Dr. Enke is the Associate Dean of the Kummer College and 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).

 

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

229 Engineering Management

Missouri University of Science and Technology

Rolla, MO 65409

 

Phone: (573) 341-4749