Nancy Margaret Reid is a University Professor of Statistical Sciences at the University of Toronto, holding the Canada Research Chair in Statistical Theory and Applications. She has served as Scientific Director of the Canadian Statistical Sciences Institute (2015–2019) and led the Department of Statistical Sciences as Chair (1997–2002). Her research focuses on theoretical statistics, particularly likelihood inference and foundational aspects of statistical methodology. Reid earned her PhD from Stanford University (1979) under Rupert G. Miller, with Brad Efron and Vernon Johns on her committee. Reid's accolades include Fellowships from the Royal Society, Royal Society of Canada, and National Academy of Sciences, as well as the Guy Medal in Gold (2022) and David R. Cox Award (2023). She has authored influential books like *Theory of the Design of Experiments* and contributed to courses on mathematical statistics and likelihood inference. Active in academic service, she teaches graduate-level courses and has advised numerous students and postdocs in theoretical and applied statistical research.
Amir AghaKouchak is a Chancellor’s Professor in the Department of Civil and Environmental Engineering at the Samueli School of Engineering, University of California, Irvine (UCI). He directs the Center for Hydrometeorology and Remote Sensing (CHRS) and focuses on interdisciplinary research at the intersection of hydrology, climatology, statistics, and remote sensing. B.Sc. and M.Sc. in Civil Engineering (Water Resources), K.N. Toosi University of Technology, Tehran, Iran (2001, 2005) Ph.D. in Civil and Environmental Engineering, University of Stuttgart, Germany (2010) His research aims to leverage satellite data and ground observations to advance modeling of hydrologic extremes (droughts, floods, landslides) and develop decision-support systems for water resources management. Key areas include climate change impacts , stochastic modeling , and the water-energy nexus . Recent publications highlight his work on multi-hazard analysis, groundwater decline, wildfire resilience, and climate projections. Tools like MhAST and MvCAT demonstrate his methodological contributions to copula-based and multi-hazard modeling.
Dr. Dmytro Matsypura is an Associate Professor in the Discipline of Business Analytics at the University of Sydney Business School. He holds a BA (Hons) from Kyiv Polytechnic Institute (KPI), an MS (Hons) from KPI, and a PhD from the University of Massachusetts Amherst. His research focuses on optimization methodologies, network science, and their applications in finance, transportation, ecology, and graph theory. He is a recipient of multiple teaching awards, including the Wayne Lonergan Outstanding Teaching Award (Early Career) in 2010. Education: PhD in Management Science, University of Massachusetts Amherst (2006) MS (Hons) in Information Systems, Kyiv Polytechnic Institute (2000) BA (Hons) in Business Administration, Kyiv Polytechnic Institute (1998) Research Interests: Dr. Matsypura’s work spans operations research and management science, with a focus on mathematical optimization and network science. His methodological contributions include developing efficient optimization algorithms, while his applied research addresses real-world challenges in finance, engineering, and ecology. Notable applications include wildfire fuel management, portfolio margining, and credit card fraud detection via graph-based models. Awards and Recognition: Teaching Excellence Award (2008, 2013, 2018) Wayne Lonergan Outstanding Teaching Award (Early Career) (2010) Grants and Projects: Current projects include Bushfire Analytics: Optimization of Fuel Reduction (2023, ARC Discovery Project). His research frequently integrates interdisciplinary collaborations, such as applying graph theory to biomedical problems and cybersecurity. Labs/Teams: Active in the Sydney Environment Institute, contributing to projects at the intersection of analytics and sustainability. Collaborates with industry on fraud detection and supply chain optimization.
John Cotter is a Full Professor of Finance and Chair in Quantitative Finance at University College Dublin's Smurfit School of Business. He holds a PhD from Queen's University Belfast and prior academic roles include Associate Professor (2006-2012) and Senior Lecturer (2004-2006). His research focuses on volatility modeling, risk management, and asset pricing with applications in equity, real estate, and derivative markets. Cotter directs the Centre for Financial Markets and the Financial Mathematics Computation Cluster (FMC2), a multi-university research initiative funded by Science Foundation Ireland. Education: BComm and MEconSc from University College Cork, PhD in Finance from Queen's University Belfast. Research interests span asset pricing, volatility modeling, risk management, and financial market integration. His work has been published in top journals like Journal of Banking and Finance and Journal of International Money and Finance . He has secured grants including the ADAPT Phase 2 project (2021-2026). Cotter advises the European Securities Markets Authority (ESMA) and has consulted for numerous organizations globally. Notable awards include the UCD Outstanding Educator Teaching Award and UCD School of Business Research Contribution Award. He serves as Associate Editor for three journals and has supervised numerous PhD students through FMC2.
S. Yaser Samadi is an Associate Professor in the Department of Mathematics at the School of Mathematical and Statistical Sciences, Southern Illinois University Carbondale. He holds a Ph.D. in Statistics from the University of Georgia (2014) and maintains an active research program in advanced statistical methodologies. Education: Ph.D. in Statistics, University of Georgia, 2014 Research Interests: Dr. Samadi specializes in multivariate time series analysis, high-dimensional statistical inference, and tensor data analysis. His work addresses critical challenges in big data, symbolic data, and dimension reduction for time series through Bayesian analysis and sequential methods for dependent and independent data, yielding robust models for complex data structures. Publication Trends: His recent publications (2014-2023) emphasize time series analysis, dimension reduction, and innovative approaches for interval-valued and matrix-valued data. Key contributions include envelope models for vector autoregression, copula-based count data modeling, and sequential analysis techniques, bridging theoretical statistics with econometrics and data science applications. Scientific Awards: Outstanding Teacher of the Year, School of Mathematical and Statistical Sciences (2021) Advising: Dr. Samadi has mentored four Ph.D. students to completion: Rukayya Ibrahim (Assistant Professor, Penn State Harrisburg), Wiranthe Herath (Assistant Professor, Drake University), Tharindu De Alwis (Postdoctoral Fellow, WPI), and Hadi Safari Katesari (Teaching Assistant Professor, Stevens Institute of Technology). His Master's students Samira Zaroudi (CUNY) and Reginald Ziedzor (Amplify) have also achieved notable career placements.
John C. Butler is a Clinical Associate Professor in the Finance Department at the McCombs School of Business, University of Texas at Austin. He holds leadership roles as Academic Director of the Kay Bailey Hutchison Energy Center, Director of the MS Finance Program, and Director of the Energy Management Minor. His academic journey includes a PhD in Management Science and Information Systems from UT Austin (1998) and a BBA from Texas A&M University (1991). His research focuses on applications of decision analysis across domains including operations, finance, and information systems. Key areas include risk analysis, optimization, multi-attribute utility theory, and energy finance. His work integrates theoretical modeling with empirical validation to address complex decision-making challenges in both public and private sectors. Butler's publications demonstrate a consistent focus on decision modeling methodologies, with recent work emphasizing risk quantification and utility theory applications. His articles frequently intersect operations research, behavioral economics, and systems optimization, reflecting interdisciplinary approaches to solving managerial and policy problems. Awards and Honors: MBA Applause Award (2008, 2011) Finalist, INFORMS Franz Edelman Award (2004) INFORMS Decision Analysis Society Practice Award (2000) Fred Moore Teaching Award Dean's Research Fellowship, Ohio State University (2004) Leadership & Advising: Butler has supervised 11 PhD students to completion and secured significant grants including DOE funding for nuclear terrorism risk analysis. He directs multiple energy finance initiatives and serves on editorial boards for Decision Analysis and previously Decision Support Systems . Centers & Programs: As Academic Director of the Kay Bailey Hutchison Energy Center, he leads interdisciplinary energy research. He also developed the Energy Finance concentration and redesigned the MS Finance curriculum to incorporate quantitative energy market analysis.
Scientia Professor Robert Kohn is a distinguished academic at the University of New South Wales, holding a position in the School of Economics within the UNSW Business School. With a career spanning several decades, Professor Kohn has established himself as a leading expert in statistical methodology and econometric modeling. His research has significantly contributed to Bayesian statistics and computational methods for complex data analysis. Professor Kohn's research focuses on advanced statistical methodologies including Bayesian methodology, variable selection and model averaging, nonparametric regression models, time series modeling, multivariate Gaussian and non-Gaussian regression, and Markov chain Monte Carlo simulation algorithms. His work bridges theoretical statistics with practical applications across economics, finance, and cognitive science. His research demonstrates a consistent trajectory toward developing more efficient computational methods for complex statistical models, with recent work emphasizing variational Bayesian methods, particle filtering techniques, and applications to time series analysis. Analysis of his recent publications (2022-2025) reveals a strong focus on advancing computational statistical methods, particularly in Bayesian inference for complex models. His work shows increasing integration of machine learning techniques with traditional statistical methods, especially in handling high-dimensional data and complex time series structures. Professor Kohn has made significant contributions to variational inference methods, particle-based computational techniques, and applications to financial time series and cognitive modeling. Professor Kohn has maintained an exceptionally productive research career with continuous publication output since the 1970s, demonstrating remarkable longevity and adaptability in his research focus as statistical methodologies have evolved. His work shows strong international collaboration, particularly with researchers in Australia, the United States, and Europe, reflecting his standing in the global statistical community.
Professor Shaomin Wu is a faculty member at the University of Kent's Kent Business School, where he holds the academic rank of Professor of Business/Applied Statistics. He earned an MSc and PhD in applied statistics and has extensive industry experience, including a five-and-a-half-year stint at a global manufacturer in Shanghai before moving to the UK in 2001. He has held roles as a postdoctoral researcher and lecturer before joining Cranfield University and later the University of Kent. His research focuses on recurrent event data analysis, machine learning, and reliability mathematics, with funding from the EPSRC and ESRC. His research projects include managing risk in warranty servicing policies, smart data analytics for local government, and sustainable supply chain demand forecasting. He teaches modules such as risk analysis, reliability engineering, and machine learning. Currently supervising PhD students in time series forecasting, explainable AI, and recurrent event data analysis, he also serves as a co-chair of international conferences, editorial board member, and external examiner for doctoral degrees. Notably, he ranks among the top 2% of global scientists by Stanford University. His work integrates machine learning with business analytics, resilience engineering, and environmental sustainability. Key contributions include IoT-driven resilience methodologies for smart grids and unmanned systems, as well as frameworks for corporate carbon disclosure and maintenance optimization under uncertainty.
Academic Profile: Damir Filipovic is a Full Professor and the Swissquote Chair in Quantitative Finance at the College of Management of Technology (CDM) of École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He previously held academic positions at the University of Vienna, University of Munich, and Princeton University, and served as Head of the Vienna Institute of Finance. Research Focus: Quantitative finance, risk management, stochastic processes, term structure modeling, volatility risk, and machine learning applications in financial markets. Industry Collaboration: Co-developed the Swiss Solvency Test for insurance capital requirements while consulting for the Swiss Federal Office of Private Insurance. Publications: Contributed extensively to journals like Journal of Financial Economics, Mathematical Finance, and Annals of Applied Probability, with a textbook on Term-Structure Models. Academic Service: Editorial board member of multiple journals and organizer of advanced workshops on systemic risk and financial technology. Recent Research: His work emphasizes machine learning for portfolio risk management, kernel-based yield curve estimation, and robust stochastic modeling. Keynote speaker at international conferences on finance and insurance mathematics, with over 15 recent publications in 2023-2025 addressing high-dimensional financial problems, neural control systems, and causal inference in market data. Education: Ph.D. in Mathematics from ETH Zurich (2000). Graduate of ETH Zurich and University of Vienna. Teaching & Mentorship: Supervises current and former EPFL Ph.D. students in quantitative finance, including Nicolas Camenzind, Joshua Hayes, Andrea Ruglioni, and ten others. Former students like Damien Ackerer and Lotfi Boudabsa now lead research in risk management. Labs & Programs: Directs EPFL's Finance and Technology Programme, leads the Computational Finance Group (CSF) at EPFL, and contributes to Swiss Finance Institute initiatives. Scientific Leadership: Served on EPFL Committee of Academic Evaluation and Doctoral Program Finance committee.
Dan Lizotte is an Associate Professor jointly appointed to the Department of Computer Science in the Faculty of Science and the Department of Epidemiology and Biostatistics in the Schulich School of Medicine & Dentistry at Western University. Additional affiliations include the Schulich Interfaculty Program in Public Health and a cross-appointment to the Department of Statistics and Actuarial Sciences. Based in Middlesex College, London, Ontario, his contact email is dlizotte@uwo.ca. His research centers on machine learning and biostatistics for health decision support, with emphasis on sequential decision-making in chronic disease management where evolving patient health status and preferences inform adaptive interventions. Core contributions involve adapting reinforcement learning frameworks to model dynamic health decisions in public health and primary care settings, addressing methodological challenges in personalized medicine and risk prediction. Analysis of his publication record reveals consistent focus on healthcare applications of machine learning, particularly in chronic disease risk modeling using electronic medical records, intersectionality frameworks in public health AI, and Bayesian methods for dose personalization. His work bridges reinforcement learning with clinical decision support systems, advancing dynamic treatment regimes and statistical methodologies for evolving patient data. No scientific awards were mentioned in the provided text. The text does not specify any advisees, grant funding, or educational background details. Lizotte leads a research laboratory focused on machine learning applications in health, as evidenced by the dedicated lab site referenced in his contact information. His team likely explores intersections of statistical methodology, AI ethics, and clinical implementation for personalized health interventions.
Armando Rungi is a Professor of Economics at IMT School for Advanced Studies in Lucca, Italy. He teaches econometrics, international economics, and macroeconomics to PhD students. In addition to his academic role, he serves as a research fellow at the Observatory on Foreign Firms in Italy and has consulted for the European Commission, OECD, and UNCTAD on international trade and investment issues. His research focuses on international economics, industrial organization, applied econometrics, and statistical learning. Recent work emphasizes the organization of multinational enterprises, global value chains, labor markets, cyber-resilience of supply chains, and the integration of econometric and machine learning tools for policy evaluation and predictive analysis. His recent publications explore topics such as the impact of trade agreements, multinational enterprises' strategies, and the application of machine learning in predicting firm behaviors and evaluating economic policies. A common theme is the analysis of supply chain resilience, corporate ownership structures, and the effects of globalization on firms' competitiveness and productivity. No scientific awards are mentioned in the provided information. No advisees or grant details are listed in the text. His professional activities include consulting roles and research collaborations. He is affiliated with the Observatory on Foreign Firms in Italy, which evaluates the impact of multinational companies and strategies to attract foreign investment in Italy.
Christine Eckert is a Professor of Marketing Analytics at the TUM School of Management (Technische Universität München). She holds a doctorate in economics from Goethe University Frankfurt am Main and has previously held academic positions at University of Technology Sydney and EBS University of Business and Law. Education: Mathematics (Johannes Gutenberg University Mainz, Christian-Albrechts University Kiel); Economics (Goethe University Frankfurt am Main) Her research focuses on quantitative modeling of market participants' decisions, spanning consumer financial behavior, strategic innovation decisions, and corporate social responsibility. She also explores methodological advancements in management research, particularly causal inference techniques. Notable contributions include serving as co-editor for Big Data and Business Analytics (Journal of Business Research) and receiving an Australian Research Council Discovery Grant (2019-2021). Her work has been recognized with the Center for Financial Planning's Best Paper Award (2021). Key journals: Journal of the Academy of Marketing Science, Journal of Management, Journal of Marketing Research She contributes to academic governance through roles like Panel Member for New Zealand's Performance Based Research Fund (2018) and advisory board membership with Super Consumers Australia (since 2022).
LING Chun Kai is an Assistant Professor in the Department of Computer Science at the National University of Singapore (NUS), School of Computing. His research focuses on multiagent systems, computational game theory, and machine learning applications in adversarial real-world domains like cybersecurity and logistics. Educational background includes a PhD in Computer Science (2017-2023) from Carnegie Mellon University and a First Class BEng in Computer Engineering (2015) from NUS. Previously, he was a Postdoctoral Research Scientist at Columbia University. Current research interests span computational game theory, machine learning for multi-agent systems, equilibrium characterization in imperfect information settings, and applications in network security, logistics, and recreational games. Key methodological contributions include scalable algorithms for game solving, differentiable game solvers, and copula-based statistical modeling. Recent publications focus on attacker-defender graph games, language negotiation agents, and modeling games with incomplete information. Collaborations include researchers from Columbia University, Carnegie Mellon, and institutions working on GameSec, AAAI, Neurips, and ICML venues. Scientific Awards: IJCAI 2018 Distinguished Paper Award GameSec 2023 Best Paper Award GameSec 2024 Best Paper Award Singapore Teaching and Academic Research Talent Scheme (2024) Teaching includes courses on AI Planning and Decision Making (CS4246, CS5446) and Advanced Topics in Artificial Intelligence (CS6208).
Dan Kowal is an Associate Professor in the Department of Statistics and Data Science at Cornell University, joining in 2024. His research focuses on Bayesian models for large/dependent data, mixed data modeling, and interpretable uncertainty quantification. Key areas include public health, environmental justice, epidemiology, and economics. He holds a PhD from Cornell University (2017) and previously served as an Assistant Professor at Rice University. Awards include the Blackwell-Rosenbluth Award (2021), Army Research Office Young Investigator Award (2020), and Lindley Prize Honorable Mention (2024). Notable grants include NSF funding for adaptive dependent data models (2022–2025) and Army Research Office support for Bayesian prediction methods (2020–2022). His work addresses racial inequities in statistical modeling and has been published in top journals like JASA and Bayesian Analysis. He advises multiple PhD students and develops R packages (e.g., SeBR, countSTAR) for Bayesian regression and data synthesis. Teaching roles include Bayesian Statistics at both undergraduate and graduate levels.
Halina Frydman is a Professor in the Department of Statistics and Operations Research at the Leonard N. Stern School of Business, New York University, where she has been a faculty member since 1978. Her academic work bridges statistical theory and real-world applications in finance and labor economics. Institution: New York University School: Leonard N. Stern School of Business Department: Department of Statistics and Operations Research Academic Rank: Professor Email: hf2@stern.nyu.edu Education: Ph.D. in Mathematical Statistics, Columbia University, 1978 M.A. in Mathematical Statistics, Columbia University, 1974 B.S. in Physics and Mathematics, Cooper Union, 1972 Research Interests: Professor Frydman specializes in survival analysis and Markov processes , with a strong focus on their applications in financial modeling and labor market dynamics . Her work explores mixture models of Markov chains to capture heterogeneity in longitudinal data, particularly in the context of corporate credit rating migrations and employment/unemployment transitions. She also contributes to methodological advances in stochastic modeling and statistical inference for time-to-event data. Publication Trends: Her recent research, reflected in reconstructed articles, demonstrates a consistent focus on developing and applying advanced statistical models—particularly survival models, Markov chains, and mixture models—to problems in finance and economics. There is a clear progression toward more complex, data-driven models incorporating Bayesian methods, high-dimensional estimation, and time-varying effects. Scientific Awards: No awards explicitly mentioned in the source text. Advising and Grants: While specific advisees and grant funding are not listed in the available text, Professor Frydman's long-standing research program and publications in premier journals such as the Journal of the American Statistical Association and The Journal of Finance suggest a significant scholarly impact and likely history of research sponsorship. She teaches core courses including Regression & Forecasting Models , Stochastic Processes I , and Stochastic Models in Finance , indicating active engagement in graduate education. Labs and Research Teams: No specific laboratories or research groups are mentioned in the provided content. However, her research aligns with interdisciplinary efforts in financial statistics and econometric modeling, potentially involving collaboration within NYU’s broader quantitative research community.
