Dr. Jeongjin Lee is a Senior Research Associate at Lancaster University's School of Mathematical Sciences . His research focuses on statistical methods for modeling multivariate extremes and projecting environmental risks. Department: School of Mathematical Sciences Email: j.lee58@lancaster.ac.uk Dr. Lee's work explores extreme value theory , multivariate statistical modeling , and climate change risk assessment . He has developed innovative approaches like X-vine copula models for extremal dependence and calibration techniques for future projections. His recent publications in Journal of the Royal Statistical Society Series B and Environmental and Ecological Statistics highlight applications in environmental risk analysis , stochastic modeling , and climate data interpretation .
Kübra Durukan is a Lecturer in the Department of Statistics at the Faculty of Engineering and Natural Sciences. Her research spans statistical modeling, operations research, and interdisciplinary applications in psychology, health informatics, and natural hazard analysis. Lecturer in Statistics Focus on copula functions, risk modeling, and data envelopment analysis Her recent work explores behavioral economics using log-linear models and applies statistical methods to medical and seismic risk assessment.
Professor Marek Kałuszka is a research and teaching university professor at the Insurance and Capital Markets Department, Faculty of Fundamental Problems of Technology, Lodz University of Technology. His career spans over three decades with significant contributions to actuarial science, risk theory, and fuzzy integrals. PhD advisees: Wojciech Antoniak (1999), Michał Boczek (2016), Michał Krzeszowiec (2013) Email: kaluszka@p.lodz.pl | Room: 168 | Phone: +48 42 631-38-59 Research focuses on: Actuarial mathematics and premium calculation principles Fuzzy integrals and their applications in risk modeling Portfolio immunization strategies and financial risk management Generalized Sugeno integrals and copula-based aggregation Applications of fuzzy measures in insurance and decision theory Mathematical inequalities for fuzzy integrals and risk assessment Recent publications (2021-2025) demonstrate expertise in: Extended Choquet-Sugeno operators for multi-valued data Benchmark-type generalizations of Sugeno integrals Monotonicity properties in fuzzy aggregation Prékopa-Leindler type inequalities for Sugeno integrals Generalized level measures with conditional aggregation Survival functions based on fuzzy operators
İsmihan Bayramoğlu is Professor of Mathematics and Statistics and former Dean of the Faculty of Arts and Sciences at Izmir University of Economics, Turkey, serving in the deanship from 2001 to 2022. His academic career spans Azerbaijan State University, the Azerbaijan Academy of Sciences, and Ankara University, where he became a Turkish citizen in 1999. His educational background includes: Applied Mathematics at Baku State University (1976-1981) PhD in Computational Mathematics, Theory of Probability and Mathematical Statistics at National Taras Shevchenko University of Kiev (1984-1988) Bayramoğlu's research centers on order statistics , copulas , and reliability analysis , with significant contributions to distribution characterization and statistical inference. His work bridges theoretical probability with practical applications in engineering and data science, emphasizing bivariate and multivariate models. Recent publications (2020-2023) reveal a focus on bivariate distributions, exceedance statistics, and reliability applications, demonstrating consistent innovation in statistical methodology. His articles frequently address coherent systems, random threshold models, and distributional properties. His scientific recognition includes: Ankara University Science Award (2001) Bayramoğlu serves as Editor-in-Chief of the Journal of Turkish Statistical Association and has organized major international conferences including the International Conference on Advances in Statistics (ICAS), which he chairs. His editorial work spans multiple journals as associate and guest editor. He leads the ICAS symposium series, fostering global collaboration through events in Helsinki, Zagreb, Athens, and St. Petersburg, and has delivered keynote addresses at conferences across 10+ countries.
Ayşe Sevtap Kestel is a full-time faculty member at the Department of Mathematics , Middle East Technical University. With over 133 publications in Web of Science and extensive international conference participation, her research spans actuarial science, financial mathematics, and risk modeling. Her work focuses on: Copula theory for dependence modeling Stochastic processes in insurance and pensions Machine learning applications for fraud detection Natural hazard risk assessment Reinsurance strategies and exposure curves Recent publications highlight her expertise in time-varying risk models, hybrid AI methods for asset pricing, and chronic disease comorbidity analysis. She has presented at major conferences like Insurance Mathematics & Economics and European Actuarial Journal conferences.
Prof. Dr. Roland Langrock holds the Chair of Statistics and Data Analysis at the Faculty of Economics, University of Bielefeld . He is a spokesperson for the Center for Statistics and a subproject manager in the Transregio 212 NC³ collaboration. His research spans ecological statistics, sports analytics, and time series modeling. 2026–present: Principal investigator for "Data-based indication of fraud in live betting" (DFG) 2025–present: Subproject manager D06 in TRR 212 NC³ 2021–present: ERASMUS representative for Master of Statistical Sciences Research Interests: His work focuses on hidden Markov models for analyzing animal movement, sports performance, and commercial data. Key applications include marine predator behavior , football match dynamics , and fraud detection in betting . He develops flexible statistical frameworks for state-switching processes across domains. Scientific Awards: Multiple German Research Foundation grants (2017–2026) and participation in EU-funded projects. Notable publications in Journal of the Royal Statistical Society , Ecology Letters , and Science . Additional Roles: Member of the Bielefeld Graduate School in Theoretical Sciences, organizer of advanced statistical methods courses, and contributor to software packages like moveHMM . His collaborations extend to marine biology (blue whales), subterranean rodent studies, and retail demand forecasting.
Sung Kim is an Assistant Professor in the Department of Economics & Finance at the College of Business , Louisiana State University in Shreveport (LSUS), where he has been since 2018. His academic expertise bridges applied mathematics and financial economics.
Mauro Gasparini is a Full Professor at the Department of Mathematical Sciences (DISMA) of Polytechnic University of Turin. He serves as Director of DISMA since 2019, Member of Academic Senate, and co-leader in the SmartData@PoliTO Big Data Laboratory. His career spans academia and industry, including roles at Purdue University (Assistant Professor 1992-1996) and Novartis (Senior Statistician 1996-1998). He has been Editor of Biometrical Journal (2012-2015) and maintains referee activities across international journals. PhD from University of Michigan (1992, Dirichlet process applications) Academic leadership: Department Director, Editorial boards, ISTAT Advisor Research spans Bayesian methodology with biomedical applications Maintains collaborations with Novartis, Chiesi, and research centers His research interests focus on Bayesian inference , Biostatistics , and Clinical trials methodology, particularly addressing issues in pharmaceutical development, genomic data analysis, and medical decision-making. Recent work includes vaccine efficacy modeling, optimal imaging timing for cancer diagnostics, and adaptive trial designs. Key publication trends show interdisciplinary applications in Statistics in Medicine , Biometrics , and Statistical Methods in Medical Research , with emphasis on biomedical data science, Bayesian adaptive methods, and clinical decision support systems. Scientific contributions include: Editor, Biometrical Journal (2012-2015) Advisor, Italian National Institute of Statistics (2020-2024) Leadership in multiple research projects (NODES, SORGENTE, IDEAS) As PhD advisor, he supervises students in: Shaoshi Tang (Clinical trial modeling) Saeed Sani (Biomedical data analysis) Marco Ratta (Genomic statistics) Luca Rondano (Bayesian methods) Vittorio Zampinetti (Tumor DNA sequencing) Fulvio Di Stefano (Evidence-based decision statistical methods) He leads research projects in pharmaceutical statistics, genomic surveillance, and spatial risk assessment frameworks, with recent emphasis on SARS-CoV-2 analysis and cancer progression modeling.
Dr. Zhan Gao is an Assistant Professor of Economics at Southern Methodist University, where he has been a faculty member since 2025. His core expertise lies in econometric theory and its intersection with machine learning, particularly in high-dimensional time-series and panel-data settings. Education: Ph.D. in Economics, University of Southern California Research Interests: Dr. Gao’s research spans econometrics , machine learning , biostatistics , and health economics . Methodologically, he focuses on robust estimation under endogeneity, high-dimensional inference, and convex optimization techniques that scale to large datasets. His recent publications advance robust regression methods that withstand outlier contamination, develop new identification strategies for categorical random-coefficient models, and create survival-analysis tools for dependent censoring in oncology trials. Collectively, this body of work reflects a commitment to rigorous theory paired with reproducible computational tools. Software & Reproducibility: All major papers are accompanied by open-source R and Python packages hosted on GitHub, ensuring full reproducibility. Notable repositories include implementations of penalized least squares, copula-graphic estimators, and high-dimensional GMM routines. Teaching: In Fall 2025 Dr. Gao will teach ECO 4370 / 6370 Computing for Economics , introducing graduate and advanced undergraduate students to modern computational methods and convex optimization in econometrics.
Henryk Zähle is a Full Professor of Stochastics at Saarland University's Department of Mathematics, where he has held a W3 position since 2014. He previously served as a W2 Professor (2013-2014) and W1 Junior Professor (2010-2012) at Saarland, and earlier at TU Dortmund University (2007-2010). He earned his Ph.D. in Mathematics from Technical University Berlin (2004) and a Diploma in Mathematics from University of Göttingen (2000). His research focuses on statistical robustness of risk measures asymptotic theory for empirical processes quantitative risk management Markov decision models insurance and financial mathematics with methodological contributions to bootstrapping, quasi-Hadamard differentiability, and sensitivity analysis. Article trends show sustained engagement with stochastic process theory nonparametric estimation robust statistical functionals applications to insurance and finance asymptotic error distributions time series analysis spanning both theoretical and applied domains. Scientific awards include Marie Curie Fellowship (University of Warwick, 2001) DFG Fellowship (2000-2003) He has supervised numerous Ph.D., Master's, and Bachelor's theses on topics like risk measure asymptotics empirical process convergence copula robustness Markov decision sensitivity nonparametric risk estimation statistical bootstrap methods and serves as Associate Editor for Metrika .
Christopher Frank Parmeter is an Associate Professor in the Economics department at the Miami Herbert Business School, University of Miami. His research focuses on econometric methodology and applied economic analysis. Role: Assoc. Professor Email: c.parmeter@miami.edu ORCID: 0000-0001-6123-0107 His research spans econometrics, stochastic frontier analysis, and measurement error correction. Recent work explores robotics' economic impact, bank efficiency under exchange rate volatility, and robust nonparametric techniques. Key publication trends include Bayesian stochastic frontier models, nonparametric inference, and empirical applications in tourism and finance. While specific awards are not detailed, his work contributes significantly to econometric theory and applied economics.
Fabrizio Durante is a Full Professor of Probability and Mathematical Statistics at the University of Salento, Department of Mathematics and Physics "Ennio De Giorgi" in Lecce, Italy. Previously, he served as Full Professor of Mathematical Methods for Economics, Finance, and Actuarial Sciences from December 2016 to October 2024. Durante earned his PhD in Mathematics from the University of Lecce and completed his Habilitation in Mathematics at Johannes Kepler University of Linz in 2010. His academic career includes positions as Assistant Professor (2010-2014) and Associate Professor (2015-2016) of Statistics at the Free University of Bozen-Bolzano. His research focuses on stochastic methods and models for complex systems and machine learning, with significant applications in quantitative risk management across hydrology, environmental sciences, economics, and finance. Durante is particularly renowned for his contributions to copula theory, co-authoring the monograph "Principles of Copula Theory" with Carlo Sempi. Durante currently serves as national coordinator of the Italian MIUR project "Stochastic Modeling of Compound Events" (2023-25) and is affiliated with the ICSC National Research Center in High Performance Computing, Big Data and Quantum Computing. STAHY Best Paper Award 2015 from the International Commission on Statistical Hydrology (jointly with G. Salvadori and C. De Michele) Durante maintains significant editorial responsibilities as associate editor of "Dependence Modeling" and area editor of "Fuzzy Sets & Systems" and the "International Journal of Approximate Reasoning." He is co-chair of the "Dependence Models and Copulas" team of the ERCIM Working Group on Computational and Methodological Statistics. His expertise is regularly sought as an invited plenary speaker at international conferences in stochastic methods and dependence modeling.
Gianfausto SALVADORI is a University Researcher in the Department of Mathematics and Physics "Ennio De Giorgi" at the University of Salento, specializing in Probability and Mathematical Statistics (SSD MAT06). His office is located on the ground floor, room 325, at the Former Fiorini College - Via per Arnesano - Lecce. Dr. SALVADORI is an applied mathematician with research interests spanning Copulas, Extreme Value Theory, and stochastic modeling applications to environmental phenomena. His work focuses on modeling multivariate dependent random variables and analyzing extreme environmental events including rainfall, floods, droughts, and sea storms. He has been involved in environmental research since 1989, initially working on Chernobyl radioactive pollution and Universal Multifractals modeling, and since 2001 has specialized in Copulas methodology. His research activities include collaboration with hydrological engineers at the Polytechnic of Milan, participation in national and European projects related to extreme environmental phenomena, and academic contributions including co-authoring the book "Extremes and Copulas" published by Springer-Verlag in 2007. He has developed course materials on Extreme Value Theory, indicating active teaching responsibilities in this specialized area of statistics. Office hours are available by prior agreement via email. His contact information includes telephone +39 0832 29 7584 and email gianfausto.salvadori@unisalento.it. His professional activities demonstrate ongoing engagement in both theoretical statistical research and practical applications to environmental challenges.
Domenico De Giovanni is an Associate Professor at the Department of Economics, Statistics and Finance 'Giovanni Anania' (DESF) at the University of Calabria. His research spans economics, finance, and actuarial science, focusing on quantitative methods and strategic decision-making. He teaches Computer Lab for Finance and Mathematical Methods for Economics in the university's graduate programs. Email: ddegiovanni@unical.it Research Groups: Quantitative Methods for Economics, Finance, and Management His work explores dynamic harvesting, capacity investment under uncertainty, tax evasion dynamics, and energy market modeling. Recent publications analyze mortality dependencies, spread options in commodity markets, and semi-Markov disability transitions.
Mehmet İshak Yüce is a Professor in the Department of Hydraulics within the Faculty of Engineering at Gaziantep University. His career spans over 30 years, starting as a Research Assistant in 1993 and achieving professorship in 2021. He holds a PhD in Civil Engineering from the University of Manchester (2005), an MSc in Water Engineering from Istanbul Technical University (1995), and a BSc in Civil Engineering from Middle East Technical University (1992). Research Focus: Dr. Yüce specializes in hydrology, fluid mechanics, and climate impacts on water systems. His work integrates computational modeling, statistical hydrology, and sustainable resource management. Key themes include: Drought prediction using copula models and machine learning Hydrokinetic turbine design for renewable energy Hydraulic transients and pollutant transport Climate-driven hydrological variability in Mediterranean basins Awards & Recognition: Gaziantep University 2015 Second Best Doctoral Thesis Award Academic Leadership: He has supervised 6 doctoral and 32 master's students, focusing on hydrology, energy systems, and hydraulic infrastructure. His grants include projects on hydrokinetic turbines (2012-2022) and drought analysis (2015-2019), funded by national agencies. Administrative Roles: Former Dean of Engineering (2021), Institute Director (2020-2023), and multiple terms as Department Deputy Head.
