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Khaldoun Khashanah

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Dr. Khaldoun Khashanah is the Director of the Financial Engineering (FE) and a Distinguished Service Professor in the School of Systems and Enterprises at Stevens Institute of Technology.

Dr. Khashanah joined Stevens in 1994 and initiated the FE program in the Department of Mathematical Sciences in 2002. He holds a 1994 PhD in Applied Mathematics from the University of Delaware, Newark, Delaware, in the field of partial differential equations and mathematical modeling of mixed media. He holds a Masters of Science in Applied Mathematics in complex variables from the University of Cincinnati. Dr. Khashanah received two undergraduate degrees in Electrical Engineering and Mathematics from the University of Petroleum and Minerals in 1987.

Dr. Khashanah’s research started with nonlinear Biot Theory of acoustics in porous elastic media and boundary transmission problems in mixed media with interest in inverse problems. More recently, his research has been dedicated to information-theoretic financial risk flow networks, high frequency finance, systemic risk, data visualization, the science of complexity and standards, financial complex adaptive systems, and systems taxonomy. Among other funded projects, he is the PI of project ACTUS for algorithmic contract type unified standards funded by the Alfred P Sloan Foundation.

Dr. Khashanah is a member of the Committee to Establish the National Institute of Finance, New York Society of Security Analysts, International Association of Quantitative Finance, and The International Council on Systems Engineering.

Email: khaldoun.khashanah@stevens.edu

Rupak Chatterjee

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Rupak Chatterjee, Ph.D., is an Industry Professor and Deputy Director of Financial Engineering at the Stevens Institute of Technology.

Dr. Chatterjee has over fifteen years of experience as a quantitative analyst working for various top-tier Wall Street firms. His last role before returning to academia was as Director of the Multi-Asset Hybrid Derivatives Quantitative Research group at Citigroup in New York. He was also the Global Basel III coordinator for all modeling efforts needed to satisfy the new regulatory risk requirements. Previously, he was a quantitative analyst at Barclays Capital, a vice president at Credit Suisse, and a senior vice president at HSBC. His educational background is in theoretical physics where he studied at Stony Brook University and the University of Chicago. His research interests have included discrete time hedging problems using the Optimal Hedging Monte Carlo (OHMC) method and the design and execution of systematic trading strategies that embody the hallmarks of capital preservation and measured risk taking.

Email: Rupak.Chatterjee@stevens.edu

Ionut Florescu

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Dr. Ionuț Florescu is a Research Associate Professor and the Director of The Hanlon Financial Systems Lab at the Stevens Institute of Technology.

His Ph.D. is in Statistics from Purdue University and his research is concentrated in Stochastic Processes and their applications. He has published articles in Mathematical Finance, Ecosystem dynamics, Computer Vision, Geophysics, Cryptography, Sensor detection and other domains. He is very interested in interdisciplinary activities (reflected by the areas of publications) in particular in the application of sound fundamental probability and statistics principles to other areas. He is in charge of the prestigious annual conference on Modeling High Frequency Data in Finance held at the Stevens Institute of Technology.

Email: ifloresc@stevens.edu
Web: http://www.math.stevens.edu/~ifloresc/

Jonathan Kaufman

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Dr. Jonathan Kaufman has more than 25 years of experience investing in various securities and other markets. Prior to graduate School, Dr. Kaufman was an account executive at Johnston, Lemon and Co., stockbrokers in Washington, D.C. From 1990 to 1994, Dr. Kaufman was a corporate tax attorney with the New York law office of Cravath, Swaine and Moore. Dr. Kaufman re-entered the financial services industry in 1994 with Salomon Brothers/Citigroup, where he subsequently became Head of North American Capital Structuring for Salomon Brothers/Citigroup in New York and a Managing Director, and member of the Global Senior Management Committee of Global Capital Structuring. In April 2003, Dr. Kaufman left Salomon Brothers/Citigroup to pursue private investment management service opportunities in the financial services industry. Since that time he has been the Chairman and Chief Executive Officer of Kaufman Global Capital Advisors, and a Partner in Olympus Capital Management, both hedge fund and capital advisory firms.

Dr. Kaufman was awarded a Ph.D. in Economics from the Department of Economics at the University of Chicago, as well as a Juris Doctorate Degree from the University of Chicago Law School. Dr. Kaufman was awarded Bachelor of Arts Degrees in Biology and History from Brown University.

Email: jonathan.kaufman@stevens.edu

David Starer

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David Starer, Ph.D., is an Industry Professor in the Financial Engineering Program at Stevens Institute of Technology.

He has over twenty years of experience in quantitative equity research for institutional fund managers, which include positions at Jacobs Levy Equity Management, Delaware Investments, and Lend Lease Investment Management. He is also a patent agent, and has worked for intellectual property law firms such as Fish and Neave in New York, and F. B. Rice in Sydney Australia. In addition, he has taught electronics and signal processing at the University of Wollongong, Australia. Dr. Starer holds a Ph.D. in Electrical Engineering from Yale University.

Email: dstarer@stevens.edu

Steve Yang


Dr. Steve Yang is an Assistant Professor in the Financial Engineering Program of the School of Systems and Enterprises at Stevens Institute of Technology.

He holds a Ph.D. in Systems Engineering from University of Virginia with concentration on Financial Engineering. His current research interests include modeling algorithmic trading behavior, financial trading and information fraud detection, and agent based financial market simulation. He also received a M.E. degree in Engineering Management from the University of Virginia and a M.S. degree in Computer Science Application from Virginia Tech. He graduated at the top of his class with a B.S. degree in Aerospace Engineering from the Beijing Institute of Aeronautics and Astronautics.

Dr. Steve Yang has worked with several major federal financial regulators such as, the Securities and Exchange Commission (SEC), the Commodity Futures Trading Commission (CFTC) and Treasury in the capacity as either a research consultant or system architect. As an expert in modeling High Frequency Trading strategies, he provides consulting services to the Chief Economist Office and the Division of Enforcement at the Commodity Futures Trading Commission in Washington DC. Prior to joining Stevens, Dr. Steve Yang spent 6 years at Northrop Grumman Corporation working as a system architect and strategic thought-leader in financial information systems.

Email: steve.yang@stevens.edu

Jim Wang

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Jim Wang is an Adjunct Professor of Financial Engineering Program at Stevens Institute of Technology.

He received a BS degree in Physics from East China Normal University and came to study in the United States under the CUSPEA program. He also received a MS degree in Computer Science, a PhD degree in Biomedical Engineering from Rutgers University, and an MBA degree from New York University. He holds a CFA designation from the CFA Institute.

Jim works on Wall Street specializing in statistical arbitrage models in equity and financial derivatives trading and market making. His firm, Foochee Trading, is a major trading strategy and technology provider on the floor of New York Stock Exchange. Prior to this, he worked for Lehman Brothers specializing in fixed income analytics, for JP Morgan specializing in credit derivatives, and for Spear Leeds Kellogg, a division of Goldman Sachs specializing in statistical arbitrage equity trading. Recently, he was the program director of the Security Association of China IT Management Program.

Email: jim.wang@stevens.edu

Alec Schmidt

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Dr. Anatoly (Alec) Schmidt is an Adjunct Professor of Financial Engineering at the Stevens Institute of Technology.

Alec holds MS and Ph.D. in Physics from Latvian University. His research on Statistical Physics, Physical Chemistry, and Biophysics has been summarized in his book “Statistical thermodynamics of classical plasmas” (Energoatomizdat, Moscow, 1991) and in more than 40 papers. Alec has been working as a quantitative analyst in financial industry since 1997 (EBS, UBS, Piper Jaffray). Currently Alec is Chief Data Scientist at Kensho (www.kensho.com). His research interests include agent-based modeling of financial markets, market microstructure and dynamics, quantitative investment theory, and algorithmic trading. Alec’s experience in these fields is reflected in multiple publications and two books: “Quantitative finance for physicists: an introduction” (Elsevier, 2004) and “Financial markets and trading: introduction to market microstructure and trading strategies” (Wiley, 2011). Besides the Stevens Institute, Alec taught at the Financial Engineering programs of NYU Polytechnic Institute and Nanyang Polytechnic University.

Email: alec.schmidt@stevens.edu

Cristian Pasarica

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Cristian Pasarica, Ph.D., is an Adjunct Professor of Financial Engineering at the Stevens Institute of Technology.

Dr. Pasarica has ten years of experience on Wall Street and is currently an executive director in the quantitative research group for the interest rate exotic desk at J.P. Morgan in New York. Previously, he was a vice president Bear Stearns and worked at Barclays Capital and Nomura Securities. He holds a Ph.D. in Statistics from Columbia University.

Email: Cristian.Pasarica@jpmorgan.com

Peter Lin

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Peter C.L. Lin, Ph.D., is an Adjunct Professor of Financial Engineering and the Department of Mathematical Sciences at the Stevens Institute of Technology.

Dr. Lin received his MS in Computer Science from Columbia University and his PhD in Applied Mathematics and Statistics from Johns Hopkins University. He is currently a managing director at Gamma Paradigm Capital. Previously, he was a quantitative analyst for fixed-income quantitative portfolio strategies at Ryan Labs Asset Management, a New York-based investment advisor with over $4 Billion assets under management. His research interests include algorithmic trading with cloud and parallel computing, interest-rate term-structure modeling, and quantitative portfolio management.

Email: peter.lin@stevens.edu

Dragos Bozdog


Dragos Bozdog, Ph.D. is an Adjunct Professor in the Financial Engineering Program and the System Administrator of The Hanlon Financial Systems Lab.

He earned his Ph.D. in Mechanical Engineering from The University of Toledo and M.S. in Financial Engineering from Stevens Institute of Technology. His research interests include mathematics of finance, high-frequency data analysis, rare events, emerging markets, algorithms and optimization, tire mechanics. Previously, he was a Post-Doctoral Fellow at Rutgers Center for Operations Research. In the past years he worked as quantitative analyst consultant for the financial industry and government.

Email: dbozdog@stevens.edu
Web: http://personal.stevens.edu/~dbozdog/

Juan Eroles

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Juan Eroles, Ph.D., is an Adjunct Professor of Financial Engineering at the Stevens Institute of Technology.

Dr. Eroles has over thirteen years of experience on Wall Street and is currently a director and head of the Emerging Markets Structuring and Exotics trading group at Barclays Capital in New York. Previously, he was a senior vice president in the hybrid derivatives trading group at Lehman Brothers and a senior vice president at HSBC. His educational background is in theoretical physics where he studied at Princeton University and at the Los Alamos National Laboratory.

Email: jeroles@stevens.edu

Thomas Lonon

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Dr. Lonon is an adjunct professor in both the Financial Engineering and the Mathematics departments.

He studied Mathematics at Stevens where he received his masters in Stochastic Systems and his doctorate in Pure and Applied Mathematics. For his work on his dissertation he received the award for excellence in graduate research. His interests lie in stochastic systems and jump-diffusion processes. Email: tlonon@stevens.edu

Juan Eroles

George Calhoun

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George Calhoun, Ph.D., Executive in Residence & Program Director, Quantitative Finance

Dr. Calhoun has spent 25 years in the high-tech segment of the wireless communications industry. He is a co-founder of InterDigital Communications Corporation (NASDAQ: IDCC), where he was involved for twelve years in the pioneering development of digital cellular technology, including the first systems based on TDMA technology (the architecture underlying approximately 80% of today's cellular networks). InterDigital currently carries a market capitalization of more than $1.5 billion. Subsequently, he was Vice-Chairman of Geotek Communications, and was Chairman of the company's engineering joint venture with the Rafael Armament Development Authority, a branch of the Government of Israel, based in Haifa, to develop a spread spectrum frequency-hopping radio system for fleet radio communications. Most recently, Dr. Calhoun was the Chairman and CEO of Illinois Superconductor Corporation (AMEX: ISO), a public company focused on the application of high-temperature superconducting materials and advanced signal processing techniques to the suppression of interference in wireless networks.

Email: gcalhoun@stevens.edu

German Creamer

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German Creamer, Ph.D.,Associate Professor

Dr. German Creamer is an Associate Professor in the School of Systems and Enterprises and in the Howe School of Technology Management at Stevens Institute of Technology. Dr. Creamer has been a senior manager in the Risk, Information and Banking Division in American Express where he worked in the enterprise-wide risk management and the information management groups. He has taught at Columbia University, Tulane University, and in several leading Latin American business schools. Professor Creamer has been the manager of planning and economic studies at Banco del Pacifico (Ecuador), program officer for the United Nations Development Programme, and economic advisor to the president of Ecuador, and to the government of Equatorial Guinea. He has also consulted for several hedge funds and international organizations such as United Nations Development Programme, World Bank, and US Agency for International Development. Dr. Creamer has a PhD in Computer Science (specialized on computational finance), a MSc in Financial Engineering, both from Columbia University, and a PhD in Economics from the University of Notre Dame. He has published several books and articles, and presented several papers in major conferences in his area of specialization. Professor Creamer is also a CFA charter holder. His current area of research is on algorithmic trading, risk management, financial information systems and data mining/machine learning applications to finance.

Email: german.creamer@stevens.edu

Eleni Gousgounis

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Eleni Gousgounis, Ph.D., Assistant Professor

Dr. Eleni Gousgounis is an Assistant Professor at Howe School of Technology Management. Her research interests include behavioral finance, risk management, market efficiency, international finance and emerging markets. Her research focuses on the effect of short sale constraints on pricing, liquidity and market efficiency. Her current project studies the pricing implications of short sale constraints in the Indian equity market.

Email: eleni.gousgounis@stevens.edu

Juan Eroles

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