Ray D. Nelson

Associate Professor of Business Management
Finance, Department of

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Office: 665 TNRB
Phone: (801) 422-6126
Email: ray_nelson@byu.edu
Office hours: Tu Th 12:00 - 1:00
Home Page: marriottschool.byu.edu/emp/rdn/rdn.htm
Media Contact: Prefers no media contact.
Expertise:
  • Banking
  • Business and economic data exploration
  • Macroeconomics
  • Quantitative methods
Research:
  • Risk management and fiscal budgeting
  • Riskmetrics and density estimation
  • Applied forecasting techniques
  • State Tax Policy
Education:
  • PhD, Agricultural and Resource Economics, University of California, Berkeley, 1981
  • MA, Applied Statistics, University of California, Berkeley, 1979
  • MS, Agricultural and Resrouce Economics, University of California, Berkeley, 1979
  • BA, Economics, Brigham Young University, 1975
Group Affiliations:
  • Finance and Economics - Primary
Selected Publications:
  • "Some evidence on forecasting time-series with support vector machines," Journal of the Operational Research Society Volume 57, Issue 9, Pages 1053-1063, Palgrave Macmillian Journals, September, 2006    V I E W   A B S T R A C T
  • "Fiscal Planning, Budgeting, and Rebudgeting Using Revenue Semaphores," Public Administration Review Volume 64, Issue 2, Pages 140-155, March, 2004    V I E W   A B S T R A C T
  • "Rainy Day Funds and Value at Risk," State Tax Notes Volume 29, Issue 8, Pages 563-567, August, 2003    
  • "Time-series Analysis with Neural Networks and ARIMA-Neural Network Hybrids," Journal of Experimental & Theoretical Artificial Intelligence Volume 15, Issue 3, Pages 315-330, July, 2003    
  • "Forecasting and Recombining Time-Series Components by Using Neural Networks," Journal of the Operational Research Society Volume 54, Issue 3, Pages 307-317, March, 2003    
  • "Data Mining of Time Series Using Stacked Generalization," Neurocomputing Volume 43, Issue 1-4, Pages 173-184, January, 2002    
  • "Time Series Prdiction with Genetic-Algorithm Designed Neural Networks: An Empirical Comparison with Modern Statistical Models," Computational Intelligence Volume 15, Pages 171-184., August, 1999    
  • "Violin Plots: A Box Plot-Density Trace Synergism," The American Statistician Volume 52, Pages 181-184, January, 1998    
  • "Forecasting Financial Time Series Using Stacked Generalization," Journal of Computational Intelligence in Finance Volume 6, Pages 14-24, July, 1998    
  • "Improvements in the Power of Empirical Stochastic Sominance Comparisons Through Kernel Density Estimation: A Monte Carlo Study," Journal of Statistical Computation and Simulation Pages 295-317, December, 1998    
  • "Forecasting and Monitoring State Tax Revenues Throughout the Budget Cycle," Volume Vol. 2, Advances in Business and Management Forecasting, Greenwich, Kenneth D. Lawrence, Michael Geurts and John B. Guerard, January, 1998    
  • "Neural Networks and Traditional Time Series Methods: A Synergistic Combination in State Forecasts," IEEE Transactions on Neural Networks Volume 8, Pages 863-873, January, 1997    
Experience:
   Teaching
  • Associate Professor, Brigham Young University, 1985
  • Assistant Professor, University of California-Davis, 1981-1985
   Professional
  • Bonneville Bank
  • BJO Capital Management
Awards:
  • Service Award , Marriott School , 2008
  • Excellence in Public Service , Utah State Taxpayers Association , 2007
  • Merrill J. Batement Student Choice Award , Marriott School , 2005
  • Outstanding Teacher , Institute of Business Management , 2005
  • Faculty of Excellence , BYU MBA Program , 2001
  • MBA Teaching Excellence Award , Brigham Young University , 1996
  • MBA Teaching Excellence Award , Brigham Young University , 1995
  • William C. Brown BYU Teaching Award , - , 1993
  • Exxon Outstanding Teaching Award , Brigham Young University , 1991
Web Links: Languages:
  • Spanish
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