Jesse A. Blocher

Jesse A. Blocher

Associate Professor of the Practice of Data Science and Finance

Subject Areas

Finance

Biography

Biography

Professor Jesse Blocher has been faculty at Owen since 2012. Prior to his PhD, he worked as a consultant, teacher, and software developer for 9 years. In 2018, he helped found the Data Science Institute (DSI) and began teaching classes for the new Master’s in Data Science. In 2021, he took over as Director of Graduate Studies for the M.S. program and joined the leadership of the DSI. His personal mission is to teach business concepts to data science students and data science concepts to business students. 

Awards & Accomplishments

He has won several awards, such as the Financial Research Association's Michael J. Barclay Award for best solo-authored paper by a young scholar, and the Shmuel Kandel Award for an outstanding doctoral student in Financial Economics at the Utah Winter Finance Conference.

Expertise

Professor Blocher’s area of expertise lies at the intersection of Finance and Data Science. He is broadly interested in applications of Data Science to business (marketing, supply chain, finance, accounting, and more), and specifically interested in the use of machine learning in finance.

Leadership

Professor Blocher is the Director of Graduate Studies for the M.S. degree in Data Science offered by the Data Science Institute at Vanderbilt. The DSI is a cross-disciplinary institute at Vanderbilt that spans every school on campus. 

Publications

Professor Blocher’s work has been published in the Journal of Financial Economics, Journal of Financial Markets, Journal of Futures Markets, European Financial Management, and Journal of Trading. His papers have been in conferences such as the American Finance Association, the Journal of Futures Markets, European Financial Management, the Western Finance Association, the Northern Finance Association, and the Financial Intermediation Research Society.

On A Personal Note...

Professor Blocher and his wife Lynn have two sets of twins.  


Research Interests

Professor Blocher’s finance research agenda focuses on institutional investors, which include hedge funds, mutual funds, exchange-traded funds, commodity trading advisors, high-frequency traders, and short sellers. His research falls into four groups: 1) Short Sales and Securities Lending, 2) Asset Management, 3) Network Effects, and 4) High Frequency Trading.

Education

Ph.D., Finance, Kenan-Flagler Business School, University of North Carolina at Chapel Hill, 2012

M.S., Chemical Engineering Practice, Massachusetts Institute of Technology, 1998

B.S., Chemical Engineering, Virginia Tech, 1997