Benjamin E. Van Vliet

  • Associate Professor of Finance
  • Director, Center for Strategic Finance

Ben Van Vliet is an Associate Professor of Finance at Stuart, where he teaches courses in machine learning for finance, financial modeling, high frequency finance, C++, and automated trading system design and development. He is also the Director of Stuart Center for Strategic Finance, which aims to stimulate critical thinking and discussion on issues related to strategy in financial markets and its impact on market effectiveness.

His numerous academic papers on algorithmic/high frequency trading and quantitative finance have been published in Applied Economics, International Journal of Innovation Management, Journal of Trading, Algorithmic Finance, Journal of Derivatives, Journal of Behavioral Finance, Wilmott, Quantitative Finance, Business Ethics Quarterly, Interfaces, Science and Engineering Ethics, Applied Financial Economics, and Journal of Information Technology. He is also the author of three books on algorithmic trading/investment—Quality Money Management with A. Kumiega, Modeling Financial Markets with R. Hendry, and Building Automated Trading Systems.

His research on ethics in high frequency trading has been featured in Forbes. He has been quoted and mentioned extensively in the national media on high frequency trading, including Bloomberg TV, Newsweek, BusinessWeek, WIRED, IEEE Spectrum, Institutional Investor, Automated Trader, and Reuters.

Education

Ph.D., Stuart School of Business, Management Science
M.S., Stuart School of Business, Financial Markets and Trading
B.A., Calvin College, Business

Research Interests

High frequency trading
Systematic trading and investment
Quality control of trading systems and technology
AT 9000

Affiliations

M.S. in Finance

Ph.D. in Management Science