Ed Thorp, American, (born August 14, 1932, Chicago), author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by card counting.
Claude Shannon, (April 30, 1916–February 24, 2001), American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory".
John Kelly, (1923–1965), American physicist, Bell Labs scientist, best known for formulating the Kelly criterion.
David X. Li (~1960s), Chinese, advanced the use of Gaussian copula models to price collateralized debt obligations