Expert Details

Expert in Financial Technology, Market Surveillance, Regulatory Systems

Expert ID: 730158 New York, USA

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He is currently an expert witness in a case involving high-frequency trading and the improper handling of orders on the leading option exchanges. The case requires expertise in market surveillance and regulatory technology associated with order audit trails, alerts and exception reports (trading ahead, front running, order manipulation), and best execution as well as the capability to analyze large quantities of data.

Software based on Expert's algorithms, mathematical models, and financial models -- marketed through his firm -- are in use at several organizations and academic institutions throughout the world. Expert was the principal designer of the market surveillance system used at the New York Stock Exchange -- a system used to detect fraudulent trading activities.

Expert may consult nationally and internationally, and is also local to the following cities: New York, New York - Yonkers, New York - Newark, New Jersey - Jersey City, New Jersey - Paterson, New Jersey - Elizabeth, New Jersey - Bridgeport, Connecticut - New Haven, Connecticut - Hartford, Connecticut - Philadelphia, Pennsylvania

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Education

Year Degree Subject Institution
Year: 1979 Degree: Ph.D. Subject: Mathematics Institution: NYU Tandon School of Engineering
Year: 1978 Degree: MS Subject: Electrical Engineering Institution: NYU Tandon School of Engineering
Year: 1975 Degree: MS Subject: Mathematics Institution: NYU Tandon School of Engineering
Year: 1975 Degree: BS Subject: Mathematics Institution: NYU Tandon School of Engineering

Work History

Years Employer Title Department Responsibilities
Years: 1989 to Present Employer: Undisclosed Title: Principal Department: (Undisclosed) Responsibilities: Principal, founder, and chief scientist.
Years: 1997 to 2016 Employer: (Undisclosed) Title: Adjunct Professor Department: Finance and Risk Engineering Responsibilities: Courses taught: financial technology; operational risk; clearing and settlement; financial forensics, electronic markets; empirical methods in finance; financial optimization.

Career Accomplishments

Associations / Societies
Society for Industrial and Applied Mathematics (SIAM)
Professional Appointments
Program Committee, IEEE Symposium on Computational Intelligence for Financial Engineering
Program Chairman, The Third International Conference on Artificial Intelligence Applications on Wall Street
Publications and Patents Summary
Over 60 published papers, three books, and six book chapters.

Language Skills

Language Proficiency
French Conversational
German Conversational
Hebrew Conversational

Fields of Expertise

financial modeling, fraud, fraud investigation, mathematical model, mathematical modeling, accounting fraud, forecasting software, software validation, computer programming, software engineering systems analysis, financial market, financial regulation, money laundering, operational risk, financial forecasting, economic forecasting, financial service, technical analysis, portfolio management, insider trading, financial malpractice, churning (stock trade), derivative (finance), Financial Industry Regulatory Authority, option (finance), computer forensics, mathematical error, interpolation, mathematical theory, econometric model, mathematical optimization model, search algorithm, computer-assisted instruction, random number set, computer analysis, mathematical analysis, linear system, software testability, mathematical point, mathematical ray, partial derivative, mathematical series, convergent series, discontinuous function, mathematical expansion, neural network software, multivariate statistical analysis, computer software technology innovation, Fourier analysis, calculation, applied mathematics, econometric modeling, mathematical set, mathematical derivative, mathematic integral, equation, service, trigonometry, artificial-intelligence programming language, mathematical differentiation, integration, computer simulation, binomial mathematical distribution, computer spreadsheet, computer visualization, forecasting, mathematical translation, coordinate translation, mathematical transform, mathematical coefficient, regression function, optimization theory programming system, mathematical limit, mathematical relation, mathematical distribution, computer modeling, computer mathematics, mathematical transformation, computer technology, mathematical object, mathematical theorem, spreadsheet software, mathematical function, geometric object, statistics, software engineering, risk management, mathematics, Laplace transform, integral calculus, geometry, Fourier transform, factor analysis, differential equation, differential calculus, data analysis, computer software, computer science, computer algorithm, computational mathematics, calculus

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