engineering Management
Missouri University of Science and Technology
Rolla, MO 65409

Phone: (573) 341-4749

Email:

Dissertation (2)

Teaching Works (1)

Research Works (52)