SPEAKERS
KHALDOUN KHASHANAH
I O N U T F LO R E S C U
PhD, Professor and Financial Engineering Director,
Stevens Institute of Technology
PhD, Research Professor, Director of The Hanlon Financial Systems Lab,
Stevens Institute of Technology
Dr. Khashanah joined Stevens in 1994 and initiated the FE
Dr. Florescu’s Ph.D. is in Statistics from Purdue University and
program in the Department of Mathematical Sciences in 2002.
his research is concentrated in Stochastic Processes and their
He holds a 1994 PhD in Applied Mathematics from the University
applications. He has authored three books, served as the main
of Delaware, Newark, Delaware, in the field of partial differential
editor for volumes of articles in High Frequency Finance, and has
equations and mathematical modeling of mixed media. He holds
authored over 35 journal and conference publications. Professor
a Masters of Science in Applied Mathematics in complex
Florescu expertise lies in developing stochastic models and
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.
using them for real-life applications. As detailed in many in
publications, these applications pertain to computer vision, cryptography,
environmental studies, geophysics and transformative learning.
Dr. Khashanah’s research started with nonlinear Biot Theory of acoustics in porous
One such application is the Stevens High Frequency Trading (SHIFT) Simulation
elastic media and boundary transmission problems in mixed media with interest in
System which started development in January 2014. It is the first model of its kind to
inverse problems. More recently, his research has been dedicated to information-
test the behavior of modern high frequency financial markets using live, real-time
theoretic financial risk flow networks, high frequency finance, systemic risk, data
market data. Other applications include the ABCShift a patented computer vision
visualization, the science of complexity and standards, financial complex adaptive
algorithm that allows tracking of objects in videos when the background is changing,
systems, and systems taxonomy. Among other funded projects, he is the PI of
ROI the cloud robotics application, liquidity studies in finance and his main area of
project ACTUS for algorithmic contract type unified standards funded by the Alfred
expertise stochastic volatility modeling.
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. He is
also cofounder and President of Computum© Technologies, Inc.
DISRUPTIVE TECHNOLOGIES: FUTURE OF PENSION ASSETS & FUNDING
SPEAKERS
R U PA K C H AT T E R J E E
PhD, Industry Professor and Financial Engineering Deputy Director,
Stevens Institute of Technology
Dr. Rupak Chatterjee has over fifteen years’ 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 Citi in New York. He was also the Global Basel III
coordinator for all modeling efforts needed to satisfy the new
regulatory risk requirements imposed on banks. 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.
Professor Chatterjee’s current research focuses on quantum computing, machine
learning, and computational finance. He helped to launch the Center for Distributed
Quantum Computing at Stevens and was the inaugural program manager for the
Accenture-Stevens Financial Services Analytics graduate program. His recent book,
Practical Methods of Financial Engineering and Risk Management, Stevens Series
on Quantitative Finance, Springer, was published in August 2014 to great reviews.
DISRUPTIVE TECHNOLOGIES: FUTURE OF PENSION ASSETS & FUNDING