Faculty Profile

Dr. Khaldoun Khashanah

Building: Babbio Center
Room: 543
Phone: 201 216 5446
Fax: 201.216.5541
Email: kkhashan@stevens.edu
School:  School of Systems & Enterprises
Department:  School of Systems and Enterprises
Program:  Financial Engineering
Research Center:  Center for Complex Systems and Enterprises / Accenture Stevens Innovation Center / Financial Systems Center
Laboratory:  Data Visualization Lab / Hanlon Financial Systems Lab / Systomics Lab
  • Doctor of Philosophy: Applied Mathematics, University of Delaware, Newark, Delaware, 1994. Dissertation: Boundary-Transmission Problems for Acoustics in Mixed Media. Major Field: Partial Differential Equations and Mathematical Modeling. Minor Field: Numerical and Functional Analysis.
  • Master of Science: Applied Mathematics, University of Cincinnati, Cincinnati, Ohio, 1987-1989. Field of study: Complex Variables.
  • Bachelor of Engineering: Electrical Engineering, University of Petroleum and Minerals, Dhahran, Saudi Arabia, 1987.
  • Bachelor of Science: Mathematics, University of Petroleum and Minerals, Dhahran, Saudi Arabia, 1987.
  • AMS Workshop on Financial Mathematics, Jan 1999.

Active Research Areas of Interest:

1. Modeling systemic risk in an international financial system of systems using clustering techniques and minimum spanning tree methodology, copula CoVaR.

2. A systemic view of network risk flows and measures.

3. Anomalies and forensic detection mechanisms for algorithmic trading signatures.

4. HFT

5. Principles versus rules in complex adaptive systems.

6. Bubbles and rare events: early warning financial systems.

7. Systems Taxonomy and Epistemology of Systems.

8. Algorithmic Contract Type Unified Standards, ACTUS project.

  • Director of Financial Engineering Division, 2002-present. Initiated the Financial Engineering (FE) program at Stevens in 2002. The program offers a Graduate Certificate, a Master’s degree and a PhD in FE in FE with three tracks: Quantitative FE, Software Engineering in FE and Financial Systems Engineering, Financial Risk Engineering and Financial Software Engineering.

  • The FE division is one of the largest in the U.S.  The FE Division introduced the first PhD in FE in the country in 2009 and currently has 37 PhD students in FE.

  • Co-Director of the MBA in Financial Engineering Program 2004-2012.
  • Initiated the program jointly with the Howe School of Management at Stevens in 2004.

  • Co-Project Director for the Hanlon Financial Systems Laboratory.
Professional Service