Yee Whye Teh is a Professor at the Department of Statistics, University of Oxford, and a research scientist at DeepMind. His work focuses on statistical machine learning, including probabilistic learning, Bayesian nonparametrics, deep learning, and Monte Carlo methods. He co-directs the ELLIS programme on Robust Machine Learning and has held roles such as Programme Co-chair for ICML 2017. Teh has delivered keynotes at UAI 2019, an IMS Medallion Lecture at JSM 2019, and the Breiman Lecture in 2017. His research emphasizes scalable inference algorithms, hierarchical models, and applications in genetics and natural language processing. Teh's educational background includes a PhD from the University of Toronto (2003) and a Master's from the same institution (2000). He has contributed to widely used software tools like the Sequence Memoizer and has been recognized for his work through prestigious lectureships. Research interests span Bayesian nonparametric models, MCMC methods, and their applications in genetics and data compression. His lab collaborates on projects like fragmentation-coagulation processes for genetic variation modeling and Mondrian forests for online learning. Teh advises students through Oxford's graduate programs, though he notes high demand for mentorship. His work often bridges theory and practice, addressing challenges in big data learning and small data problems.
Xin Guo is Professor and Department Chair of Industrial Engineering and Operations Research (IEOR) at UC Berkeley's College of Engineering, holding the Coleman Fung Chair in Financial Modeling. Her research bridges mathematical finance, stochastic control, and machine learning with applications in risk analytics and quantitative trading. Education: Ph.D. in Mathematics, Rutgers University (1999) Research Interests: Professor Guo's work centers on mathematical finance , stochastic games , and reinforcement learning . She develops theoretical frameworks for α-potential games and mean-field systems while applying signature methods and GANs to financial data. Her research addresses critical problems in portfolio optimization, fraud detection (e.g., Medicare analytics), and market forecasting, emphasizing the intersection of stochastic control with machine learning for real-world decision-making under uncertainty. Publication Trends: Recent work (2023-2025) shows increasing focus on multi-agent reinforcement learning through mean-field game theory, with applications spanning finance (corporate bonds, trading), healthcare (fraud detection), and transportation (rate forecasting). Key innovations include BSDE approaches for stochastic games, signature-based time series analysis, and theoretical guarantees for GAN training dynamics. Scientific Awards: Holds the prestigious Coleman Fung Chair in Financial Modeling, reflecting significant contributions to quantitative finance research. Advising and Grants: As IEOR Department Chair, Professor Guo mentors graduate students in stochastic modeling and financial engineering. Her research is supported by the Coleman Fung Endowment Fund, with collaborations spanning finance, healthcare, and transportation sectors through industry partnerships. Labs and Teams: Leads the Risk Analytics & Data Analysis Research (RADAResearch) Lab ( https://risklab.ieor.berkeley.edu/ ), which develops cutting-edge methodologies for risk assessment, data-driven decision-making, and game-theoretic solutions to complex systems. The lab fosters interdisciplinary work connecting mathematical theory with practical applications in FinTech and beyond.
Jonathan T. Barron is a Researcher at Google DeepMind in San Francisco, specializing in Computer Vision , Neural Rendering , and 3D Scene Reconstruction . He earned his PhD at UC Berkeley under Jitendra Malik and has pioneered advancements in NeRF (Neural Radiance Fields) and diffusion-based 3D generation. Research Interests : Computer Vision, Deep Learning, Generative AI, Image Processing, and 3D Reconstruction via Radiance Fields. His work includes Bolt3D for rapid 3D scene generation, CAT3D/CAT4D for text-to-3D/4D, and Zip-NeRF for anti-aliased radiance fields. He has also developed real-time rendering frameworks like SMERF and NeRF-Casting for reflections. Scientific awards: PAMI Young Researcher Award He has served as Area Chair for CVPR, ICCV, and NeurIPS, and his research is widely adopted in applications like Google's Lens Blur , Portrait Mode , and Jump VR .
Liming Feng is an Associate Professor at the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, and has served as Director of the Master of Science in Financial Engineering (MSFE) program since 2022. His academic career at the university spans from Assistant Professor (2006-2012) to his current role. He earned his Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2006), an M.S. in Mathematics from Northwestern University (2000), and a B.S. in Mathematics from Beijing Normal University (1997). Ph.D., Industrial Engineering and Management Sciences, Northwestern University, 2006 M.S., Mathematics, Northwestern University, 2000 B.S., Mathematics, Beijing Normal University, 1997 Feng’s research focuses on Financial Engineering, Stochastic Modeling, and Computational Methods. He has contributed extensively to quantitative finance, particularly in options pricing, portfolio optimization, and market impact models. His work leverages advanced numerical methods, Fourier transforms, and stochastic calculus to solve complex financial problems. The trends in his publications highlight expertise in Levy processes, jump diffusion models, and numerical algorithms for financial derivatives. He has developed innovative techniques for Bermudan options pricing, discretely monitored barrier options, and portfolio deleveraging strategies. His articles often intersect Operations Research with Financial Engineering, emphasizing computational efficiency and mathematical rigor. ISE Faculty Fellow (2025) INFORMS Financial Services Section Best Student Research Paper (2013) First runner-up of the 2012 Morgan Stanley Prize for Excellence in Financial Markets Feng has served on editorial boards for Operations Research Letters and Mathematical Finance . He has been recognized repeatedly for teaching excellence, including the Sharp Outstanding Teaching Award (2011, 2022) and multiple entries in the List of Teachers Ranked as Excellent by Their Students (2007-2024). He currently leads the MSFE program and contributes to curriculum development through courses like IE 522 (Statistical Methods in Finance) and IE 527 (MSFE Professional Development).
Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen. Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters. Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels. Scientific awards: Fellow (FHEA) of Higher Education Academy Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise. Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.
Marie Violay is an Associate Professor at the Laboratory of Experimental Rock Mechanics (LEMR) within the School of Architecture, Civil and Environmental Engineering (ENAC) at École Polytechnique Fédérale de Lausanne (EPFL). She also contributes to teaching and PhD program committees across multiple EPFL divisions. Specializes in rock mechanics, earthquake dynamics, and hydro-mechanical couplings Leads experimental studies on fluid-induced seismicity and reservoir deformation Research Focus : Investigates how pore fluid pressure variations affect rock strength, fault behavior, and permeability evolution. Her work spans from brittle fracture mechanics to ductile deformation processes under geothermal conditions, with applications to carbon storage, earthquake mitigation, and volcanic hazard assessment. Article Trends : Her recent publications examine stress biaxiality effects on fracture energy (2025), alteration impacts on geothermal reservoirs (2025), permeability changes in volcanic rocks (2024), and fundamental studies of water weakening mechanisms in sedimentary rocks (2024-2021). The work combines laboratory experiments, microstructural analysis, and numerical modeling. Labs & Collaborations : Coordinates the LEMR laboratory at EPFL. Collaborates with European Synchrotron Radiation Facility, Freie Universität Berlin, and industry partners like Emch&Berger AG. Leads PhD committee work in the EDME Doctoral School .
Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.
Na Du is an Assistant Professor in the Department of Informatics and Networked Systems at the University of Pittsburgh's School of Computing and Information. She holds a PhD in Industrial & Operations Engineering from the University of Michigan (2021) and a Graduate Certificate in Data Science. Her research focuses on human factors in smart cities, human-centered computing, and user experience design. She is affiliated with the Intelligent Systems Program, Pitt Cyber, and the Center for Governance and Markets. Education: PhD in Industrial & Operations Engineering (University of Michigan, 2021); Undergraduate in Psychology (Zhejiang University). Research emphasizes explainable AI, human-AI teaming, and smart technologies. Recent grants include funding from Honda Research Institute and Pitt Cyber Accelerator for projects on emotions in Human-AI interaction and Metaverse privacy awareness. Her work has been recognized with awards like the HFES Best Paper Award and the IOE Outstanding Student Award. Advising includes PhD students and researchers in human factors and UX design. The HAT Lab under her leadership explores interdisciplinary challenges in human-computer interaction and smart systems.
Naresh R. Shanbhag is the Jack Kilby Professor in the Department of Electrical and Computer Engineering and the Coordinated Science Laboratory at the University of Illinois at Urbana-Champaign. He serves as Director of the Systems on Nanoscale Information fabriCs (SONIC) Center and held the D.J. Gandhi Distinguished Visiting Professorship at IIT Mumbai from 2015-2020. Previously, he was a visiting faculty member at National Taiwan University (2007) and Stanford University (2014). Dr. Shanbhag received his doctorate from the University of Minnesota (1993) in Electrical Engineering. From 1993 to 1995, he worked at AT&T Bell Laboratories as the lead chip architect for AT&T's 51.84 Mb/s transceiver chips over twisted-pair wiring for Asynchronous Transfer Mode (ATM)-LAN and very high-speed digital subscriber line (VDSL) chip-sets. His research focuses on the design of energy-efficient machine learning, communications, and signal processing systems on resource-constrained embedded platforms. He explores fundamental trade-offs between energy efficiency, latency and accuracy of decision-making systems implemented in nanoscale technologies, with applications to computer vision, biomedicine, automatic target recognition, and imaging. His work spans four primary focus areas: Resource-efficient Machine Learning for the Edge, In-memory Computing (IMC), Energy-efficient High Data Rate Communications, and Shannon-inspired Statistical Error Compensation (SEC). Analysis of his recent publications reveals a strong emphasis on in-memory computing architectures (SRAM, MRAM, RRAM) for machine learning acceleration. His work consistently addresses energy-accuracy trade-offs, with increasing attention to security aspects of hardware implementations and applications to MIMO signal processing and edge AI systems. His research demonstrates a progression from theoretical foundations to practical silicon implementations. 2024 Semiconductor Research Corporation Innovation Award 2018 Semiconductor Industry Association/Semiconductor Research Corporation University Researcher Award 2018 IEEE International Symposium on Circuits and Systems Best Paper Award 2006 IEEE Fellow 1996 National Science Foundation CAREER Award Professor Shanbhag has mentored over 50 graduate students who now work at leading technology companies including Qualcomm, Amazon, Nvidia, Intel, and Apple. His research has been generously supported by the National Science Foundation, DARPA, AFRL, Semiconductor Research Corporation, Texas Instruments, Sandia National Laboratories, and industry partners including IBM, GlobalFoundries, and Intel Corporation. He led the Alternative Computational Models research theme (2006-2012) and was the founding Director of the SONIC Center (2013-2017), a 5-year multi-university center funded by DARPA and SRC. Currently, he leads research themes in the SRC and DARPA funded JUMP 2.0 Program's Center for Co-Design of Cognitive Systems and the Center for Ubiquitous Connectivity, and in the NSF IUCRC Center for Advanced Semiconductor Chips with Accelerated Performance (ASAP). As Director of the Systems on Nanoscale Information fabriCs (SONIC) Center, Professor Shanbhag leads a multidisciplinary team exploring novel computing paradigms for the nanoscale era. His group has benchmarked an extensive collection of in-memory computing and digital accelerator IC designs, maintaining a publicly available IMC benchmarking repository of metrics extracted from published IC prototypes. His research philosophy integrates concepts from information theory, statistical signal processing, detection and estimation, VLSI architectures, and digital and analog integrated circuits to develop energy-efficient systems from algorithms to silicon implementations.
Takeshi Ikenaga is a Professor at Waseda University’s School of Fundamental Science and Engineering and Graduate School of Information, Production and Systems . He earned his Ph.D. in Information & Computer Science from Waseda University in 2001, following B.E. and M.E. degrees in Electrical Engineering (1988–1990). His career spans roles at NTT LSI Laboratories (1990–2002), Kitakyushu Foundation for Advancement of Industry, Science and Technology (FAIS) (1999–2002), and visiting researcher at the University of Massachusetts (1999–2000). Research Interests : Application-specific SoCs for video/image processing, including compression (H.264/AVC, H.265/HEVC), filters (super-resolution, noise reduction), recognition systems (feature detection, object tracking), and communication (UWB, LDPC). He also works on many-core processor design, ultra-low-delay vision systems, and sports analytics (volleyball, figure skating) with real-time 3D pose estimation and ball tracking. Awards : Recipient of the Furukawa Sansui Award (Waseda University, 1988) IEICE Research Encouragement Award (1992) Multiple Best Paper/Presentation Awards (2006–2022) at conferences including DAC/ISSCC, LSI IP Design, ISOCC, ISPACS, and CVIT APSIPA Distinguished Lecturer Certificate (2015) Waseda University Presidential Teaching Award (2020)
Dr. Jean-Christophe Nave is an Associate Professor in the Department of Mathematics and Statistics at McGill University, specializing in applied mathematics, numerical analysis, and computational methods. His research focuses on numerical methods for partial differential equations, fluid mechanics, interface problems, and computer graphics. He holds a PhD from UCSB (2004) and has held academic positions at MIT and McGill since 2005. Currently, he serves on committees such as the Steering Committee of the Institut des Sciences Mathematiques and the CRM Applied Mathematics Lab. His educational background includes a PhD under Professors Xu-Dong Liu and Sanjoy Banerjee. Key research areas include level set methods, fluid-structure interaction, and invariant numerical methods. Notable works include the Correction Function Method for interface problems and the Characteristic Mapping Method for advection problems. Nave’s publications span topics like Poisson equations with discontinuous coefficients, fluid dynamics simulations, and high-order numerical schemes. He has advised numerous graduate and undergraduate students, contributing to their research in applied mathematics and computational science. His work bridges theoretical rigor and practical applications in engineering and physics. He teaches advanced courses such as Numerical Analysis I/II and Computational Methods in Applied Mathematics. His research group collaborates on projects involving fluid dynamics, elasticity, and geometric algorithms, with a focus on developing robust numerical tools for complex systems.
Kristofer Pister is a Professor in the Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley. He co-directs the Berkeley Sensor and Actuator Center (BSAC) and the Ubiquitous Swarm Lab. His career spans groundbreaking innovations in Micro/Nano Electro Mechanical Systems (MEMS), Control Systems, and Low-Power Circuits, with a focus on Smart Dust and synthetic insects. Education: Ph.D. and M.S. in EECS from UC Berkeley (1992, 1989); B.A. in Applied Physics from UC San Diego (1986). His research areas include MEMS , Control Systems , Robotics , and Integrated Circuits , with recent work on self-powered micro-sensors, crystal-free radios, and interplanetary swarm networks. Key awards include the ISA Albert F. Sperry Founder Award (2009) , Alexander Schwarzkopf Prize (2006) , and the NSF CAREER Award (1996) . He has authored numerous influential publications in wireless sensor networks and microrobotics. His lab, Ubiquitous Swarm Lab , explores distributed robotics and swarm intelligence. Pister emphasizes open collaboration in research, ethical conduct in academia, and efficient resource utilization for graduate students.
Christophe Ancey is an Associate Professor at the École Polytechnique Fédérale de Lausanne (EPFL), where he serves in the School of Architecture, Civil and Environmental Engineering (ENAC), specifically in the Institute of Civil Engineering (IIC) and the Environmental Hydraulics Laboratory (LHE). He also holds teaching appointments in SGC-Teaching and EDME-Teaching departments at EPFL. His office is located at GC A1 401, Station 18, 1015 Lausanne, Switzerland. Dr. Ancey holds both a PhD and engineering degree from Ecole Centrale de Paris and Grenoble National Polytechnic Institute. After completing his doctoral work (1994-1997) on rheology of granular flows under Pierre Evesque, he worked as a researcher at Cemagref before joining EPFL in 2004. He directs the Environmental Hydraulics Laboratory and serves as associate editor for Water Resources Research, a leading journal in hydrology. Dr. Ancey's research spans fluid dynamics, rheology, and hydraulics with emphasis on geophysical flows and natural hazards. His work focuses on three interconnected themes: rheology of concentrated suspensions (particularly granular flows in avalanches and mudflows), inverse problems in rheology (determining microscopic behavior from macroscopic measurements), and particle entrainment in turbulent suspensions (erosion and sediment transport processes). His recent publications (2022-2025) demonstrate continued innovation in sediment transport modeling, experimental techniques like PIV for complex flows, and integration of machine learning approaches. The research shows progression from fundamental fluid mechanics to practical applications in natural hazard assessment and river engineering, with particular attention to granular segregation, avalanche-obstacle interactions, and river morphodynamics. Associate Editor, Water Resources Research Co-founder of Toraval, an engineering consulting firm specializing in avalanche risk management Dr. Ancey teaches courses on Fluid Mechanics, Flood and Dam Break Waves, Hydrological Risks and Structures, and Similarity and Transport Phenomena in Fluids. He has supervised numerous PhD students whose work spans environmental hydraulics, granular flows, and sediment transport, with current students including Chen Yanan, Farazande Sofi, and Giboulot Axel Loïc among others.
Martin Larsson is a Professor in the Department of Mathematical Sciences at Carnegie Mellon University (CMU), affiliated with the Mellon College of Science. He holds a Ph.D. from Cornell University and completed a postdoctoral appointment at the Swiss Finance Institute at EPFL, Lausanne, Switzerland. His research focuses on Mathematical Finance, stochastic analysis, probability, and statistics, with emphasis on affine and polynomial processes, stochastic portfolio theory, and sequential statistics. Key research domains include modeling interest rate term structures, large-scale equity market dynamics, and statistical testing in online settings. He serves as the Departmental representative for the Master of Science in Computational Finance (MSCF) program at CMU. Larsson has received the Bruti-Liberati Visiting Fellowship from the University of Technology Sydney. His work bridges theoretical probability with applications in finance, including contributions to stochastic volatility modeling, optimal contracts in trading, and robust portfolio optimization under uncertainty. Publications span topics such as martingale exit times, Wasserstein distance convergence, and ergodic control in stochastic systems, reflecting his interdisciplinary approach to mathematical finance and probability theory. His research often combines analytical techniques with stochastic control and geometric flows.
Jin Ma is a Professor in the Department of Mathematics at the University of Southern California (USC), where he has served since 2007. He previously held professorships at Purdue University (1994–2008). His research focuses on stochastic analysis, stochastic differential equations, mathematical finance, and control theory. He directs USC's Mathematical Finance Program and serves on editorial boards for journals like Probability, Uncertainty and Quantitative Risk and SIAM Journal on Control and Optimization . Ma received his Ph.D. in Mathematics from the University of Minnesota (1992) and M.S./B.S. in Applied Mathematics from Fudan University (1985/1982). His work bridges theoretical stochastic analysis and applied domains like finance and insurance, with notable contributions to forward-backward SDEs and mean-field games. Research Highlights: Developed frameworks for stochastic control and backward SDEs in financial and insurance contexts. Advanced mean-field game models for limit order book dynamics and equilibrium analysis. Explored set-valued stochastic differential equations and their applications in risk management. Grants & Advising: Advised numerous graduate students in stochastic processes and mathematical finance. Research supported by NSF grants and industry collaborations.
