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Leonard E. Baum

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Leonard Esau Baum is an American mathematician, known for the Baum–Welch algorithm. He graduated Phi Beta Kappa from Harvard University in 1953,[1] and earned a Ph.D. in mathematics from Harvard in 1958, with a dissertation entitled Derivations in Commutative Semi-Simple Banach Algebras.[2] At the time he wrote his work with Welch, he was working for the Institute for Defense Analyses in Princeton, New Jersey.[3] Later, in the late 1970s and early 1980s, Baum used mathematical models for currency trading, working with Monemetrics, a predecessor of hedge fund management company Renaissance Technologies.[4]

References

  1. ^ "PBK Chooses Sixteen from Class of '53", The Harvard Crimson, November 24, 1952.
  2. ^ Harvard Mathematics Dissertations, accessed 2013-01-13.
  3. ^ Rabiner, Lawrence R., First-Hand:The Hidden Markov Model, IEEE Global History Network, retrieved 2013-01-13.
  4. ^ Teitelbaum, Richard (2008-10-27), Simons at Renaissance Cracks Code, Doubling Assets, Bloomberg, retrieved 2009-06-02