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Puriya AbbassiView profile

Research Professor

• Financial Markets and Institutions
• Systemic Risk and Financial Crises
• Financial Stability and Monetary Policy
• +3 more

Puriya Abbassi is a Research Professor at the Deutsche Bundesbank's Directorate General Financial Stability, affiliated with the Research Centre. His work focuses on systemic risk, financial stability, and monetary policy transmission mechanisms. He holds a position in the Central Office, contributing to policy-relevant research on banking systems and financial markets. Research Interests: Financial Markets and Institutions Systemic Risk and Financial Crises Monetary Policy Implementation Interbank Market Dynamics Key Contributions: His work analyzes how bargaining power and outside options shape interbank lending rates, with findings on segmented euro-area money markets despite central bank policies. He has studied the real effects of currency mismatches, stress testing frameworks, and credit supply dynamics. Publications: Over 12 refereed articles in journals like Management Science, Journal of International Economics, and Review of Financial Studies. Recent work examines stressed banks and cross-border liquidity during crises. Award Recognition: Not explicitly mentioned in provided texts. Laboratory/Teams: Part of Bundesbank's Financial Stability Directorate, collaborating on macroprudential policy and financial stability assessments.

• Corporate Finance
• Entrepreneurial Finance
• Venture Capital
• +3 more

Karén Simonyan, PhD, is an Associate Professor of Finance at Suffolk University's Sawyer Business School (SBS). His research focuses on empirical corporate and entrepreneurial finance, including management quality, securities issuance, venture capital, mergers & acquisitions, anti-takeover provisions, and corporate innovation. He teaches corporate finance with a focus on experiential learning through financial modeling, case studies, and simulations, and contributed to establishing the Financial Wealth Management major at SBS. Dr. Simonyan holds a PhD from Boston College, an MBA from the American University of Armenia, and a BS from the State Engineering University of Armenia. His work has been published in top journals like the Journal of Financial Economics and Journal of Financial and Quantitative Analysis. His research examines topics such as investor attention in equity offerings, underwriter networks in IPOs, and the impact of management quality on innovation and IPO outcomes. He has co-authored influential studies on venture capital dynamics, corporate restructuring strategies, and the relationship between anti-takeover provisions and innovation productivity. Despite no listed awards, Simonyan maintains active professional profiles on LinkedIn, Google Scholar, and SSRN. His teaching portfolio includes courses like FIN 808: General Theory in Corporate Finance and FIN 812: Capital Budgeting, reflecting his expertise in advanced financial theory and practice.

• Technical Analysis
• Algorithmic Trading
• Cryptocurrency
• +3 more

Dr. Daniel Svogun is an Assistant Professor of Finance and Director of Finance at The Catholic University of America's Busch School of Business. He holds a PhD in Economics from Fordham University, where he taught undergraduate courses in Economics and Statistics. His research focuses on technical analysis, cryptocurrency markets, life-cycle investing, and faith-based investing principles aligned with Catholic social teachings. Education: PhD Economics (2020), MA Economics (2017), BA Economics (2014), all from Fordham University His work explores cryptocurrency portfolio optimization, transaction cost impacts on trading strategies, and the integration of USCCB socially responsible investing guidelines into financial decision-making. He has presented research at major conferences including the Eastern Economic Association and Southwestern Finance Association. Teaching responsibilities include Introduction to Finance, Corporate Finance, and Advanced Corporate Finance courses, covering topics like time value of money, corporate taxation, and securities valuation.

• Financial Economics
• Financial Risk Management
• Econometrics
• +3 more

Professor Olan Henry is a faculty member specializing in financial economics and risk management. He teaches modules such as Financial Crises and Defaults (ACFI319), Financial Risk Management (ACFI809), and Portfolio Theory (ACFI923), serving as Module Co-ordinator for the latter two. His research focuses on financial uncertainty, econometric modeling, and market microstructure, with notable contributions to covariance risk analysis and technical indicators in financial forecasting. Professional Activities: Associate Editor of Finance Research Letters (2014–2016) Examination Roles at institutions including Macquarie University, University of Reading, and Trinity College Dublin Organizations: Clare Hall (University of Cambridge, 2007–2016), Australian Competition and Consumer Commission (2008–2012) His research interests emphasize quantifying financial risks, particularly in asymmetric market conditions, and improving forecasting methodologies during periods of low uncertainty. Recent work explores the interplay between financial uncertainty and stock market dynamics. Advising: Supervised the thesis Maintaining Systemic Stability by Enhancing Information Disclosures in the Banking Industry .

• Finance
• Quantitative Finance
• Financial Markets
• +3 more

Jason Laws is a Senior Lecturer in Corporate Finance and Associate Dean for Postgraduate Study at the University of Liverpool Management School. He joined in 2011 after roles at Liverpool John Moores University, University of London, and others. His teaching focuses on real-world applied finance, emphasizing innovation in classrooms through tools like Bloomberg terminals and Poll Everywhere. He coordinates modules in Derivatives, Corporate Financial Management, and Islamic finance governance. Research interests include volatility forecasting, trading strategies, and risk management, with a focus on commodities, derivatives, and market efficiency. His work explores technical trading rules in oil markets, pairs trading strategies, and the impact of data snooping. He has published extensively in journals like the International Journal of Finance and Economics and Quantitative Finance. Publications highlight methodological innovations using neural networks and correlation filters for spread trading, nonlinear volatility modeling, and cross-border exchange analysis. His work often bridges theoretical finance with practical applications in global markets.

• Quantitative Finance
• Mathematical Finance
• Asset Pricing
• +5 more

Lorenz SCHNEIDER is a Professor of Mathematics and Quantitative Finance at emlyon business school. He holds a Doctorate in Mathematics (Highest Honors) from the University of Paris VI Pierre and Marie Curie (2001) and prior degrees from the University of Erlangen (1997) and Università degli Studi di Bologna (1995). Before academia, he worked as a quantitative analyst at Dresdner Kleinwort in London (2004–2009). His research focuses on asset allocation, maximum entropy techniques, stochastic volatility models, and commodity price structures. He teaches courses in probability theory, commodity markets, and numerical methods in C++. Research Interests : Asset allocation with risk-neutral valuation Maximum Entropy Techniques Multifactor commodity price models Multi-asset derivatives and cross-allocation Stochastic Volatility Models Valuation in emerging network markets Publications : His work spans empirical investigations of commodity markets, option pricing models, and computational finance algorithms. Recent contributions include studies on intermittently coupled electricity markets (Energy Economics, 2024) and information flows in option markets (Journal of Derivatives, 2023). His 2021 habilitation thesis addresses volatility and fair value dynamics in financial markets. Academic Contributions : He co-authored Innovations in Insurance, Risk- and Asset Management (2018) and developed calendar algorithms with Cassio Neri, improving computational efficiency for date conversions. His research bridges theoretical mathematics and practical financial modeling, emphasizing rigorous quantitative methods.

Jeffrey MercerView profile

Professor

• Asset Pricing
• Investment Management
• Fixed Income Securities
• +4 more

Jeffrey Mercer, PhD, is the Centennial Bank Chair in Finance and director of the Texas Tech School of Banking and the Williams Institute for Community Banking and Finance at Texas Tech University. He also serves on the faculty of the Southwest Graduate School of Banking at Southern Methodist University. Mercer has held leadership roles including finance department chair and acting associate dean at Northern Illinois University. His expertise spans asset pricing, investment management, and fixed income securities. Education: PhD in Finance (Texas Tech University), MS in Finance (Texas Tech University), BS in Finance (University of Wyoming). Research focuses on monetary policy impacts, portfolio strategies, and commodity investments. His work has been published in top journals like the Journal of Financial Economics and Journal of Portfolio Management . Awards include competitive grants from the CFA Institute Research Foundation and the Chicago Investment Analysts Society. Media features include coverage by Forbes, Wall Street Journal , and CNN. Mercer co-founded McDonald Capital Management LLC, managing over $220M in assets. His academic and industry roles bridge theoretical finance with practical investment strategies.

Jie ChengView profile

Lecturer

• Financial Risk Management
• Econometrics
• Mathematical Statistics
• +7 more

Jie Cheng is a Lecturer in Mathematics at Keele University, affiliated with the School of Computer Science and Mathematics. Their research focuses on econometric modeling, financial risk management, and statistical applications in education and economics. Key areas include Hidden Markov Models, regime-switching dynamics, and portfolio risk analysis, with notable contributions to cryptocurrency volatility studies and teaching excellence metrics. Education background and academic history are not explicitly detailed in the provided text, but their work spans quantitative finance, mathematical statistics, and educational policy analysis. Research themes emphasize statistical methodologies applied to real-world problems in finance, education, and macroeconomic systems. Publications highlight a strong focus on risk modeling, including papers on density forecasts, cryptocurrency portfolio VaR, and latent-factor-driven financial models. Their work bridges theoretical statistical frameworks with practical applications in market volatility analysis and educational metrics design. Professional activities include contributions to journals like Computational Economics , Empirical Economics , and Educational Review . Current roles involve teaching and research coordination within the School of Computer Science and Mathematics.

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

Sara Svaluto Ferro is a Researcher (Ricercatrice a Tempo Determinato) at the Department of Economics, University of Verona. She holds a specialist degree in Mathematics and a PhD in Financial Mathematics from ETH Zurich. After completing her PhD, she conducted a 3-year postdoctoral research at the University of Vienna under Prof. Cuchiero's group. Her research focuses on stochastic processes, including generalized stochastic processes, signature analysis, algebraic computation in rough paths, and applications in mathematical finance, computational finance, and quantitative economics. **Education:** Laurea Specialistica in Matematica (Specialist Degree in Mathematics), ETH Zurich Doctoral Degree in Financial Mathematics, ETH Zurich Postdoctoral Research (3 years), University of Vienna **Research Interests:** Generalized stochastic processes (MSC 60G20) Signatures and data streams in Rough Analysis (MSC 60L10) Algebraic structures and computation in Rough Analysis (MSC 60L70) Stochastic models in finance (MSC 91B70) Her work bridges probability theory with applications in finance, including volatility modeling, market dynamics, and machine learning-driven financial analysis. **Affiliations & Roles:** Member of the Faculty Board of PhD in Economics and Finance Member of the Commissione Comunicazione (Communication Committee) Teaching roles in courses such as AI and Finance (Master's), Fundamentals of Financial Mathematics (Bachelor's), and Stochastic Processes in Finance (PhD) **Research Labs & Centers:** VELE (Verona Experimental Lab in Economics) Visual Research Lab CRIEP (Interdepartmental Research Center on Public Economics) CIDE (Interuniversity Center for Econometrics)

Gunter LöfflerView profile

Professor

• Ratings
• Sustainable Investing
• Empirical Asset Pricing
• +3 more

Prof. Gunter Löffler is a Professor at the University of Ulm, specializing in finance with a focus on ratings, sustainable investing, empirical asset pricing, and risk management. His research bridges theoretical finance with practical applications, particularly in credit risk modeling and the impact of environmental factors on financial instruments. He has authored influential textbooks such as *Credit Risk Modeling using Excel and VBA* and *Finanzierung: das Kernwissen kompakt und prägnant*, which integrate technical tools with foundational financial principles. His work has been widely cited in academic journals and featured in media outlets like *Technology Review*, *Süddeutsche Zeitung*, and *Handelsblatt*. Key themes in his publications include the efficacy of green bonds, equity premium forecasting methodologies, and systemic risk assessment. Löffler actively engages in public discourse on financial markets, as evidenced by his interviews and talks on topics ranging from bailouts to the psychological aspects of investing. His research emphasizes the interplay between market behavior and institutional frameworks, contributing to both academic discourse and practical policy recommendations. Despite no listed awards, his prolific publication record and media presence highlight his influence in the field of financial economics.

Tiziana Di MatteoView profile

Professor

• Econophysics
• Complex Systems
• Complex Networks
• +3 more

Professor Tiziana Di Matteo is the world's first Professor of Econophysics at King's College London (KCL), appointed in 2014. She is affiliated with the Department of Mathematics within the Faculty of Natural & Mathematical Sciences. Additionally, she serves as External Faculty at the Complexity Science Hub in Vienna and is a member of the UCL Centre for Blockchain Technologies. Her roles include Enterprise and Engagement Lead at KCL and Knowledge Exchange Champion for the UK Knowledge Exchange Hub for Mathematical Sciences. Di Matteo holds a BSc (Hons) in Physics (1994) and a PhD in Physics (1999) from the Università di Salerno, Italy. Her research focuses on interdisciplinary applications of physics to economics and finance, spanning: Econophysics : Analyzing financial markets using statistical physics. Complex Systems & Networks : Studying interdependencies in financial and social systems. Data Science : Developing tensor-based methods for multidimensional forecasting. Her 120+ publications predominantly explore volatility modeling, network theory, and machine learning applications in economics. Recent work emphasizes multiscaling analysis, blockchain impacts, and pandemic-related economic resilience. Scientific Awards: Elsevier’s Most Cited Article Award (2010) QEII Fellowship (2003-2008) INFM/CNR Fellowships (1994-1995) Erasmus Fellowship (1992) She leads PhD students (names unspecified) and collaborates globally. Editorial responsibilities include serving as Main Editor for Physica A and Editor for Chaos, Solitons & Fractals .

• Bayesian Inference
• Financial Econometrics
• Time Series Modelling
• +4 more

Ioannis Vrontos is an Associate Professor at the Department of Statistics, Athens University of Economics and Business (AUEB). He holds a B.Sc., M.Sc., and Ph.D. in Statistics all from AUEB (1995, 1997, 2001 respectively). His research focuses on Bayesian methods, financial econometrics, and time series analysis, with applications in asset pricing, volatility modeling, and risk management. He has published extensively in top journals like the Journal of Empirical Finance and Journal of Computational and Graphical Statistics. Education: B.Sc. in Statistics, AUEB (1995) M.Sc. in Statistics, AUEB (1997) Ph.D. in Statistics, AUEB (2001) Research Interests: Bayesian inference, hidden Markov models, financial econometrics, optimal portfolio allocation, and hedge fund analysis. His work integrates advanced statistical techniques with financial market applications. Publications reflect expertise in econometric modeling, particularly in handling model uncertainty and structural breaks. Recent work includes pandemic economic impact analysis and machine learning applications in financial forecasting. Professional Affiliations: Member of the International Society for Bayesian Analysis, Institute of Mathematical Statistics, and Greek Statistical Institute. Lab/Team Involvement: Active in AUEB's statistical research groups, contributing to interdisciplinary projects in finance and economics.

Alasdair BrownView profile

Associate Professor

• Betting Markets
• Behavioural Finance
• Experimental Finance
• +3 more

Alasdair Brown is an Associate Professor of Economics at the University of East Anglia, School of Economics. His expertise lies in financial economics, focusing on betting markets, behavioural finance, experimental finance, and market microstructure. He holds a PhD from SOAS, University of London (2012), an MSc from Birkbeck College (2008), and a BSc from the University of Birmingham (2005). He has supervised PhD students including Han Lin, Fei Liu, and Binwei Chen. His research has been supported by grants such as the British Academy Fellowship and the William R. Eadington Fellowship. His work has explored topics like cash-out betting, forecasting accuracy, and market efficiency through studies in sports and financial contexts. Alasdair has presented at leading conferences including the Royal Economic Society and the European Finance Association. He teaches courses in financial markets and international finance, and has held administrative roles such as Chair of the Undergraduate Exam Board. His research outputs include influential articles on betting market structures, cognitive biases in financial decisions, and the role of social media in forecasting. Notable collaborations include work with Fuyu Yang and J. James Reade. His research has garnered media attention from outlets like the Washington Post and the Financial Times. Alasdair also serves on academic committees and has examined PhD theses at institutions like the University of Eastern Finland.

Jeevananthan MView profile

Lecturer

• Capital Market
• Financial Modelling
• Corporate Governance
• +5 more

Dr. Jeevananthan M is a Lecturer in Accounting and Finance at Teesside University International Business School (UK), with over a decade of academic experience. His research focuses on capital markets, financial modelling, corporate governance, energy finance, fintech, cryptocurrency, and time series analysis. He holds a PhD in Finance from National Institute of Technology Tiruchirappalli (2014), specializing in intraday stock index price forecasting using linear/nonlinear techniques. Education: PhD (Finance): National Institute of Technology Tiruchirappalli, 2011-2014 Masters: K.S. Rangasamy College of Arts and Science, 2008-2010 Research Interests: Global stock market linkages and volatility Crude oil price dynamics and geopolitical factors Green innovation and venture capital roles ESG factors in financial markets High-frequency financial data analysis Professional Activities: Assistant Professor roles at institutions including International Management Institute (2019-2023) and Thiagarajar School of Management (2014-2017) International Academic Advisory Member for K.S. Rangasamy College Conference organizer and corporate collaborator focusing on bridging academic research with industry applications Advising & Mentoring: Actively guiding PhD students on topics like ESG integration and financial market volatility.

• Financial Mathematics
• High-Frequency Financial Econometrics
• Stochastic Volatility Modeling
• +2 more

Giacomo Toscano is a Tenured Assistant Professor of Financial Mathematics at the University of Florence, Department of Economics and Management. His research focuses on high-frequency financial econometrics, stochastic volatility modeling, and applications of Fourier methods in economics. He holds a Ph.D. in Financial Mathematics from Scuola Normale Superiore. Research interests include climate risk measurement and econometric methodologies for analyzing financial markets. His work bridges statistical theory with practical applications, such as volatility forecasting using graph attention networks and developing the FMVol MATLAB library for volatility estimation. Recent studies address microstructure noise, Hawkes-driven volatility models, and historical financial systems like 15th-century Barcelona's foreign exchange markets. Publications span 2020–2025, emphasizing volatility dynamics, estimation techniques, and algorithmic trading strategies. His research often combines advanced mathematical tools with empirical validation using S&P500 and other financial datasets. No scientific awards are explicitly listed, though his active publication record suggests potential recognition in econometrics or financial mathematics. Advising and grants details are not provided in the source text.