William Bertram (mathematician)

Dr William Karel Bertram (born 17 December 1977) is an Australian mathematician specializing in the fields of stochastic processes and econophysics.

Biography
Bertram was born in Sydney, Australia. He comes from a family with a record of successful academic achievement. His father is a theoretical physicist and his mother is a special education teacher with degrees in education and psychology. His sibling, Anthony Bertram holds degrees in both dentistry and medicine.

He studied Mathematics at the University of Sydney, where he earned a PhD in Applied Mathematics. His research focuses on the field of econophysics and examines stochastic processes and their use in modeling financial markets. His PhD thesis has been identified by the University of Sydney Library as being one of great interest and requested by local and international researchers studying the field.

Career
Dr William Karel Bertram (born 17 December 1977) is an Australian mathematician specializing in the fields of stochastic processes and econophysics.

School of Mathematics in the University of Sydney.

As of January 2009 he works at Tribeca Investment Partners where he is responsible for quantitative modeling and strategy.

Select publications

 * Bertram W.K., An empirical investigation of Australian Stock Exchange Data, Physica A, 341 (2004), 533–546.


 * Bertram W.K., A threshold model for Australian stock exchange equities, Physica A, 346 (2005), 561–576.


 * Bertram W.K., Peiris M.S. Increasing the quality of volatility forecasts with fractional ARIMA models, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.) University of Wollongong, Wollongong, (2005), 66–74. ISBN 1-74128-107-5


 * Bertram W.K., Peiris M.S. An example of a misclassification problem applied to Australian equity data, Computational Statistics and Data Analysis, 51 (2007), 3627–3630.


 * Bertram W.K., Measuring time dependent volatility and cross-sectional correlation in Australian equity returns, Physica A, 387, (2008), 3183–3191.