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About the Author

GEWEI YE, PhD, teaches graduate–level courses on financial engineering, derivatives, and program trading strategies at Johns Hopkins University. Recently, he has released the Sentiment Asset Pricing Engine (SAPE), a Web–based strategy builder for algorithmic trading and high–frequency trading systems (http://sap.yeswici.com). Dr. Ye has been a senior architect or consultant for investment and technology companies such as CitiBank, T. Rowe Price, Federal Reserve Banks, and IBM. He has published about forty articles in peer–reviewed journals or conference proceedings and has been building financial models and computing systems for ten years. Dr. Ye earned a PhD degree from University of Tilburg, the Netherlands.