Dr. Philip Lipsky

**** *.*. **** *****, Boca Raton, Florida 33496

Home: 561-***-****. Cell: 561-***-****

E Mail:ad4ew2@r.postjobfree.com

Education:

Ph.D.Computer Science, Applied Mathematics and Operations Research

New York University– New York,NY

Master of Science Engineeringand Control Theory

University of Buffalo – Buffalo, NY

Bachelor of Science Engineering Mathematics

Columbia University– New York, NY

Academics:

Instructor Mathematics, Chemistry and Biology 2022 to 2023

Paidea Classical Academy - Cocoanut Creek, Florida

Mathematics

All Levels

Assistant Professor IT, Mathematics, Statistics and Business 2014 to 2022

South University – West Palm Beach, Florida

IT

Software programming VB, C#, Java, and Python

Access and SQL

Network fundamentals and advanced networking

Multimedia Web development using Java Script and HTML

Computer and internet literacy

IT research methods and theory

Genetic Programming

Statistics

Statistics I and II

Business

Business Decisions and Quantitative Methods Undergraduate

Graduate Business MBA

Mathematics

Instructor Algebra I and II

Instructor Pre-Calculus

Instructor Discrete Mathematics

Adjunct Professor Mathematics, Statistics,Physics and Business 2008 to 2012

Strayer University – Fort Lauderdale – Fort Lauderdale Florida

Mathematics

Instructor Algebra I and II

Statistics

Statistics I

Business

Management Science and Quantitative Methods

Linear and Non-Linear Programming

Physics

Physics I

Adjunct Professor Mathematics, Statistics and Physics 2007 to 2011

Embry-Riddle Aeronautical University – Fort Lauderdale – Fort Lauderdale Florida

Mathematics

Instructor Algebra II, Pre-Calculus, Calculus, Trigonometry

Statistics

Statistics I

Physics

Physics I and Physics II with Calculus

Adjunct Professor Mathematics, Statistics and Physics 2007 to 2011

ITT - – Fort Lauderdale – Fort Lauderdale Florida

Mathematics

Instructor Algebra, Pre-Calculus. Calculus

Statistics

Statistics I

Physics

Physics with Calculus

Business and Commercial Work History:

Ecavien Inc (Sole Proprietorship)

2017 -2023

AI and Pattern recognition for day trading gold futures

Stochastic models for maximum and minimum bands for Forex

ETF slowly changing sector switching Model based on AI

Beats SPY (buy and hold) industry benchmark

K Fold Cross Validation

Model Stress Testing

Value at Risk

Risk of Ruin Calculations

Gemini Investments 2012 – 2016

Econometric and statistical forecasting models for commodities, Forex, and interest rates.

Machine learning and pattern recognition systems for the capital markets

Cluster analysis and feature selection using stepwise discriminant analysis

Neural Network model construction

Partner2009 to 2011

Stonehedge Wealth Management – Del Ray Florida

Eurodollar yield curve futures trading model developer

Portfolio model builder for trading baskets of commodities and Forex technically and

Statistically

Statistical arbitrage

Support Vector Machine Modeling for discriminant surfaces

Ecavien Inc (Sole Proprietorship)

2006 -2009

Psychometric analysis of consumer credit risk for international bank

Econometric model of the Phillips curve for future inflation and unemployment. Key driving variable is the labor pressure index defined as the ratio of labor supply to demand. Equilibrium labor pressure ratio is analytically determined to be a non-linear inverse function of inflation expectation. Model explains how it is possible to have significant levels of unemployment and inflation as well as stagflation.

Model of look back straddles/strangles on futures and stocks. Real time price moment estimation. Look back model designed to determine assets with desirable trend following attributes. Moment matching algorithm used to determine system parameters

Relationship of commodity-linked stocks to the underlying commodity

Stock returns adjusted for market and industry effects. Partial correlation analysis performed on the residuals

Technical model to forecast spreads between sectors of the capital market. Optimized adaptive Kalman filter applied to forecast price spreads.

John W. Henry & Associates. Senior Research Associate 2002 - 2005

Development leveraging and de-leveraging strategies for technical trading programs based on mean reversion in return to risk. Mean reversion in Sharpe ratio recast in option terminology and theory

Detail calculations for the time varying and steady state risk of ruin and trading declines. Stochastic model for maximum and minimum of a diffusion processes. Recast results into odds of a predetermined trading decline.

Mixed asset leveraging using risk of ruin as a figure of merit with and without constraints. Find leverage that satisfies desired risk- return utility. Calculate expected performance applying limit leverage.

An analysis of technical systems in terms of information ratio and higher order moments. From option theory develop index in terms of higher order moments of a mispriced straddle to determine future trend potential.

Development of statistical pairs trading program for a smallbasket of S&P stocks using partial correlation analysis. Remove market effects and then test residual basket of stocks for pair desirability

Use branch and bound strategy to select small group of pairs having highest residual correlation

Forex cross-trading program signal enhancement, using instrument variables to increase signal- to- noise. Adaptively regress dailylog relative returns against instrument variable. Remove contamination effect and then develop trading signal on modified returns.

Coherence analysis of returns, to determine similarity and consistency of asset performance, across a basket of assets. Employ an eigenvalue decomposition of the correlation matrix of asset returns Information theory metric applied to the decomposition to determinean analytic measure of similarity across the basket. Results tested against future asset performance to test predictable of metric score

Asset allocation among commodity portfolios. Adaptation of Linear Programming.

Information extraction from option quotations

Senior Operations Research Analyst and Statistician M&M/Mars and Uncle Bens Foods

Co-developer of rapid fluorescence antibody tests for salmonella

Statistical sampling plans for Aflatoxin

Cocoa pod counting based on sequential sampling plans

Confectionary sales econometric forecasting

Market segmentation studies (Cluster analysis)

Logistic studies (Warehouse location and safety stock levels)

Experimental designs to improve plant production

Market share analysis (Seemingly unrelated regressions with

auto correlated residuals)

Price/weight analysis

Advertising levels testing

Statistical and econometric models of consumer purchases (Factor

Analysis)

Categorical data analysis

Scholarly Papers:

Lipsky,Philip (Published IEEE) “Non-Parametric Detection of Underwater Targets”

Lipsky,Philip (Published TIMS) “Preventive Maintenance in a Dynamic Stochastic Environment”

Lipsky,Philip (Published Journal of Futures) “Why Futures Belong in Institutional Portfolios

Lipsky,Philip (Forthcoming) “Queuing Theory Model for Largest Cumulative Decline”

Lipsky,Philip et al (Journal of Alternative Investments) “Black-Gold-Trading Crude Oil Futures

for Greater Portfolio Efficiency”

Lipsky,Philip (Published Probus Publishing Company) “The Insider’s Edge Maximizing

Investment Profits through Managed Futures Accounts”

Lipsky,Philip (Forthcoming) “Solution of Simultaneous Linear Sets of Equations Using Geometry

and Trial and Error

Covid-19 Vaccine Development Timeline using the Critical Path Method

Probability of having COVID-19 if the RT-PCR test is positive

Patents:

Lipsky,Philip “Collision Avoidance System for Oil Tankers US3725819 Recognized”

Lectures and Presentations:

U.S. Congress Oversight Committee “Solution of Residential Real Estate Crises “(in conjunction

with Dr. Case Shiller of Case Shiller international fame)

Federal Reserve “Monetary Causes of Intermediate Term Inflation”

Economics Conference Dec 2018 Dokuz- EVlul University Turkey (jointly with Dr. Cengiz)

Licensures and Certifications:

CTA (Commodity Trading Advisor) National Futures Association

Honors and Awards:

University Scholar New York University

Nominated for Professor of the Year Florida Memorial University

Others:

Expert in Tropical Products M&M/Mars

Head of Management Science Group Uncle Ben’s Foods

Contributor to Alternative Investments

Bright Space and internet instruction

Computer Languages:

VISUAL BASIC, VBA, EXCEL, C, C#, JAVA, JAVA SCRIPT, PYTHON, SQL HTML,R

Mathematics:

New shortcut way to perform addition and division (Forthcoming)

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