Overview
Jonathan M. Borwein (1951–2016) was a mathematician (University of Newcastle, Australia; formerly Dalhousie, Simon Fraser) prominent in optimization, convex analysis, and experimental mathematics, and a frequent collaborator of David Bailey.
Key Contributions / Features
- Probability of backtest overfitting (Bailey et al. 2017): coauthor of the PBO/CSCV framework and the related "pseudo-mathematics" critique of financial backtesting (Backtest Overfitting).
- Major contributions to convex optimization and experimental/computational mathematics (with Bailey).
Related