Find Academic Supervisors

• Financial Mathematics
• Applied Probability
• Derivatives Pricing
• +4 more

Matthew Lorig is a Professor in the Department of Applied Mathematics at the University of Washington, where he teaches in the Masters and PhD programs in Applied Mathematics, as well as the Computational Finance and Risk Management program. Prior to this role, he served as a Postdoctoral Researcher and Lecturer at Princeton University's Department of Operations Research and Financial Engineering. His academic journey includes a PhD in Physics from the University of California, Santa Barbara, and a BS in Physics from the University of Minnesota. Dr. Lorig's research focuses on Financial Mathematics and Applied Probability, with particular emphasis on derivative pricing, implied volatility dynamics, optimal investment strategies, static hedging, and algorithmic trading. Recently, he has expanded his work to include optimal bookmaking strategies for betting markets. His contributions have been recognized through awards such as the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME) Early Career Prize in 2016. He has held visiting appointments, including a Visiting Professorship at the University of Chile's Department of Engineering Mathematics in 2019. Currently, he serves as an Associate Editor for Applied Mathematical Finance and the SIAM Journal on Financial Mathematics . His research outputs include over 40 peer-reviewed articles, with a focus on mathematical finance, stochastic processes, and their applications to real-world financial systems. Education: PhD in Physics, University of California, Santa Barbara (Year not specified) BS in Physics, University of Minnesota (Year not specified) Awards: SIAG/FME Early Career Prize (2016) Professional Roles: Associate Editor, Applied Mathematical Finance Associate Editor, SIAM Journal on Financial Mathematics

Bertrand HespelView profile

Professor

• Quantum Physics
• Philosophy of Science
• Epistemology
• +5 more

Bertrand Hespel is a Professor at the Catholic University of Louvain. He holds a Doctor of Philosophy degree from the same institution, awarded on 30 June 2001. His research focuses on interdisciplinary areas including quantum physics, philosophy of science, epistemology, and the intersection of neurosciences, AI, and ethics. He has led multiple projects such as NHNAI (2022–2025) exploring neurosciences and AI, and PERGAMENUM21 (2014–ongoing) studying parchment conservation with a trans-disciplinary lens. His work also encompasses the philosophy of Alain Badiou and sustainable development epistemology. Education: Doctor of Philosophy (2001), Catholic University of Louvain. Research interests include quantum foundations, topological structures in physics, modal logic, and the ethical implications of technology. He collaborates across disciplines and countries, evident from projects like 'Science and Neutrality' and 'Study of the philosophy of Alain Badiou'. His recent publications (2017–2023) critically engage with gravitational theory, Gödel’s incompleteness theorems, Leibniz’s modal logic, and scientific literature. He actively participates in academic events and has delivered invited talks on topics like 'Why do scientists believe in what they do?' and organized seminars such as 'What is a Thing? – Topos Quantum Theory' (2023–2025). Through media contributions like 'Technologies will dictate our lives. Is there a democratic debate about this?' (2023), he bridges academic research with public discourse. His projects and activities reflect a commitment to exploring the boundaries between science, philosophy, and societal impact.

Laurence CarassusView profile

Professor

• Probability
• Mathematical Finance
• Economics
• +3 more

Laurence Carassus is a Professor at the University of Reims and holds a prominent position as former Dean of Research at Ecole Supérieure d'Ingénieurs Léonard de Vinci (ESILV), where she co-headed the multidisciplinary De Vinci Research Center (DVRC). She holds a PhD in Applied Mathematics from Paris 1 Panthéon-Sorbonne University and an HDR (Habilitation à Diriger les Recherches) from Paris 7 University. Previously, she served as an associate professor at Paris 7 University, created the Master in Statistical and Computer Engineering (Finance, Insurance, Risk), and worked as a Manager at Deloitte Risk Services in banking and energy sectors. Her research focuses on probability applied to finance and mathematical economics, particularly incomplete markets. She publishes in top journals like Mathematics of Operations Research and frequently presents at international conferences. She actively contributes to academic governance through thesis juries, HCERES committees, and refereeing roles. Key research trends include stochastic modeling in financial markets, robust optimization under uncertainty, and the convergence of pricing methodologies in incomplete market frameworks. Her work bridges theoretical stochastic analysis with practical applications in risk management and economic decision-making.

• Symplectic Geometry
• Geometric Group Theory
• Topology
• +7 more

Professor Jarosław Kędra is a Personal Chair in the Department of Mathematics at the School of Natural and Computing Sciences, University of Aberdeen. He holds a PhD (2000) and Habilitation (2008) from the University of Wrocław, and an MSc from the University of Szczecin (1996). His research spans symplectic geometry, geometric group theory, and topology, with recent work extending into mathematical finance. Research Interests: Kędra's primary research areas include symplectic geometry, bounded cohomology, geometric group theory, and Hamiltonian dynamics. He investigates algebraic and geometric structures in groups, particularly through bi-invariant metrics, quasimorphisms, and symplectic invariants. His recent publications also explore applications in financial mathematics, such as hedging and pricing in discrete multi-asset markets. The trends in his recent publications show a deep engagement with geometric and algebraic properties of groups, including quasi-isometry, boundedness, and cohomological aspects. Simultaneously, he applies mathematical rigor to problems in financial modeling, particularly in incomplete markets and hedging strategies, indicating an interdisciplinary reach. His work often involves collaboration with leading mathematicians such as Michael Brandenbursky, Światosław Gal, and Dusa McDuff. Scientific Awards: No specific awards are mentioned in the provided text. Kędra has advised students and collaborated extensively, though specific names of advisees are not listed. His work is supported by active research collaborations and publications in top-tier journals. He is involved in both pure mathematical research and applied topics in finance, suggesting a broad academic impact. His office is located in the Fraser Noble Building at the University of Aberdeen.

Stephan SturmView profile

Associate Professor

• Financial Mathematics
• Stochastic Analysis
• Stochastic Volatility Modeling
• +5 more

Stephan Sturm is an Associate Professor in the Department of Mathematical Sciences at Worcester Polytechnic Institute (WPI). He holds a PhD from the Technical University of Berlin (2010) and a BS/MS from the University of Vienna (2004). His research focuses on financial mathematics, stochastic analysis, and stochastic volatility modeling, with particular emphasis on portfolio optimization under incentive schemes and arbitrage-free pricing frameworks. He contributes to WPI's professional master's program in financial mathematics and advises students on theses and MQPs. His academic journey includes a postdoctoral position at Princeton University's Department of Operations Research and Financial Engineering. He has taught extensively at WPI and other institutions, covering topics like stochastic processes, financial risk management, and actuarial mathematics. His work bridges theoretical advancements in stochastic analysis with practical applications in financial engineering. Key research themes include XVA valuation (CVA/DVA/FVA), systemic risk analysis in financial networks, and optimal consumption-investment problems under market frictions. His publications address both foundational mathematical challenges and real-world market dynamics, often employing sophisticated stochastic calculus and numerical methods. Teaching highlights include courses on measure-theoretic probability, computational finance, and derivatives pricing. His contributions extend to curriculum development at WPI's IQP project centers in Asia, integrating financial mathematics with global industry challenges.

Bernard CornetView profile

Professor

• Microeconomic Theory
• Financial Economics
• General Equilibrium Theory
• +4 more

Bernard Cornet is the Oswald Distinguished Professor of Microeconomics at the University of Kansas, Department of Economics. His research focuses on microeconomic theory, financial economics, general equilibrium theory, dynamics, and optimization. He has contributed significantly to understanding hedging strategies, market frictions, arbitrage pricing, and nonlinear pricing rules in financial systems. His work spans theoretical economics, including studies on Pareto optimality, submodular financial markets, and risk-neutral probability measures. He has also edited special issues in honor of prominent economists like Nicholas C. Yannelis and Charalambos D. Aliprantis, highlighting his role in advancing academic discourse. His publications reflect a deep engagement with mathematical rigor and real-world financial applications, particularly in incomplete markets and asymmetric information models. Dr. Cornet’s research often bridges abstract economic theory with practical financial mechanisms, addressing topics such as utility maximization under constraints, equilibrium existence, and the implications of transaction costs. His work frequently appears in top journals, and he maintains an active presence in academic conferences and editorial roles.

Daniel BarczykView profile

Associate Professor

• Macroeconomics
• Public Finance
• Family Economics
• +1 more

Daniel Barczyk is an Associate Professor of Economics at McGill University, specializing in Macroeconomics, Public Finance, and Family Economics. He received his Ph.D. from New York University and holds undergraduate and master's degrees from the University of Toronto. Dr. Barczyk's research examines intergenerational transfers, long-term care policies, and lifecycle savings behavior. His work combines dynamic macroeconomic modeling with empirical analysis to study household decision-making across generations. Current projects investigate housing wealth as old-age insurance mechanisms and family risk-sharing arrangements in different cultural contexts. Dr. Barczyk's publications consistently focus on modeling family dynamics in macroeconomic frameworks, with recent expansion into Asian economies. His methodological approach integrates quantitative theory with policy evaluation. Awards & Grants: Best Paper Award in Economics (LBS 2010) SSHRC Insight Grant (2018-2021) FQRSC Young Scholar Research Grant Professional Service: MA Program Director at McGill Co-organizer of CIREQ Macro Conferences Referee for leading economics journals

• Contract Law
• Liability Law
• Construction Law
• +2 more

Matthieu Poumarede is a Professor at the University of Toulouse 1 Capitole , affiliated with the Faculty of Law and the Institute of Legal Studies of Urban Planning, Construction and the Environment (IEJUC) . His research focuses on Private Law , Contract Law , Liability Law , and Construction Law . Research Interests: Contractual obligations and liability Real estate law reforms Environmental law integration into civil liability Urban development and housing policy Construction defect guarantees Condominium and co-ownership regulations Publications: His work emphasizes trends in real estate law , construction liability , and legal compliance in housing , with recent analyses on metaverse property, Pinel policy, and post-Macron-era reforms. Advising & Grants: No specific students or grants mentioned in the provided text.

Ioannis KaratzasView profile

Professor

• Stochastic Analysis
• Mathematical Finance
• Probability Theory
• +3 more

Ioannis Karatzas is the Eugene Higgins Professor of Applied Probability at Columbia University, holding appointments in both the Department of Mathematics and Department of Statistics. His work bridges Stochastic Analysis , Mathematical Finance , and Optimization , with a focus on utility maximization, market equilibrium, and stochastic control problems. Research Interests: Stochastic processes, financial mathematics, optimal stopping, singular control, and portfolio optimization. His contributions include foundational work on martingale methods in incomplete markets and the development of stochastic portfolio theory. Books: Co-authored Brownian Motion and Stochastic Calculus and Methods of Mathematical Finance , both standard references in stochastic analysis and quantitative finance. Teaching: Taught advanced courses like Stochastic Methods in Finance and Probability , covering topics from arbitrage theory to optimal consumption. Doctoral Students: Advised 18 PhD students, including notable researchers in stochastic control, financial economics, and optimal stopping.

Julian NyarkoView profile

Professor

• Computational Law
• Contract Law
• Algorithmic Fairness
• +5 more

Julian Nyarko is Professor of Law at Stanford Law School and Associate Director of Stanford's Institute for Human-Centered Artificial Intelligence (HAI). He applies computational methods to study contract law, algorithmic fairness, and empirical legal questions. His research develops AI tools for contract analysis and evaluates bias in legal algorithms, with work published in Science Advances, PNAS, and leading law journals. Professor Nyarko teaches Contracts, Learning from Evidence, and policy practicums on algorithmic decision-making. He directs the Law and Policy Lab, where students tackle real-world problems like pretrial detention bias and philanthropic fund management. His courses emphasize empirical methods and computational approaches to legal analysis. Current research includes developing benchmarks for legal reasoning in large language models (LegalBench), analyzing racial bias as a multi-stage problem in criminal justice, and studying contractual evolution in M&A agreements. He leads projects on equitable algorithm design and impact investing. HAI Hoffman-Yee Grant: Data in the Age of Generative AI (2024) Arnold Ventures Grant: Algorithmic Masking in Prosecutorial Decisions (2023) NSF Grant: Privacy in Software Systems (2022)

Thorsten MoenigView profile

Associate Professor

• Actuarial Science
• Insurance Economics
• Applied Game Theory
• +6 more

Thorsten Moenig serves as Associate Professor in the Department of Risk, Actuarial Science and Legal Studies at Temple University's Fox School of Business, where he directs the Actuarial Science Masters’ program and teaches undergraduate and graduate courses including Theory of Interest, Long-Term Actuarial Modeling, and Actuarial Corporate Finance. His academic credentials include a Master’s degree in Actuarial Science from the University of Connecticut and a PhD in Risk Management and Insurance from Georgia State University. He maintains professional designation as an Associate of the Society of Actuaries (ASA). Dr. Moenig's research program bridges actuarial science, insurance economics, and behavioral decision theory, with concentrated expertise in retirement income products. His work critically examines variable annuities and RILAs through the dual lenses of insurer valuation/hedging challenges and policyholder behavioral responses to complex guarantees. Recent publications demonstrate sophisticated integration of stochastic modeling, dynamic programming, and experimental economics to address market imperfections in insurance product design. Analysis of his 15 most recent publications reveals dominant research trajectories in retirement product innovation (particularly RILAs), nuanced exploration of policyholder behavior under uncertainty, and methodological advances in valuation techniques. The corpus shows increasing interdisciplinary convergence between traditional actuarial science and behavioral economics, with growing emphasis on practical implications for product design in incomplete markets. His scholarly recognition includes: 2017 Redington Prize from the Society of Actuaries Two Outstanding Teacher Awards by Gamma Iota Sigma's Sigma chapter As program director and editorial board member of the Journal of Risk and Insurance, Dr. Moenig actively shapes actuarial education and research discourse. His teaching portfolio spans foundational theory (AS 2502/5101 Theory of Interest) to advanced applications (AS 5126 Option Pricing), reflecting comprehensive expertise across the actuarial curriculum. Current research directions suggest continued exploration of behavioral aspects in retirement product markets and computational advances in complex guarantee valuation. He leads Temple University's Actuarial Science Masters’ program, overseeing curriculum development and academic operations for this specialized graduate track within the Risk, Actuarial Science and Legal Studies department.

Gurdip BakshiView profile

Professor

• Asset Pricing
• Option Valuation
• Financial Economics
• +7 more

Gurdip Bakshi is the Marvin Wachman Professor of Finance at Temple University's Fox School of Business and Management. He previously held the Dean’s Professorship at the University of Maryland's Smith School of Business. His research focuses on asset pricing, option valuation, term structure of interest rates, commodity markets, and market crashes. He has held editorial roles with journals such as the Review of Financial Studies and Journal of Financial and Quantitative Analysis . Bakshi's research interests span stock valuation, international finance, and risk premiums, with recent work exploring hedge fund opaqueness, recovery theorems, and crash probability forecasting. He teaches courses including International Finance, Financial Economics, and Empirical Asset Pricing. His publications appear in top-tier journals like the Journal of Finance , Review of Financial Studies , and Management Science . His work often addresses market incompleteness, volatility dynamics, and derivative pricing anomalies. He has contributed to understanding default risk, cross-currency models, and the implications of volatility uncertainty. Bakshi’s research bridges theoretical and empirical finance, with a focus on practical applications in financial markets.

• Epidemiology
• Mathematical Modeling
• Statistical Methods
• +12 more

Simon Cauchemez is the Head of the Mathematical Modelling of Infectious Diseases Unit at the Institut Pasteur in Paris, France, a position he has held since 2013. His research is centered on developing advanced statistical and mathematical models to understand infectious disease transmission, assess public health interventions, and support policy-making during outbreaks. He works closely with national and international public health agencies, particularly in the context of emerging diseases such as COVID-19, dengue, and zoonotic threats. His research interests span epidemiology, mathematical modeling, Bayesian statistics, data integration, and public health. He employs multidisciplinary approaches that incorporate epidemiological, demographic, climatic, genomic, and social data to model disease dynamics across multiple scales—from intra-host to global levels. His work has been pivotal in shaping responses to the COVID-19 pandemic, with dedicated modeling efforts documented on the Institut Pasteur’s COVID-19 modeling platform . The 15 most recent publications highlight a strong focus on epidemic forecasting, vaccine effectiveness, household transmission dynamics, and the integration of genomic and serological data. Key themes include dengue forecasting using climate data, evaluation of RSV and measles vaccines, SARS-CoV-2 variant transmission, and the development of statistical methods for handling incomplete epidemiological data. His modeling frameworks are applied to a wide range of pathogens, including SARS-CoV-2, dengue, pertussis, and zoonotic viruses like Nipah and MERS-CoV. Principal Investigator, SocialCov Project (SARS-CoV-2 contact survey) Lead, Assessing Threats from Zoonotic Viruses (MERS-CoV, Nipah, Plague) Co-PI, Understanding Whooping Cough Resurgence in Europe (genomic-epidemiological-sociological integration) Member, INCEPTION – Institut Convergence for the study of Emergence of Pathology Through Individuals and Populations Steering Committee Member, LabEx IBEID (Integrative Biology of Emerging Infectious Diseases) He has advised numerous PhD students and postdoctoral researchers in the fields of epidemiology and modeling. His unit regularly contributes to public health decision-making, particularly during epidemics, and he leads a one-week Pasteur Course on Modeling of Infectious Diseases for students and professionals. His laboratory, part of the broader research ecosystem at the Institut Pasteur, collaborates extensively with units in microbiology, virology, and public health. The team is embedded within transversal initiatives such as the LabEx IBEID and the INCEPTION convergence institute, which promote interdisciplinary research in emerging diseases.

• Decision Analysis
• Supply Chain Management
• Operations Research
• +3 more

Alessio Ishizaka is a Professor in Decision Analysis at the University of Portsmouth's Department of Information Systems, Supply Chain Management & Decision Support within the Faculty of Business and Law. He previously served as Head of Department (2019-2022) and Deputy Director of the Centre of Operational Research and Logistics. He has held positions at the University of Exeter, University of York, and Audencia Grande Ecole de Management Nantes, with visiting professorships in Italy, France, and Germany. PhD from University of Basel (Switzerland) His research focuses on Multi-criteria Decision Analysis , Supply Chain Management , and Decision Support Systems . Recent work includes applications of fuzzy VIKORSort for pandemic logistics, hybrid BWM-TOPSIS models for sustainable manufacturing, and blockchain integration for decarbonization in industry 4.0. He authored the seminal textbook Multicriteria Decision Analysis: Methods and Software and has been involved in numerous European-funded research initiatives. His collaborative projects span healthcare logistics, agricultural sustainability, and technological risk assessment. As a methodological innovator, he has advanced PROMETHEE-GAIA visualization frameworks, developed consensual group decision-making approaches, and optimized sorting methodologies for complex systems including academic researcher classification and medical emergency location planning.

Lorenzo BastianelloView profile

Associate Professor

• Mathematical Economics
• Decision Theory
• Financial Mathematics
• +5 more

Lorenzo Bastianello is an Associate Professor at the Department of Economics, Ca' Foscari University of Venice. His research focuses on mathematical economics, decision theory, and financial mathematics, with a particular emphasis on behavioral finance, subjective probability, and nonlinear pricing models. Research Interests: Risk and ambiguity in economic decision-making Cumulative prospect theory applications Arbitrage pricing and market completeness Topological and dynamic approaches to time preferences Publications: His recent work includes analyses of gain-loss hedging, nonlinear pricing rules, and dynamically consistent rationality frameworks in economic theory. Contact: Office hours available via appointment at San Giobbe campus (Office C2.116).