5th Annual Modeling HF
Data In Finance
Conference

  • Modeling High Frequency Data in Finance Conference

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Dr. Khaldoun Khashanah, Professor and Director of Financial Engineering, Stevens Institute of Technology

Dr. Khaldoun Khashanah is Program Director of Financial Engineering at Stevens Institute of Technology. He conducts research in stochastic systems dynamics and modeling, high-frequency finance and algorithmic trading, and systemic risk. He started his research in areas of underwater acoustics, porous media and Biot theory, functional analysis, and inverse problems in partial differential equations. He teaches graduate and undergraduate mathematics courses in advanced engineering mathematics, probability and statistics, differential equations, linear algebra, and advanced financial mathematics. He is the author, co-author, or contributor to 18 scholarly articles and papers delivered at national and international professional conferences. He holds a Ph.D. degree in Applied Mathematics from the University of Delaware.

Dr. Willi Brammertz, Lead Author of Unified Financial Analysis (UFA)

Dr. Willi Brammertz, Adjunct Lecturer, University of Zurich, Faculty of Economics Dr. Brammertz obtained his PhD in Economics from the University of Zurich. His doctoral thesis discussed the elementary parts of finance, from which various financial analysis can be simply derived. Dr. Brammertz is continually refining and developing this concept while maintaining the foundation laid in his thesis. In 1992, together with Dr. Jürg B. Winter, he founded IRIS integrated risk management ag. At first, he focused on consulting projects in the area of Asset and Liability Management, implementing external systems at several banks. Beginning in 1996, he applied his insights from his doctoral thesis as the Chief Technology Officer by creating risk pro™.

In 2008, Iris was sold to FRSGlobal, a leading provider of regulatory reporting in the banking sector. Dr. Brammertz, now an independent consultant, regularly speaks at international conferences on risk management and regulatory compliance and has published numerous articles. In 2009, Wiley & Sons published Dr. Brammertz’s first book,“Unified Financial Analysis – the missing links of finance”. Dr. Brammertz wrote his book, which is co-authored by distinguished colleagues, based on his more than twenty yearsof experience in financial analysis.

Dr. Allan Mendelowitz, Senior Advisor, Deloitte Consulting, CE-NIF

Mendelowitz currently serves as a Senior Advisor with Deloitte and Director of the Federal Housing Finance Board. He also served on the Federal Housing Finance Board, Board of Directors, where he was appointed to the Board in 2000, and served as its chairman until June 2001. He previously served as the executive director of the U.S. Trade Deficit Review Commission, a congressionally appointed, bi-partisan panel, from 1999 until his appointment to the Federal Housing Finance Board (FHFB). From 1996 to 1998, as executive vice president of the Export-Import Bank of the United States, Mendelowitz was the senior career official responsible for overseeing all Export-Import Bank programs and operations.

From 1981 to 1995, he was managing director for international trade, finance and economic competitiveness at the General Accounting Office, during which time he directed a large number of studies of the nation's international trade and finance programs and policies and testified more than 140 times before committees of the Congress of the United States. Mendelowitz spent 1980 as the senior economist and representative of the comptroller general with the Chrysler Corporation Loan Guarantee Board negotiating the terms of the federal loan guarantee. Prior to joining the GAO he was an economic policy fellow at the Brookings Institution and on the faculty of the Department of Economics of Rutgers University, where he taught courses in international trade and finance and urban and regional economics.

Articles by Mendelowitz have appeared in the Journal of Business, the National Tax Journal, the Journal of Policy Analysis and Management, the Financial Times, the American Banker, and various conference proceedings'volumes.

Mendelowitz received a Bachelor of Arts degree from Columbia University, and Master of Arts and Doctor of Philosophy degrees from Northwestern University.

For More Information

Khaldoun Khashanah, PhD - Principle Investigator (PI)
Director, Financial Engineering
School of Systems and Enterprises
Stevens Institute of Technology
Hoboken, NJ 0730
kkhashan@stevens.edu

Co-PI and Chief Technical Officer (CTO) of the project
Willi Brammertz
Managing Director Brammertz Consulting GmbH
Schwerzistrasse 25, 8606 Naenikon Switzerland, +41 79 420 07 50
willi@brammertz-consulting.ch

Co-PI
Allan I. Mendelowitz
Senior Advisor, Deloitte Consulting, CE-NIF