معرفی
Douglas E. Johnston is an Assistant Professor in the Department of Applied Mathematics at Farmingdale State College. He holds a Ph.D. in Electrical Engineering (1994) from Stony Brook University. Prior to academia, he spent 23 years in finance, working in research and proprietary trading at a hedge fund and investment bank. He also served as an adjunct professor at Stony Brook University in engineering and business schools, and earlier worked as a research engineer in defense. His research focuses on extreme value theory, risk management, and signal processing, with applications in financial markets. He introduced the p-VaR risk measure, enhancing value-at-risk estimation.
Education:
- Ph.D. in Electrical Engineering, Stony Brook University, 1994
Affiliations: Member of IEEE Signal Processing Society and Mathematical Association of America. Active in publishing and presenting on financial signal processing.
Professional Experience:
- Wall Street career (1994-2017) in hedge funds and investment banks
- Defense industry research engineer
- Adjunct roles at Stony Brook University
