Michael J. Bommarito II

• Profile
• Resume
• Consulting
• Software
• Research
• Blog

Resume

Education

• M.S.E., Financial Engineering, University of Michigan, Ann Arbor.
• M.A., Political Science, University of Michigan, Ann Arbor.
• B.S., Mathematics, University of Michigan, Ann Arbor.

Distinctions

• NSF Fellow, IDEAS-IGERT, Center for the Study of Complex Systems. 2009-2010.
• NSF Research Assistantship, Center for the Study of Complex Systems. 2010-2011.
• NSF Research Assistantship, School of Natural Resources and Environment. 2008-2009.
• Google Summer of Code, Developer. 2007, 2008, 2009.

Experience

• IT Architect, Landstar Supply Chain Solutions LLC. Aug. 2011 - Present.
  • Design and manage technical infrastructure surrounding 3PL Oracle Transportation Management product.
  • Architect and implement integration and order-to-shipment workflow.
  • Maintain legacy Java, Python, and 11g PL/SQL.
• Expert Consulting, Sole Proprietorship. 2007 - Present.
  • Acquire, process, analyze, and visualize data from financial, political, legal, logistical, and defense contexts.
  • Build custom, automated data and analysis tools.
  • Clients include individuals, businesses, universities, and civilian and military agencies.
• Quantitative Engineer / Head of Research / External Consultant, Hedge Fund. Feb. 2011 - Dec. 2011.
  • Research at a hedge fund that specializes in computational finance, machine learning, natural language processing, and alternative data sources.
  • Analyze hundreds of gigabytes of numeric and textual data in Java, R, and Python.
  • Query and administer Postgres, Vertica, and neo4j databases.
  • Manage a cloud-based Linux cluster.
• Lead System Administrator / Developer, University of Michigan, Ann Arbor. Sep. 2005 - Apr. 2010.
  • Lead software and hardware administration for a 24/7 Linux HPC center using NFS, MPI, SGE, and PBS.
  • Develop computational models and perform statistical analysis in Java, Python,and Matlab.

Skills

• Technical:
  • Java (Eclipse, Maven, Apache Commons, Spring, Mahout, Lucene)
  • Python
  • Matlab
  • SQL/DBA (Postgres, MySQL, Oracle, Vertica, redis, neo4j)
  • HTML (XHTML), CSS, JavaScript (JQuery)
  • Linux Administration
  • C/C++
• Other:
  • Completed core MBA coursework at Ross.
  • Written and published business white papers, law reviews, and peer-reviewed scientific articles.
  • Experience working in a wide range of business environments (external consultant, startup, corporate 9-5, 24/7 critical.

Selected Publications

• Michael J. Bommarito II. Intraday Correlation Patterns between the S&P 500 and Sector Indices, 2010. Quantitative Finance, forthcoming. http://ssrn.com/abstract=1677915.
• Michael J. Bommarito II, Daniel Martin Katz, Jillian Isaacs-See. An Empirical Study of the Population of U.S. Tax Court Written Decisions. Virginia Tax Review, Fall 2010. http://ssrn.com/abstract=1441007.
• Michael J. Bommarito II, Daniel Martin Katz. A Mathematical Approach to the Study of the United States Code, 2010. Physica A, Vol. 389. http://ssrn. com/abstract=1578094.
• Michael J. Bommarito II, Daniel Martin Katz, Jonathan Zelner, James H. Fowler. Distance Measures for Dynamic Citation Networks, 2010. Physica A, Vol. 390. http://ssrn.com/abstract=1472037.
• Ahmet Duran, Michael J. Bommarito II. A Profitable Trading and Risk Management Strategy Despite Transaction Cost, 2009. Quantitative Finance. http://ssrn.com/abstract=1509811.