Ada Maria Perez Pico is a Lecturer at the University of Santiago de Compostela's Faculty of Administration and Business Management, Department of Financial Economy and Accounting. She holds a Doctorate from the same university (2019) with a thesis analyzing investor sentiment's impact on financial markets via social networks. Her research focuses on behavioral finance, cryptocurrency economics, sustainability in business, and social media's role in financial decision-making. She is part of the CVSO research group (Creation of Sustainable Value in Organizations). Her work explores topics like post-COVID industry strategies, cryptocurrency volatility, and ESG investing. Recent articles investigate Twitch's influence on video game companies' stock returns, biopharmaceutical market reactions to pandemics, and Bitcoin-stock market sentiment linkages. She has contributed to understanding organizational citizenship behavior and renewable energy investment in rural areas. No scientific awards or grants are explicitly mentioned in the provided texts. She advises no listed students but actively publishes on emerging financial trends and digital market dynamics.
Prof. Thilo Meyer-Brandis is a Professor of Mathematics at the University of Munich, affiliated with the Department of Mathematics and the Workgroup Financial and Insurance Mathematics. His research focuses on stochastic analysis, financial mathematics, systemic risk modeling, and quantitative finance. He teaches advanced courses such as Finanzmathematik III , Stochastic Calculus and Arbitrage Theory , and Advanced Topics in Mathematical Finance . His research interests include stochastic differential equations (SDEs), systemic risk in financial networks, asset pricing dynamics, and applications of machine learning in finance. Notable contributions involve modeling asset price bubbles using deep learning, analyzing McKean-Vlasov SDEs, and studying fire sales contagion in financial systems. Recent work explores liquidity-based market models, optimal risk transfer equilibria, and network-based contagion effects. His publications span journals like Mathematical Finance , SIAM Journal on Financial Mathematics , and Finance and Stochastics . Teaching responsibilities include courses on fixed income markets, credit derivatives, and mathematical finance seminars. He actively contributes to the quantLab initiative, fostering quantitative research and education in finance and insurance.
Sophie Van Huellen is a Senior Lecturer in Development Economics at the Global Development Institute, University of Manchester. Her research focuses on primary commodity markets, financialisation, global commodity chains, and machine learning applications in economics. She holds a PhD from SOAS University of London and has a strong background in development economics, natural resource governance, and international finance. Education: Doctor of Philosophy (Economics), SOAS University of London Master of Science (Development Economics), SOAS University of London Bachelor of Arts (Economics, Politics, and Philosophy), University of Erfurt Research Interests: Her work explores commodity dependency, macro-financial linkages, and the political economy of global commodity systems. She has published extensively on cocoa value chains in Ghana, financialisation effects on non-financial corporations, and algorithmic forecasting techniques. Projects & Activities: Lead Investigator of 'Financialised Cocoa Chains and Implications for Ghanaian Farmers' (2024–2025) Consultancy on food crisis dynamics and speculative markets (2022–2023) Co-authored policy reports on rent-seeking reforms in Tanzania's skills sector Media Contributions: Provided expert commentary on cocoa pricing dynamics, post-pandemic commodity markets, and financial speculation's role in global food crises. Supervision: Open to PhD students researching commodity finance, resource governance, or econometric applications in development contexts.
Dan Pirjol is a Teaching Associate Professor at the School of Business, Stevens Institute of Technology. He holds a PhD in Theoretical Physics from the University of Mainz and an MS in Physics from the University of Bucharest. His research focuses on financial engineering, derivatives pricing, hedging, and risk management, employing asymptotic analysis and applied probability. Key areas include financial risk management, applied mathematics, numerical methods, and stochastic modeling of financial markets. He has industry experience in roles at Merrill Lynch, Markit Partners, and JP Morgan, specializing in model risk management and derivatives modeling. His publications span topics such as Asian options valuation, volatility modeling, GARCH risk analysis, and stochastic processes. He actively contributes to professional service roles, including co-editing a special issue of Risks and refereeing for journals like SIAM Journal on Financial Engineering. He teaches courses in financial engineering, market microstructure, and algorithmic trading. No scientific awards are listed, and no advising/grant details are provided. His work emphasizes quantitative finance and practical applications of theoretical models.
Professor Panagiotis G. Artikis is a Professor of Financial Management at the University of Piraeus, Department of Business Organization & Administration. He holds a BA from Athens University of Economics and Business, an MBA from the University of Birmingham, and a PhD in Financial Management from the University of Bradford. His career includes senior executive roles in mutual fund management and insurance fund investment committees, alongside professional certifications in capital market analysis. Dr. Artikis has taught for over 25 years across multiple institutions, including the Athens University of Economics and the Hellenic Open University. His research focuses on financial management, portfolio valuation, risk assessment, and market efficiency. He has published extensively in journals like Journal of Corporate Finance and European Journal of Finance , and his work often explores macroeconomic influences on financial systems and sectoral dynamics. His recent articles highlight cross-sectional stock pricing mechanisms, board governance impacts on shareholder value, and cyclical risk factors in European markets. Awards include repeated recognition for teaching excellence at Athens University of Economics. Dr. Artikis serves as Deputy President of TODE and leads internal evaluation teams. He has supervised numerous postgraduate and doctoral theses, contributing to academic mentorship in finance and investment disciplines.
Ji Hee Yoon is a Lecturer (Assistant Professor) of Economics and Finance at University College London (UCL), affiliated with the Department of Economics and School of Management. Her research focuses on microeconomics, financial economics, and market microstructure. She holds a Ph.D. in Economics from the University of Wisconsin-Madison (2018) and a Ph.D. in Mathematical Science from KAIST (2011). Education Ph.D. Economics, University of Wisconsin-Madison, 2018 Ph.D. Mathematical Science, KAIST, 2011 Research Interests Her work examines competitive dynamics in financial markets, product design in decentralized systems, ambiguity in contracts, and the interplay between market structure and innovation. She employs advanced mathematical techniques to analyze equilibrium behaviors and design efficient market mechanisms. Teaching & Mentorship She teaches asset pricing, quantitative finance, and economics of financial markets at UCL. Prior roles include pedagogical training in bias mitigation and research mentorship. Non-academic teaching includes roles at Korea Investors Service and Daedeok Education Center.
Anna Battauz is an Associate Professor at Bocconi University, specializing in Quantitative Finance. She holds a Ph.D. in Financial Mathematics from Scuola Normale Superiore in Pisa and a Mathematics degree from the University of Udine. Since joining Bocconi post-doctorate, she has taught undergraduate, graduate, and Ph.D. courses in Calculus, Quantitative Finance, Derivatives Pricing, and Continuous-Time Finance. She has served as Director of the MSc in Finance since 2022/23. Her research focuses on asset/derivatives pricing, asset allocation, and optimal stopping, with publications in journals like Economic Theory , Management Science , and Quantitative Finance . She is a research fellow at IGIER (Innocenzo Gasparini Institute for Economic Research) and Baffi Carefin (Center for Applied Research on Finance). She acts as a referee for multiple academic journals. Her teaching portfolio includes courses such as Quantitative Finance and Derivatives, Applied Numerical Finance, and Continuous Time Finance. Her work integrates theoretical contributions with practical applications in financial markets and risk management.
Mikhail Anufriev is a Senior Lecturer at the Economics Discipline Group within the UTS Business School, University of Technology, Sydney. He holds affiliations with the CAMA Research Program in Behavioural Macroeconomics at the Australian National University, the CeNDEF in Amsterdam, and the LEM at Scuola Superiore Sant'Anna in Pisa. Education: Ph.D. in Economics, Scuola Superiore Sant'Anna (2005) MA in Economics (with Honours), CORIPE Piemonte (2001) MA in Economics (with Honours), European University at St. Petersburg (2000) MSc in Mathematics (with Honours), St. Petersburg State University (1998) Research Interests: Dr. Anufriev specializes in behavioral macroeconomics, financial markets, and agent-based modeling. His work explores how heterogeneous expectations, evolutionary learning, and institutional design influence market stability, asset pricing, and macroeconomic dynamics. Key themes include wealth-driven competition, market equilibria under procedural rationality, and the impact of trader behavior on market outcomes. Recent Work Trends: His publications focus on evolutionary selection mechanisms in financial markets, the role of heterogeneous agents in generating instability, and the implications of market architecture on belief formation. Recent studies examine interest rate rules, short-selling constraints, and experimental evidence on adaptive trading strategies. Professional Activities: Editor of a special issue on complexity in economics and finance. Active in presenting unpublished work, including a 2011 conference talk on switching behavior in laboratory experiments and a 2010 Bank of Canada seminar on market stability under short-selling constraints. Labs/Teams: Affiliated with CeNDEF (Amsterdam) and LEM (Pisa), collaborating on research at the intersection of nonlinear dynamics and economic systems.
CHEN Yi Ting is an Associate Professor of Computer Science in the Department of Operations, Information and Decisions at MBS in France. She holds adjunct professorships at Texas Tech University (USA) and National Cheng Kung University (Taiwan), and collaborates with the Karlsruhe Institute of Technology (Germany). As a co-founder of three AI companies in Asia and Europe, she bridges academia and industry, specializing in AI and IoT applications for operational optimization. Her research interests include smart cities, transportation, energy, telecommunications, and agriculture. Education: BSc, MSc, and PhD in Computer Science from National Chiao Tung University (Taiwan) Research Focus: Leveraging AI and IoT to enhance operational efficiency in sectors like smart cities, energy systems, and agricultural monitoring. Key themes include digital twin technology, predictive analytics, and sustainable business practices. Recent work emphasizes transportation logistics, customer engagement analytics, and econometric risk modeling. Articles Trends: Publications span predictive modeling for travel time, IoT-driven agriculture, and fintech applications. Notable contributions include frameworks for freight logistics optimization and machine learning approaches to energy demand forecasting. Awards: No explicit awards listed in the provided text. Advising & Grants: No student advisees listed. Collaborations include partnerships with industry and academic institutions, though specific grant details are not provided. Labs/Teams: Engaged with cross-disciplinary teams at MBS and partner institutions, focusing on AI-driven solutions for operational challenges.
Tom Berglund is a Professor at Hanken Swedish School of Economics in Helsinki, Finland, specializing in Commercial Law. With a Ph.D. in Economics from the Swedish School of Economics (1986), he maintains an active research career spanning several decades with 23 publications and 6 externally funded research projects. His educational background includes a Ph.D. in Economics, Social Sciences from the Swedish School of Economics, Finland (1986). Berglund's research focuses on corporate governance, financial markets, and economic policy, with particular expertise in Nordic corporate structures and stock market dynamics. His work examines shareholder rights, board composition, and the impact of financial crises on banking systems. Through extensive empirical studies of Nordic markets, he has contributed significantly to understanding regional financial systems and their global implications. His fingerprint analysis reveals strong concentrations in Stock (100%), Market (80%), Stock Price (75%), Stock Exchange (75%), Financial Crisis (50%), Workforce (50%), Shareholder Rights (50%), and Dividend (50%) within Economics, Econometrics and Finance. His recent publications demonstrate a strong focus on corporate governance practices across Nordic countries, analysis of financial crises, and the digital transformation of Finland's economy. Berglund frequently publishes in finance and economics journals, with notable contributions to understanding board structures, stock market behavior, and international portfolio investments. His work spans theoretical finance with practical applications in Nordic markets. h-index: 3 with 100 citations (Scopus) 32 readers on Mendeley Berglund has supervised graduate work and led multiple externally funded research projects including 'A Nordic Model of Corporate Governance' (2013-2014) and 'Corporate Governance in Nordic Countries' (2012-2015). His research has been supported by various funding sources for projects spanning corporate governance, international portfolio investments, and stock market analysis. He actively participates in academic review processes and appointment evaluations. With 133 recorded professional activities, Berglund is highly engaged in the academic community. His activities include 59 conference/workshop participations, 31 received academic visits at Hanken, and 9 visits to other institutions. Notable engagements include speaking at the World Finance and Banking Symposium (December 2017), presenting at the FMA Annual Meeting 2017 (October 2017), and delivering an invited speech on The Nordic Corporate Governance Model (September 2017).
Dr. Daniel Richards is an Associate Professor at the School of Administrative Studies, York University. He specializes in behavioral finance, personal financial planning, and investment decision-making. His research explores topics such as financial resilience, gender disparities in financial outcomes, and professionalization of the financial planning industry. Richards holds a PhD from The Open University (UK) and has contributed to editorial roles at the Financial Planning Research Journal. Education: PhD, The Open University (UK) MRes, The Open University (UK) MBus, The University of Otago (NZ) BCom, The University of Otago (NZ) Research Interests: Behavioral finance mechanisms influencing consumer decisions Gender capital's role in financial career trajectories Ethical standards in financial advice Financial literacy's impact on well-being His work often intersects psychological factors with economic outcomes, particularly in household finance and professional regulatory frameworks. Publications Trends: Recent work emphasizes gender disparities in financial planning careers, the effectiveness of disclosure practices, and behavioral aspects of financial decision-making. His research bridges theoretical frameworks with practical industry challenges, often employing institutional logics and mediation models. Awards: None explicitly listed. Advising & Grants: No specific advisees or grant details provided in the text. Labs/Teams: Co-founder of the Behavioural Finance and Accounting Research Group and editorial board member of the Financial Planning Research Journal.
Nan Zhou is a Visiting Lecturer in the Department of Economics at Northeastern University's College of Social Sciences and Humanities. He holds a BS in Economics and Computer Science from the California Institute of Technology (2007) and a PhD in Economics from Johns Hopkins University (2014). His research focuses on decision theory and financial market microstructure, particularly studying incomplete preferences. Education: PhD in Economics, Johns Hopkins University, 2014 BS in Economics and Computer Science, California Institute of Technology, 2007 Research Interests: Dr. Zhou explores theoretical frameworks in decision-making under uncertainty, financial market mechanisms, and the implications of incomplete preferences. His work bridges economic theory and applied finance, addressing real-world market behaviors during crises and policy interventions. Publications Trends: His recent work examines financial policies during the 2020 pandemic, including short sale bans and social distancing impacts, reflecting his focus on market dynamics and policy analysis. Advising & Grants: No formal advising or grant details are publicly listed. Previously, he served as Program Coordinator and Senior Lecturer at Johns Hopkins University's Advanced Academic Programs. Labs/Teams: No specific labs or collaborative teams are mentioned in the provided materials.
Archishman Chakraborty is the Mel Harris Chair in Insurance and Risk and Chair of the Finance Department at the Sy Syms School of Business, Yeshiva University. His research focuses on game theory, market microstructure, political economy, and corporate finance. He has published extensively in top journals such as the Journal of Political Economy, American Economic Review, and Review of Financial Studies. Chakraborty’s work explores topics including strategic communication in markets, governance mechanisms, and the interplay between economics and political institutions. His notable contributions include analyses of expert influence on democracies, adverse selection in financial instruments, and auction design. He holds a Ph.D. in Economics and has served as an influential figure in academic finance. His advising and grants section remains unspecified in the provided text, though his prolific publication record suggests significant academic engagement. Chakraborty is affiliated with Yeshiva University’s research initiatives but no specific labs or teams are mentioned here.
Nicole Yang is a Visiting Assistant Professor at Emory University. She holds a PhD from 2021, though the institution is not explicitly stated in the provided text. Her research focuses on interdisciplinary areas including machine learning, financial mathematics, stochastic processes, computer vision, and optimal transport. She explores topics such as fairness in AI, dynamical systems, volatility modeling, and generative modeling with applications in finance and data science. Her work bridges theoretical foundations (e.g., Schrödinger bridges, PDEs) with practical challenges like time series imputation and facial recognition bias mitigation. Recent publications emphasize statistical accuracy in dynamical systems and relative arbitrage strategies in complex markets. She maintains an active research agenda in high-dimensional problems, such as image generation via score-based diffusion models and constrained generative modeling. No scientific awards or grants are explicitly listed in the text. Her advising record is not provided, and no specific lab affiliations are mentioned. Her email is listed as yang@pstat.ucsb.edu, suggesting possible academic ties to the University of California, Santa Barbara, though her current faculty role is at Emory University.
Myriam Kassoul is an Economist and Data Scientist at Fractal Energy, specializing in optimizing virtual power plants (VPPs) of battery energy storage systems (BESS) to enhance renewable energy integration and reduce grid load. She teaches Econometrics at École Polytechnique, sharing expertise in Statistics and Applied Economics. Her research focuses on Financial Econometrics, Market Microstructure, and Blockchain-based financial systems, including decentralized exchanges and systemic risks in DeFi protocols. Education: PhD in Digital Economics applied to Blockchains, CREST – École Polytechnique Her work includes modeling price accuracy in decentralized exchanges like Uniswap, emphasizing the role of arbitrage and liquidity pool dynamics. Publications highlight the intersection of blockchain technology, financial networks, and data-driven solutions for energy systems. She collaborates with institutions such as NYU Stern School of Business, IÉSEG School of Management, and CREST.
