Education
- PhD, Stony Brook University, 1994
- M.S., Electrical Engineering (Signal Processing/Communications), Stony Brook University, 1989
- BS, Computer Science, Stony Brook University, 1986
Publications
- Douglas Johnston, Bayesian Forecasting of Dynamic Extreme Quantiles, Forecasting, 3(4) 2021, 729-740.
- Douglas Johnston and Petar Djuric, Bayesian Estimation of a Tail-Index with Marginalized Threshold, Proceedings of the 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2021, 5569 - 5573.
- Douglas Johnston and Petar Djuric, A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters, Proceedings of the 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2020, 8439-8443.
- Douglas Johnston and Petar Djuric, A Recursive Bayesian Model for Extreme Values, Proceedings of the 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2019, 5062-5066.
- Douglas Johnston, Inigo Urteaga and Petar Djuric, Replication and Optimization of Hedge Fund Risk Factor Exposures, Proceedings of the 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2013, 5062-5066.
- Douglas Johnston and Petar Djuric, Estimating Hedge Fund Risk Factor Exposures, Proceedings of the 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), 2012.
- Petar Djuric, Mahsiul Khan and Douglas Johnston, Particle Filtering of Stochastic Volatility Modeled With Leverage, IEEE Journal of Selected Topics in Signal Processing, 6(4,4) 2012, 327 - 336.
- Douglas Johnston and Petar Djuric, The Science Behind Risk Management, IEEE Signal Processing Magazine, 28(5) 2011, 26-36.
Presentations
- Douglas Johnston, “Risk, Risk, Risk. From Financial Markets to Climate Change.” Presentation to the Fourth Conference on Financial Mathematics, Farmgingdale State College on March 24, 2023.
- Douglas Johnston, “Bayesian Forecasting of Dynamic Extreme Quantiles.” Invited Lecture presented to Workshop: Recent Trends in Machine Learning and Risk Management, University of Florida, Gainseville, FL on October 10, 2022.
- Douglas Johnston, “Bayesian Forecasting of Dynamic Extreme Quantiles.” Presentation to the Mathematical Association of America New York Section 2022 Annual Meeting, Virtual - On Line on May 1, 2022.
- Douglas Johnston, “Bayesian Estimation of a Tail-Index with Marginalized Threshold.” Video presented at the 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP-2021), Toronto (cancelled Covid-19) - Virtual on June 11, 2021.
- Douglas Johnston, Computational Topology Seminar, Seminar presented to the Mathematics Department (virtual - on line), on April 8, 2021.
- Douglas Johnston, “A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters.” Video presented at the 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP-2020), Barcelona (cancelled Covid-19) - Virtual on May 5, 2020.
- Douglas Johnston, “A Recursive Bayesian Model for the Excess Distribution with Stochastic Parameters.” Presentation to the 3rd International Conference on Statistical Distributions and Applications (ICOSDA 2019), Grand Rapids, Michigan, USA on October 11, 2019.
- Douglas Johnston, “A Recursive Bayesian Model for Extreme Values.” Poster presented at the 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP-2019), Brighton, UK on May 14, 2019.
- Douglas Johnston, “Surprises in Probability.” Invited Lecture presented to 2019 Long Island Mathematics Association Conference (LIMACON-2019), SUNY Old Westbury on March 15, 2019.
- Douglas Johnston, “A Recursive Bayesian Model for Extreme Values.” Presentation to the Third Biennial Conference on Financial Mathematics, Farmgingdale State College on March 1, 2019.
- Douglas Johnston, Signal Processing in the Extreme, Invited Lecture presented to the Electrical and Computer Engineering Department, Stony Brook University, on September 14, 2018.
- Douglas Johnston, “Modeling Extreme Risk-Events via Bayesian Processing.” Presentation to the Mathematical Association of America New York Section 2018 Annual Meeting, Hofstra University on May 13, 2018.
- Douglas Johnston, Modeling Extreme Risk-Events via Bayesian Processing, Seminar presented to the Mathematics Department Seminar, Farmingdale State College, on April 10, 2018.
- Douglas Johnston, Surprises in Probability, Workshop presented to the University in the High School Workshop, Farmingdale State College, on March 2, 2018.