Find Academic Supervisors

• Complex Systems
• Financial Mathematics
• Statistical Physics
• +6 more

Tomaso Aste is a Professor of Complexity Science at the Department of Computer Science, University College London (UCL). He founded the Financial Computing and Analytics group and co-founded the UCL Centre for Blockchain Technologies. His work bridges complex systems, data science, and finance, with applications in blockchain, fintech, and market modeling. Education: PhD in Physics (Politecnico di Milano, 1994); Laurea in Physics (University of Genoa, 1990) Prior Appointments: Reader at University of Kent's School of Physics; Associate Professor at Australian National University's Applied Mathematics His research focuses on data-driven modeling of complex systems , particularly financial systems, complex networks, and statistical physics. He has pioneered information filtering networks and topological machine learning methods for financial applications, including portfolio optimization, risk assessment, and cryptocurrency analysis. Recent publications highlight his expertise in financial time-series analysis, blockchain technology, and AI-driven modeling. Articles explore topics like limit order books, cryptocurrency market fragility, and topological neural networks. His work has influenced regulatory technology (RegTech) frameworks and digital economy strategies. Scientific Awards : Marie Curie Individual Fellowship University of Genoa graduate study specialization Fellowship Bacheflor Boncompagni-Ludovisi Foundation Fellowship Awarded fellowships from European Commission and academic foundations support his interdisciplinary research. He has held editorial roles at journals like Philosophical Magazine and Granular Matter , and contributed to professional societies including American Physical Society and Australian Research Council panels. Teaching & Academic Leadership : Co-created four UCL Master's programs: Financial Risk Management, Computational Finance, Financial Technologies, Emerging Digital Technologies Coordinates executive training on AI, blockchain, fintech, and regtech for regulators and private firms Teaches graduate-level courses in Data-Driven Modeling, Data Science, and Advanced AI

• Corporate Finance
• Mergers and Acquisitions
• Law and Finance
• +3 more

Azizjon ALIMOV is a Full Professor at IÉSEG School of Management (University of Lille, France), specializing in Corporate Finance, Mergers and Acquisitions, and Law and Finance. He holds a Ph.D. in Finance from the University of Oregon (2007) and an MBA from Central Michigan University (2001). His HDR (Habilitation) in Management Sciences was awarded by the University of Lille in 2023. His research focuses on corporate governance, cross-border M&A dynamics, and the interplay between legal frameworks and financial decision-making. Key themes include intellectual property rights' impact on corporate debt costs, product market competition effects on corporate cash holdings, and government borrowing influences on acquisition strategies. His work frequently examines global contexts, with studies spanning North America, Asia, and Europe. Notable publications include analyses of IPO staging mechanisms (2024), managerial discipline through trade liberalization (2023), and the role of labor protection laws in loan contracting (2015). His recent work emphasizes reproducibility in management science methodology (2023) and cross-border regulatory challenges in M&A. No scientific awards are explicitly listed; however, his extensive publication record reflects sustained academic contributions. He has advised students across institutions including City University of Hong Kong and the Sauder School of Business, though specific advisee names are not documented here. His professional experience includes roles at the University of Arizona (2008–2010), California State University (2007–2008), and as an HSBC Visiting Assistant Professor at the University of British Columbia (2016–2018). He currently leads the Finance Track at IÉSEG, contributing to programs like the Grande École Master’s in Finance and MSc Corporate Finance courses.

• Stochastic programming
• Two-phase and multi-phase models
• Scenario generation and reduction
• +9 more

Trine Krogh Boomsma is a Professor in the Department of Insurance and Economics at the University of Copenhagen's Department of Mathematical Sciences. Her research focuses on optimization under uncertainty with significant applications in energy systems, particularly electricity markets, renewable energy investments, and power system planning. PhD in Mathematics-Economics, Aarhus University (2003-2007) Visiting PhD at University of Duisburg-Essen (2004) Academic career includes positions at Risø National Laboratory for Renewable Energy and Imperial College London Her work spans stochastic programming, real options analysis, and dynamic programming to address energy sector challenges. Key areas include support schemes for renewables, market risk modeling, and operational optimization of hybrid conventional-renewable systems. Recent research explores policy impacts on investment decisions and advanced scenario generation techniques. Major publications (2012-2020) cover renewable energy policy frameworks, power plant valuation models, and sequential market bidding strategies. These works emphasize electricity market dynamics, investment risk quantification, and robust planning under uncertainty. She teaches linear programming, integer programming, and stochastic programming applications in operational analysis, contributing to energy economics education at the department.

Athanasios TRIANTAFYLLOUView profile

Associate Professor

• Commodity Markets
• Risk Management
• Volatility Forecasting
• +4 more

Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.

Mungo WilsonView profile

Professor

• Asset Pricing
• Macroeconomics
• Credit Risk
• +3 more

Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.

• Market Microstructure
• High-Frequency Trading
• Short Selling
• +7 more

Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.

Zhi DaView profile

Professor

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +7 more

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

• Financial Engineering
• Operations Research
• Stochastic Modeling
• +3 more

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).

M RameshView profile

Professor

• Public Policy
• Governance in Asia
• Health Policy
• +3 more

M Ramesh is a Professor and UNESCO Chair on Social Policy Design in Asia at the Lee Kuan Yew School of Public Policy , National University of Singapore. He has held academic leadership roles as Founding Head of the Department of Asian and Policy at the Hong Kong Institute of Education, Professor of Social Policy at the University of Hong Kong, and Chair of the Department of Government and International Relations at the University of Sydney. Education : PhD (University of British Columbia, 1989), MA (University of Saskatchewan, 1983), BA (Patna University, 1979) Research Focus : Public policy processes, governance in Asia, health policy, social protection, and education policy Editorial Roles : Founder/Editor of Policy and Society , Policy Design and Practice , and Cambridge Elements in Public Policy Ramesh’s research explores policy and governance design in Asian contexts, particularly healthcare , social protection , and education policy . His work analyzes decentralization , governance failures , and policy capacity through comparative studies across China, India, Thailand, and Southeast Asia. He examines healthcare reforms , social security systems , and public-private dynamics in policy implementation. His recent publications highlight decentralization challenges in China, health policy tools in India, and innovative policy mixes in Singapore. Ramesh also investigates legitimation strategies and capacity deficits in modern governance. Courses Taught : Asian Pacific Politics, Comparative Public Policy, Economic and Social Policies in East Asia, Globalisation and Public Policy, Government and Business, International Political Economy, Public Policy: Introduction, Social Policy: Issues and Options, World Politics. Editorial Boards : American Review of Public Administration, Journal of Comparative Policy Analysis, Global Governance, Social Science and Medicine (2010–2015), and others.

• Applied Financial Economics
• Economics of Security
• Financial Risk Management
• +3 more

Konstantinos Drakos is a Professor at the Department of Accounting and Finance, Athens University of Economics and Business (AUEB). Previously, he served as Assistant Professor at AUEB (2009–2012), Assistant Professor at the University of Patras (2003–2008), and Lecturer at the University of Essex (2001–2002). He holds a PhD in Economics from the University of Essex, preceded by an MSc and undergraduate studies in Economics at the University of Athens. His research focuses on Applied Financial Economics and the Economics of Security, with recent work analyzing hedge fund leverage, geopolitical risk impacts, cryptocurrency markets, and green banking. Teaching responsibilities include Macroeconomic Theory, Finance for Banking, and Risk Management at both undergraduate and postgraduate levels. Drakos' publications span over two decades, addressing topics such as terrorism's economic effects, bank lending behavior, and investment under uncertainty. His recent articles (2022–2025) emphasize cryptocurrency dynamics, geopolitical risk interactions, and financial stability in green banking. Notable themes include market volatility, capital allocation under uncertainty, and policy responses to systemic risks. No scientific awards are listed in the provided materials. His research has explored structural shifts in financial risk, macroeconomic sentiment, and cross-market linkages following major global events like 9/11 and the 2008 crisis. Drakos has advised on policy-related topics related to financial markets and regulatory frameworks, though specific grants or lab affiliations are not detailed here.

Sean FoleyView profile

Professor

• Cryptocurrencies
• Fintech
• Market Design
• +4 more

Sean Foley is a Professor of Applied Finance at Macquarie University, specializing in Fintech, Cryptocurrencies, Trading, and Market Design. He leads the Decentralized Assets division at the Digital Finance Cooperative Research Centre (DFCRC), bridging academia, industry, and government. His research focuses on blockchain applications like automated market makers, DeFi protocols, and stablecoins. Education: PhD in Finance from the University of Sydney (2014), focusing on 'The Impact of Regulation on Market Quality'. Research Interests: Decentralized finance (DeFi) systems Cryptocurrency market dynamics and regulation Market microstructure and liquidity provision Energy market crises and policy Regulatory frameworks for financial markets Key Projects: Leading the DFCRC's Industrial PhD Scholarships (2021–2031), mentoring students like Arvind Rangarajan and Juuso Artturi Itkonen. Research on Australia's National Electricity Market (NEM) suspension and energy policy. Awards: Best Paper Award at the Cryptocurrency Conference (2019) Philip Brown Prize for Best Australian Paper (2021) Exceptional Research Prize (2019) Advising & Grants: Supervised over 10 PhD students through DFCRC scholarships. Secured $181 million for the Digital Finance CRC. Lead applicant in the Gunns Ltd shareholder class action. Labs/Teams: Head of Decentralized Assets at DFCRC, collaborating on policy and technology. Co-researcher on 'Electricity Markets in Crisis' and cryptocurrency illicit use studies.

• Macro-Finance
• International Finance
• Empirical Asset Pricing
• +5 more

Philippe Mueller is a Professor of Finance at Warwick Business School (University of Warwick) and a leading researcher in macro-finance, international finance, and asset pricing. He previously held positions at the London School of Economics (2008–2017) and earned his PhD from Columbia University. His research focuses on factors driving asset prices, foreign exchange markets, corporate credit, and central bank policies. Mueller has published in top journals such as the Journal of Finance and Journal of Financial Economics , and his work on corporate bond pricing won the Fama-DFA Prize (2023). Education: PhD in Finance and Economics, Columbia University, 2008 MBF, Master of Science in Banking and Finance, Université de Lausanne, 2002 lic. rer. pol., Universität Bern, 1999 Research Interests: His primary research areas include asset pricing, financial econometrics, and international finance with a focus on fixed income markets, corporate credit provision, and monetary policy impacts. Recent work examines intraday foreign exchange patterns, central bank swap lines, and volatility dynamics in fixed income and currency markets. Teaching & Grants: Mueller teaches advanced courses in asset pricing and fixed income at Warwick. He has secured grants from the BA/Leverhulme Trust, BIS Research Fellowship, and INQUIRE Europe. His work is supported by collaborations with institutions like the Swiss National Bank and ECB. Awards & Recognition: Fama-DFA Prize for best asset pricing paper (2023) BIS Research Fellowship (2025–2027) Walter Wasserfallen Prize (2000) Professional Activities: He serves on programme committees for major finance conferences (EFA, WFA) and referees for top journals including Journal of Political Economy and Econometrica .

Liam MannionView profile

Senior Lecturer

• Radiobiology
• Therapeutic Radiography
• Oncology
• +7 more

Dr. Liam Mannion is a Senior Lecturer in Therapeutic Radiography and Oncology at City St George’s, University of London, where he leads key modules in radiotherapy techniques, oncology, and radiobiology. He is an HCPC-registered Therapeutic Radiographer with clinical experience in both NHS and private sectors. He also serves as the Practice Education Lead for Therapeutic Radiography and is a Senior Fellow of the Higher Education Academy. PhD, King's College London MSc, London South Bank University PGCert, City, University of London BSc (Hons), University College Dublin His research focuses on optimizing treatments for muscle-invasive bladder cancer, patient-centered care, and radiobiology. He employs methodologies such as discrete choice experiments to understand patient preferences in treatment decisions. His educational interests include gamification, debriefing, and student well-being in radiography training. His recent publications reveal a strong trend in patient-centered oncology research, particularly in bladder cancer decision-making, alongside innovations in radiotherapy education. He frequently collaborates with institutions like King's College London and Guy's and St Thomas' NHS Foundation Trust. Dr. Mannion is actively involved in peer review for the Journal of Radiotherapy in Practice and served as an External Examiner at Cardiff University. He has also held leadership roles such as Joint Programme Director at City, University of London. He has contributed to research on compassion fatigue among students, leadership in radiography during the pandemic, and functional imaging in glioblastoma. His work bridges clinical practice, education, and patient-centered outcomes. Dr. Mannion is affiliated with professional organizations including the Health and Care Professions Council (HCPC) and the Society of Radiographers. He teaches across undergraduate modules in radiotherapy and oncology, with a focus on practical and theoretical integration.

Ying ChenView profile

Associate Professor

• Financial Statistics
• Machine Learning
• Quantitative Finance
• +7 more

Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects

Simon Langlois-BertrandView profile

Part-Time Lecturer

• Energy politics and policy
• Global environmental politics
• Sustainability transitions
• +5 more

Simon Langlois-Bertrand serves as a Part Time Lecturer in the Department of Political Science at Concordia University, teaching core courses including Introduction to International Relations (POLI205), Sustainability and Governance (POLI208), and Global Energy Politics and Policy (POLI486). His interdisciplinary academic foundation combines engineering and political science, reflected in his educational trajectory: PhD International Affairs, Carleton University M.Sc. Political Science, Université de Montréal M.Ing. Industrial Engineering, École Polytechnique de Montréal B.Ing. Computer Engineering, École Polytechnique de Montréal Langlois-Bertrand's research critically examines energy politics and policy , global environmental governance , and sustainability transitions , with particular emphasis on social-technical dimensions of development and U.S. political dynamics. His work bridges engineering perspectives with political analysis to explore how technological systems interact with institutional frameworks. Analysis of his 15 most recent publications reveals concentrated expertise in North American energy transitions, featuring empirical studies on electricity rate structures, Quebec's carbon policy, and theoretical investigations of uncertainty in energy governance. Key thematic threads include decarbonization pathways, circular economy implementation, and life-cycle policy approaches, predominantly focused on Canadian and Quebec contexts. Scientific awards: No awards documented in source material. Regarding academic mentorship, the provided text contains no information about graduate students supervised or research grants secured. His current research projects indicate ongoing work on the geopolitics of ecological transition and environmental state theory through life-cycle analysis frameworks. No laboratory affiliations or research team memberships are specified in the available documentation.