Sean Warnick
Brigham Young University
Sean Warnick has been on the faculty of the Computer Science Department at Brigham Young University since 2003. He received his Ph.D. and S.M. degrees from the Massachusetts Institute of Technology and his B.S.E. from Arizona State University, where he was a Flinn Foundation Scholar, graduated summa cum laude, and was named Outstanding Graduate of the College of Engineering and Applied Sciences. He has held visiting positions at the University of Cambridge, the University of Maryland at College Park, and the University of Luxembourg’s Centre for Systems Biomedicine, and was named Distinguished Visiting Professor by the National Security Agency from 2008–2010. From 2022–2025, he served as the Senior Technical Advisor for Advanced Computing in the Department of Homeland Security’s Science and Technology Directorate, Technology Centers Division. His research group, the Information and Decision Algorithms Laboratories, focuses on the modeling, control, security, and resilience of complex, uncertain systems with applications to finance and other domains.
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Articles by Sean Warnick
On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
The authors characterize the potential profitability and speed required for the exploitability of a stock trend-length anomaly via a high-frequency trading, microtrend-following strategy.