“Forensic Analysis of Hedge Funds”

MPI CEO Michael Markov gave presentation titled “Forensic Analysis of Hedge Funds – Detecting Leverage and Fraud” at the Homeland Security Center for Dynamic Data Analysis (DyDAn). The talk covered methods of utilizing public performance data to gain insight into the risks and exposures of opaque and secretive investment products. MPI has been at the […]

May 07, 2007

MPI CEO Michael Markov gave presentation titled “Forensic Analysis of Hedge Funds – Detecting Leverage and Fraud” at the Homeland Security Center for Dynamic Data Analysis (DyDAn). The talk covered methods of utilizing public performance data to gain insight into the risks and exposures of opaque and secretive investment products. MPI has been at the forefront of quantitative hedge fund analysis and the drive to provide better transparency to hedge fund investors.

The Department of Homeland Security (DHS) designated four universities with proven track record in data analysis to conduct research on advanced technologies that contribute to securing the homeland. The Center for Dynamic Data Analysis (DyDAn) led by Rutgers University is closely collaborating with the Institute for Discrete Sciences (IDS), a joint project between DHS and several National Laboratories, led by Lawrence Livermore National Laboratory. Researches at DyDAn develop new techniques to analyze massive amounts of data to find abnormal patterns and/or activity. For more information visit http://www.dydan.rutgers.edu/.