Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects
Yali Tang is an Assistant Professor in the Department of Mechanical Engineering at Eindhoven University of Technology (TU/e), specializing in fluid dynamics and transport phenomena within multiphase flows and physicochemical conversions . Her work targets Iron Power technology , green steel production , and alkaline water electrolysis for hydrogen generation, combining advanced computational models with experimental validation . Education: Master's in Chemical Engineering from Sichuan University (2011) PhD in Mechanical Engineering at TU/e (2015) with Prof. Hans Kuipers Research Interests: She focuses on interphase interactions , interfacial transport mechanisms , and high-resolution simulations (down to 40 nm mesh) to predict bubble coalescence and film dynamics. Her studies on hydrogen bubble growth , dendritic iron formation , and gas distribution in electrolyzers aim to refine reactor design and industrial processes. Collaborations with industrial partners ensure practical applicability of her computational models. Recent Publications: Her 2025 work includes dimensional analysis of liquid film formation, solutal Marangoni effects in electrolysis, and X-ray validation of gas distribution models. Earlier studies (2020–2023) cover defluidization behavior of iron fines, CFD-DEM modeling of raceways, and acoustic field applications in particle dynamics. Labs & Collaborations: She leads computational efforts within the Power & Flow group under Prof. Niels Deen, contributing to the EIRES Research cluster. Her work bridges academic research with industrial innovation in fluid dynamics and energy transition technologies.
Prof. Norbert Lütkenhaus is a Professor and Executive Director of the Institute for Quantum Computing (IQC) at the University of Waterloo, cross-appointed to the Department of Applied Mathematics. He holds affiliations with Perimeter Institute and the Centre for Applied Cryptographic Research. His research focuses on quantum communication theory, particularly quantum key distribution (QKD) and quantum repeaters. He has pioneered methods to bridge abstract quantum protocols with practical optical implementations, emphasizing secure key rate calculations and overcoming quantum channel limitations. Education: PhD (2003) in Physics from University Erlangen-Nürnberg, MSc (1993) and BSc (1990) from Ludwig-Maximilians-Universität München and RWTH Aachen, respectively. Awards include the 2015 American Physical Society Outstanding Referee Award and a 2009 University of Waterloo Excellence Award. Research interests span QKD protocols (e.g., decoy-state BB84, phase-error mitigation), quantum repeater architectures, and entanglement verification. He develops numerical tools for key rate analysis and addresses implementation security loopholes. His work includes theoretical frameworks for long-distance quantum communication and practical QKD system optimizations. Teaching includes courses on quantum information processing (PHYS 768/QIC 890) and mechanics (PHYS 115). He contributes to international standards via ETSI’s QKD-ISG and the QCrypt steering committee. His patents cover QKD system designs and phase-randomization techniques.
Dr. Keke Wu is an Assistant Professor in Information Studies at the University of Maryland, College Park, appointed as of August 2025. She leads the UMD Lived Data Collective, a research group focused on making data cognitively accessible, emotionally resonant, and socially impactful through visualization. Her expertise spans: Data Science, Analytics, and Visualization Human-Computer Interaction Accessibility and Inclusive Design She has published extensively in leading venues like ACM CHI, IEEE VIS, and ACM ASSETS, including a Best Paper Award at CHI 2021. Dr. Wu’s work bridges computer science, cinematic arts, and creative technology to reimagine data representation for diverse audiences. She is affiliated with the following research centers: Artificial Intelligence Interdisciplinary Institute at Maryland (AIM) Human-Computer Interaction Lab (HCIL) Maryland Initiative for Digital Accessibility (MIDA) Social Data Science Center (SoDa)
Professor Carl Edward Rasmussen is affiliated with the University of Cambridge , where he focuses on Machine Learning , Probabilistic Inference , Decision Making , and Reasoning Under Uncertainty . His work bridges theoretical advancements with practical applications in robotics, control systems, and computational biology. Academic Affiliation: University of Cambridge Academic Role: Professor His research emphasizes scalable Gaussian process methods, Bayesian system identification, and reinforcement learning. Recent projects include transfer learning for antibacterial discovery , graph neural processes for molecular functions , and efficient variational inference techniques . Key themes in his publications highlight uncertainty quantification , model generalization , and nonparametric approaches . Notable Scientific Contributions Advancements in sparse Gaussian process hyperparameter estimation Framework for Bayesian system identification in dynamic systems Hybrid models combining transformers and Gaussian processes
Quanquan Liu is an Assistant Professor of Computer Science at Yale University. His research focuses on algorithms for large data, dynamic and distributed graph algorithms, parallel computing, differential privacy, and Byzantine-resilient systems. He holds a PhD in Computer Science from MIT's Theory Group and has held postdoctoral positions at Northwestern University and MIT. Education: PhD in Computer Science, MIT (Advisors: Erik Demaine and Julian Shun) MEng in Computer Science, MIT B.S. in Computer Science and Math, MIT (Advisor: David Karger) Research Interests: Theory and practice of algorithms for large-scale data, dynamic/distributed graph algorithms, parallel and high-performance computing, differential privacy, and Byzantine-resilient algorithms. Recent Highlights: His work includes practical differentially private graph algorithms, efficient parallel algorithms for graph problems, and fair course allocation mechanisms. Notably, he received the Best Paper Award at SPAA 2022 for parallel dynamic graph algorithms. Service: PC member for PPoPP, ESA, SPAA, and ALENEX Coach for USA Computing Olympiad (USACO) and Northwestern's ICPC team Current Group: Advising PhD students Felix Zhou and Pranay Mundra, and Master's student Jinghua Sun.
Aaron Smith is an Associate Professor in the Department of Mathematics and Statistics at the University of Ottawa, affiliated with the Faculty of Science. He holds a PhD from Stanford University. His research focuses on applied probability, computational statistics, Monte Carlo methods, and Markov chains, with an emphasis on advancing theoretical understanding and practical applications of these methodologies. Dr. Smith's work includes contributions to community detection algorithms, Markov chain mixing times, and synthetic health data generation. His recent publications explore topics such as nonstandard Dirichlet form representations, perturbation analysis of MCMC algorithms, and sparse Bayesian multidimensional scaling. He advises students in applied probability and has supervised postdoctoral researchers in related fields. His research interests span a wide range of topics, including stochastic processes, statistical inference, and algorithm design. He is particularly known for his analysis of convergence rates in Markov chains and the development of efficient sampling techniques for complex models. His interdisciplinary work bridges theoretical mathematics and practical computational challenges in data science and healthcare. Dr. Smith collaborates on projects involving synthetic data frameworks for privacy-preserving applications and has contributed to foundational work on mixing times and perturbation effects in stochastic systems.
Professor Alexander Scott is a faculty member at the University of Oxford, holding positions as Professor of Mathematics and Dominic Welsh Tutor in Mathematics at Merton College. His research focuses on combinatorics, probability, algorithms, and graph theory, with a particular interest in the interplay between local and global structures in networks. He has organized the Oxford Combinatorics Seminar and co-founded the online Oxford Discrete Mathematics and Probability Seminar, fostering collaboration in these fields. Professor Scott’s work bridges theoretical foundations with applications in statistical physics and algorithmic design. He has supervised numerous graduate students in combinatorics and regularly teaches undergraduate courses in analysis and discrete mathematics. His contributions include advancements in extremal graph theory, probabilistic methods, and structural combinatorics, with over 150 publications in prestigious journals. He actively organizes academic events such as the annual One-Day Meeting in Combinatorics, hosting speakers from around the world. Despite the absence of explicit awards noted, his prolific research output and academic leadership reflect significant contributions to the field. His current interests continue to explore the Erdős-Hajnal conjecture, induced subgraph densities, and algorithmic challenges in combinatorial structures.
Prof. Dr. Rudi Zagst is a Professor of Mathematical Finance at the Technical University of Munich (TUM), where he serves as Head of the Department of Mathematical Finance within the TUM School of Computation, Information and Technology. He has held this position since 2001 and is actively involved in teaching, research, and academic leadership. In 2003, he was appointed as a second member of the Faculty of Economics, and since 2004, he has served as Deputy Chairman of the joint elite degree program 'Finance & Information Management' of the University of Augsburg and TUM. Prof. Zagst earned his doctorate in business mathematics from the University of Ulm, where he later completed his habilitation in 2000. His academic journey began with a professional career at HypoVereinsbank AG, where he served as Head of Product Development in Institutional Investment Management before becoming Managing Director of RiskLab GmbH in 1997. His research focuses primarily on financial engineering, risk management, and asset management, with particular emphasis on portfolio optimization, mathematical finance, and quantitative risk management. His work bridges theoretical finance with practical applications, often incorporating advanced mathematical techniques to solve complex financial problems. Recent publications demonstrate his continued interest in GARCH models, portfolio optimization under various constraints, and the application of machine learning techniques to financial problems. Analysis of his recent publications (2024-2025) reveals a strong focus on portfolio optimization under complex market conditions, particularly using GARCH models to capture volatility dynamics. His work increasingly incorporates machine learning techniques (as seen in the credit spread analysis paper) while maintaining rigorous mathematical foundations. Many papers explore the intersection of theoretical finance with practical investment strategies, reflecting his commitment to bridging academic research with real-world financial applications. Professor of the Year 2007 (awarded by Unicum Profession magazine) Prof. Zagst has supervised numerous bachelor's, master's, and doctoral theses through TUM's Finance and Actuarial Science research group. His collaborative work with industry partners through the TUM CAIR Labs and RiskFactory demonstrates strong connections between academic research and practical financial applications. He has received research funding through various industry partnerships with major financial institutions including Allianz, Munich Re, and ERGO Group AG. Prof. Zagst leads the Research Group Finance and Actuarial Science at TUM, which includes Professors Matthias Scherer, Aleksey Min, and Christoph Knochenhauer. The group maintains strong industry connections through the TUM CAIR Labs initiative, collaborating with over 25 financial institutions including Allianz, Munich Re, Deloitte, PwC, and KPMG. Their RiskFactory laboratory serves as a bridge between academic research and practical financial risk management applications in the industry.
Olaf Steinbach is a University Professor (Univ.-Prof.) at the Institute of Applied Mathematics at Graz University of Technology. His academic career spans over three decades with continuous research activity from 1992 to the present, including publications scheduled for 2026. He serves as a project manager for several research initiatives including the Special Research Area (SFB) F90 Computational Electric Machine Laboratory, which runs from 2022 to 2026. Professor Steinbach's research interests primarily focus on Numerical Analysis and Computational Mathematics . His work centers around developing and analyzing advanced numerical methods, particularly Finite Element Methods (FEM) and Boundary Element Methods (BEM), for solving partial differential equations (PDEs) and optimal control problems. His research spans both theoretical aspects (such as error analysis, stability, and convergence) and practical applications (including electric machines, electromagnetics, and biomechanics). He has made significant contributions to space-time finite element methods, which treat time as an additional dimension in the discretization process, leading to more robust and efficient solvers for time-dependent problems. Analysis of his recent publications (2021-2026) reveals a strong focus on optimal control problems governed by partial differential equations, with particular emphasis on elliptic, parabolic, and hyperbolic PDEs. His work demonstrates a consistent pattern of developing robust numerical methods with rigorous error analysis, often incorporating regularization techniques to handle challenging constraints. The applications span computational electromagnetics (particularly electric machines), fluid dynamics, and wave propagation problems. His research increasingly incorporates advanced computational techniques including parallel computing and isogeometric analysis. Professor Steinbach has supervised numerous doctoral students and has been actively involved in organizing academic events, including summer schools on Boundary Element Methods. His collaborative network extends across multiple disciplines and institutions, reflecting the interdisciplinary nature of his work in computational mathematics. His research has been supported through multiple significant projects including DK-W1244 Doctoral Program on Partial Differential Equations, the EU CASOPT project on optimization of industrial devices, and the ongoing Special Research Area on Computational Electric Machine Laboratory. These projects demonstrate his leadership in establishing research frameworks that bridge theoretical mathematics with practical engineering applications. Professor Steinbach maintains an active research group within the Institute of Applied Mathematics, collaborating closely with researchers in computational engineering, electrical engineering, and biomechanics. His work on the Computational Electric Machine Laboratory represents a particularly strong interdisciplinary effort combining mathematical theory with electrical engineering applications.
Melanie Weber is an Assistant Professor of Applied Mathematics and Computer Science at Harvard University's John A. Paulson School of Engineering and Applied Sciences (SEAS), leading the Geometric Machine Learning Group. Her research focuses on leveraging geometric structures in data for designing efficient machine learning and optimization algorithms with theoretical guarantees. She holds a PhD from Princeton University (2021) and has held fellowships at the Mathematical Institute of Oxford, Brasenose College, and the Simons Institute. Her work bridges geometry, optimization, and machine learning, with funding from NSF, Sloan Foundation, and Harvard initiatives. Education : PhD in Applied Mathematics, Princeton University (2021) BSc/MSc in Mathematics and Physics, University of Leipzig (2016) Research Interests : Dr. Weber's research integrates geometric principles into machine learning and optimization, focusing on non-Euclidean spaces, graph structures, and manifold-based methods. Key areas include optimization on Riemannian manifolds, curvature-based analysis (e.g., Ricci curvature), and developing algorithms resilient to data geometry challenges like over-smoothing in graph neural networks. Her work emphasizes theoretical foundations while addressing practical scalability in high-dimensional data. Awards & Recognition : 2024 Sloan Research Fellowship 2023 Leslie Fox Prize in Numerical Analysis 2023 NSF Grant for Geometric Optimization Grants & Funding : Supported by National Science Foundation (NSF), Alfred P. Sloan Foundation, Aramont Foundation, Harvard Dean’s Fund, and Harvard Data Science Initiative. Labs & Collaborations : Leads the Geometric Machine Learning Group at SEAS, collaborating with institutions like MIT, Max Planck Institute, and industry labs (Facebook, Google, Microsoft). Active in organizing workshops on geometric methods and curvature analysis.
Zhe Zeng is an incoming Assistant Professor in the Department of Computer Science at the University of Virginia starting July 2025. Currently, she serves as a Faculty Fellow in the Computer Science Department at New York University. She earned her Ph.D. in Computer Science from UCLA in 2024 under Professor Guy Van den Broeck, and her B.S. in Mathematics from Zhejiang University in 2018. Research Focus: Dr. Zeng specializes in neurosymbolic AI and probabilistic machine learning, developing methods that integrate symbolic knowledge (logical constraints, graph structures) with probabilistic uncertainty. Her work spans three core areas: Reasoning: Probabilistic inference, tractable probabilistic models Learning: Constrained deep learning, graph ML, weakly supervised learning Trustworthiness: Explainability, uncertainty quantification, domain-knowledge integration Awards & Honors: Rising Star in EECS (2023) Amazon Doctoral Fellowship (2022) NEC Research Fellowship (2021) ICML Travel Award (2018) Outstanding Graduate, Zhejiang University (2018) Advising & Mentoring: Has supervised six students including PhD candidates and undergraduates at UCLA, Tsinghua, and CAS, with placements at Princeton and UT Austin. Academic Service: Regularly reviews for NeurIPS, ICML, ICLR, UAI; served as UAI 2023 discussant; active in WiML mentorship programs.
Rima Alaifari is currently an Assistant Professor for Applied Mathematics at ETH Zürich , where she works on applied analysis, inverse problems, and scientific machine learning. Her research emphasizes stability analysis and regularization of inverse problems, applied harmonic analysis, phase retrieval, and operator learning. She is an associated member of the ETH AI Center and will transition to a full professorship at RWTH Aachen University in 2025 as Chair of Analysis and its Applications. Education : PhD in Mathematics (2010–2014, Vrije Universiteit Brussel); MSc in Applied and Industrial Mathematics (2005–2010, Johannes Kepler University) Research Focus : Stability estimates for inverse problems, phase retrieval in wavelet/Gabor transforms, operator learning with neural networks, and deep learning robustness. Article Trends : Her recent work bridges harmonic analysis with machine learning, focusing on phase retrieval stability, adversarial perturbations in imaging, and mathematically grounded neural operator frameworks like ReNO and CNO. Advising : She has supervised PhD students like Tandri Gauksson and Matthias Wellershoff. Former postdoctoral researchers include Francesca Bartolucci (now at TU Delft) and Jesse Railo (Finnish Inverse Prize winner).
Benjamin Grimmer is an Assistant Professor in the Department of Applied Mathematics and Statistics at Johns Hopkins University. He is affiliated with the Mathematical Institute for Data Science (MINDS) and the Data Science & AI Institute. His research focuses on designing and analyzing algorithms for continuous optimization, particularly in nonconvex, nonsmooth, and adversarial settings. Grimmer’s work bridges classical optimization theory and modern machine learning challenges, leveraging computer-assisted proof techniques to advance algorithmic foundations. He earned his PhD in Operations Research from Cornell University, advised by Jim Renegar and Damek Davis. His doctoral work was supported by a National Science Foundation fellowship. Grimmer has held research positions at Google and the Simons Institute, exploring adversarial optimization and continuous-discrete optimization interfaces. His current work is supported by the Air Force Office of Scientific Research and a 2024 Alfred P. Sloan Fellowship. Research interests include algorithm design for stochastic/nonconvex/nonsmooth optimization, computer-aided proof methods, and meta-optimization tools like stepsize schedules. His recent studies, including work on gradient descent acceleration via long steps, were highlighted in Quanta Magazine (2023). Education: PhD in Operations Research, Cornell University (advisor: Jim Renegar and Damek Davis) Awards: Alfred P. Sloan Fellowship in Mathematics (2024) National Science Foundation Graduate Fellowship (PhD support) Dr. Grimmer advises a research group including PhD candidates Ning Liu, Thabo Samakhoana, Alan Luner, Yue Wu, and others. His lab explores optimization algorithms through both theoretical and applied lenses, collaborating closely with industry and academic partners.
Paul G Dupuis is the IBM Professor of Applied Mathematics at Brown University. His research focuses on applications of probability theory, stochastic processes, control theory, and numerical methods. He holds affiliations with the American Mathematical Society, Society for Industrial and Applied Mathematics (SIAM), and the Institute for Mathematical Statistics (IMS). His work emphasizes large deviation theory, Markov chain approximations, Monte Carlo simulation, and partial differential equations. Education: Ph.D. in Applied Mathematics from Brown University (1985), M.S. from Northwestern University (1982), and B.S. from Brown University (1981). Research Interests: Control of deterministic and stochastic processes, differential games, numerical methods, operations research, and stochastic processes. His contributions include foundational work on large deviation theory, risk-sensitive control, and queueing networks. Awards: Elected SIAM Fellow (2010), Fellow of the Institute for Mathematical Statistics (2011), IBM Professor of Applied Mathematics (2012), and AMS Fellow (2014). Previously held an NSF Postdoctoral Fellowship (1985-1988). Grants: Current funding from the Army Research Office and National Science Foundation. Key collaborations include work on stochastic approximation, constrained diffusions, and reflected Brownian motion. Teaching: Courses include Operations Research: Probabilistic Models, Information Theory, and Advanced topics in Probability and Stochastic Control.
