Ankush Agarwal is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. His research focuses on mathematical finance, financial statistics, and Monte Carlo methods, with applications to risk management and derivatives pricing. He supervises PhD students in quantitative finance and has taught courses on Monte Carlo methods and advanced financial modeling at Western University. Education: PhD in Mathematics from Tata Institute of Fundamental Research (2015) Research interests span regime-switching models, longevity risk hedging, stochastic differential equations, and rare event simulation. His work combines theoretical probability with computational techniques for financial applications. Recent publications include studies on McKean-Vlasov SDEs, implied Sharpe ratio estimation, and optimal portfolio strategies under stochastic volatility. These works demonstrate his expertise in stochastic processes and financial engineering. Supervision: Current PhD advisees include Ying Liao, Buchun Wang, and Shuya Zhang at the University of Glasgow. Former advisees include Yongjie Wang and Yihan Zou.
David S. Matteson is a Professor and Associate Department Chair in the Department of Statistics and Data Science at Cornell University. He holds affiliations with the Bowers College of Computing and Information Science, the ILR School, the Center for Applied Mathematics, and the Program in Financial Engineering. His research focuses on developing statistical and machine learning methodologies for complex systems, with applications in finance, environmental science, healthcare, and nanotechnology. He received his PhD in Statistics from the University of Chicago and a BSB in Finance, Mathematics, and Statistics from the University of Minnesota. His awards include the NSF CAREER Award (2015), SUNY Chancellor’s Award (2022), and Fellowships from the Institute of Mathematical Statistics and American Statistical Association (2024). Research interests span theoretical methods like changepoint analysis, high-dimensional time series, and functional data, alongside applied domains such as systemic risk, climate change, and medical imaging. He leads major NSF-funded initiatives including the PRISM Institute for Trans-domain Systemic Risk and the TRIPODS Greater Data Science Cooperative Institute (GDSC). Editorial Roles: Founding Editor-in-Chief of Data Science in Science , Associate Editor for Journal of Econometrics , and former editor for multiple statistical journals. Leadership: Chair of the ASA’s Business and Economic Statistics Section (2024), Director of the National Institute of Statistical Sciences (NISS). Grants: PI/Co-PI on NSF and USAID projects addressing systemic risk, energy systems, and poverty estimation.
Jim Gatheral is a Presidential Professor of Mathematics at Baruch College, City University of New York (CUNY), where he leads the Financial Engineering MS Program. He holds a Ph.D. in Theoretical Physics from Cambridge University (1983), advised by John C. Taylor, and a B.Sc. in Mathematics and Natural Philosophy from the University of Glasgow (1979). Research Focus: His work centers on volatility modeling, market impact dynamics, optimal execution strategies, and stochastic volatility frameworks. Key contributions include rough volatility theory, affine forward variance models, and advancements in Heston and SABR models. He authored The Volatility Surface: A Practitioner’s Guide (2006), a seminal text in quantitative finance. Professional Contributions: Gatheral has published extensively in journals like Quantitative Finance , Finance and Stochastics , and SIAM Journal on Financial Mathematics . He co-developed the arbitrage-free SVI volatility surface parameterization and contributed to market impact models under perfect competition. His work integrates theoretical physics insights with financial engineering. Engagement: He delivers presentations globally, including at the SIAM Financial Mathematics and Engineering Conference (2019) and Bloomberg Quant Seminars. His research bridges academia and industry, addressing practical challenges in derivatives pricing and risk management.
Arya Mazumdar is a tenured Professor of Data Science and Computer Science at the Halıcıoğlu Data Science Institute (HDSI) , part of the School of Computing, Information and Data Sciences at the University of California San Diego (UCSD). He also holds affiliations with the Computer Science and Engineering and Electrical and Computer Engineering departments at UCSD. Previously, he was an Assistant and Associate Professor at the University of Massachusetts Amherst (2015–2021), and held a postdoctoral position at MIT (2011–2012). He is an IEEE Distinguished Lecturer (2023–2024) and recipient of the NSF CAREER Award (2015–2020). Education : PhD in 2011 from the University of Maryland, College Park (advisor: Alexander Barg) Postdoctoral scholar at MIT (2011–2012, advisor: Greg Wornell) Internships at IBM Almaden (2010) and HP Labs (2008) Research Interests : Focus on algorithmic and statistical aspects of machine learning, error-correcting codes, optimization, signal processing, and distributed systems. Key areas include clustering algorithms, compressed sensing, federated learning, and information-theoretic foundations of data science. He has contributed to theoretical guarantees for learning mixtures, distributed optimization, and robust coding schemes. Recent Articles Trends : Recent work emphasizes distributed optimization (e.g., vqSGD, Byzantine-resilient algorithms), sparse recovery in high-dimensional models, and theoretical foundations of learning (e.g., support recovery, parameter estimation). His research bridges information theory and machine learning, with applications in storage systems and large-scale data processing. Awards & Roles : 2020 EURASIP JASP Best Paper Award Co-PI and co-leader of the NSF AI Institute for Learning-Enabled Optimization at Scale Editorships: IEEE Transactions on Information Theory and Foundations and Trends in Communications Grants & Labs : Leads the EnCORE Institute as UCSD Site Lead, focusing on theoretical perspectives of large language models and computational-statistical gaps. Active in organizing workshops on topics like LLMs, clustering, and distributed optimization. His research is funded by NSF and industry collaborations. Teaching : Courses include Algorithms for Data Science , Probability and Statistics for Data Science , and Coding Theory , emphasizing foundational theory and scalable methods.
Zhijian Huang is an Associate Professor in the Department of Finance and Accounting at Saunders College of Business, Rochester Institute of Technology, with expertise in corporate finance, behavioral finance, and risk management. Education: B.Eng., Shanghai Jiaotong University (China) M.S., Michigan State University M.Eng., Cornell University Ph.D., Pennsylvania State University His research focuses on financial markets, cognitive dissonance in investor behavior, cryptocurrency volatility, and climate policy impacts on stock prices. Recent publications explore asymmetric responses to earnings news, social media sentiment effects, and credit risk modeling. Huang teaches courses in equity analysis, options/futures, and risk management, with a strong emphasis on derivative instruments and portfolio optimization strategies.
Isaac Gross is a Senior Lecturer in the Department of Economics at Monash University, Faculty of Business and Economics. He holds a PhD and is actively involved in research, teaching, and policy advisory roles. His work bridges academic theory and real-world economic policy, particularly in macroeconomic and monetary domains. His research interests center on macroeconomics , monetary policy , DSGE modeling , and commodity price dynamics . He employs advanced quantitative methods to analyze policy effectiveness and economic stability, with a regional focus on Australia and global commodity markets. The recent articles highlight a consistent focus on nonlinear modeling of macroeconomic systems, optimal policy design , and structural analysis of monetary and resource sectors . His work combines theoretical rigor with empirical validation, often using large-scale models like MARTIN for policy simulation. Scientific Awards: Best Paper at the Melbourne Institute Macroeconomic Policy Meeting (2018) Dean's Citations for Outstanding Contribution to Student Learning (2021) Advising and Grants: Isaac Gross served as the Primary Chief Investigator on the 2022 research project Estimating Optimal Policy Rules for Australian Monetary Policy with MARTIN . While formal student advising is not listed, his Dean’s Citation underscores significant contributions to student learning. He has also contributed to educational initiatives such as continuing education in macroeconometrics. Labs, Teams, and Collaborations: He collaborates with prominent economists including Andrew Leigh and J. Hansen. His work involves external engagement with key institutions such as the Reserve Bank of Australia and the Standing Committee on Economics, indicating integration into national policy networks.
Philipp Otto is a Professor of Statistics and Data Science at the University of Glasgow. Previously, he was a Reader in Statistics and Data Analytics (2023–2024) and held a Junior Professorship in Big Geospatial Data at Leibniz University Hannover (2018–2023). He earned his PhD in Statistics (summa cum laude) from European University Viadrina in 2016 and a B.Sc. in International Economics, with study visits to Saint Petersburg State University. His research focuses on spatial and spatiotemporal statistics, environmetrics, network modeling, and machine learning applications. Education: PhD in Statistics (2016), European University Viadrina, Frankfurt (Oder) B.Sc. in International Economics (with study visits to Saint Petersburg) Research Interests: Philipp’s work centers on spatial statistics, spatiotemporal volatility modeling, environmental data analysis, and network processes. He develops statistical methods for geo-referenced and network data, with applications in climatology, finance, and environmental risk assessment. His contributions include advancements in GARCH models, spatiotemporal clustering detection, and statistical process monitoring for AI systems. Grants & Projects: He has secured €1,038,847 in research grants, leading projects on historical map time series analysis, agricultural air quality impacts, and high-dimensional spatial dependence structures. Industry collaborations include survival analysis for building information models. Awards: 2017 Fellowship to attend the Lindau Nobel Laureate Meeting (Economic Sciences) 2017 Best Presentation Award (Data Science, Statistics, and Visualisation) Teaching: He teaches statistics and data science across disciplines, including economics, engineering, and mathematics, at both undergraduate and postgraduate levels. Professional Activities: Editorial Boards: Environmetrics (2021), AStA Advances in Statistical Analysis (2020) Member of German Statistical Society (Treasurer, 2013)
Prof. Sven Rady is a leading academic at the Department of Economics at the Hausdorff Center for Mathematics , University of Bonn. He serves as a Hausdorff Chair for Mathematical Economics and Deputy Spokesperson for Collaborative Research Centre TR224. Research Interests include dynamic decision problems, equilibrium models, optimal learning, and strategic experimentation, with significant contributions to information economics and stochastic game theory. His work bridges mathematical modeling with economic theory, focusing on markets, learning dynamics, and policy implications. Scientific Awards include Fellow of the Econometric Society (2023) Teaching Awards at the University of Bonn (2021, 2022) CESifo Outstanding Referee Award (2013) Teaching Award of the State of Bavaria (2005) Key Collaborations involve interdisciplinary research at the intersection of economics and mathematics. He leads projects in the CRC TR224 and contributes to HCM initiatives on probabilistic modeling and information economics.
Associate Professor Ivan Guo is a faculty member at Monash University's School of Mathematics, where he leads research in mathematical finance and stochastic modeling. He obtained his PhD in Mathematics from the University of Sydney in 2014 and currently accepts PhD students. His work bridges theoretical mathematics and practical financial applications, with active projects spanning 2022-2026. Research Focus Dr. Guo's research centers on three interconnected areas: Optimal Transport Applications : Developing transport-based methods for financial model calibration and derivatives pricing Market Microstructure : Analyzing market-making strategies, liquidity, and high-frequency trading dynamics Sustainable Finance : Modeling green investment impacts and energy market transitions using game-theoretic approaches Active Projects Can green investors drive transition to a low-emission economy? (2022-2026) Integrating energy storage into electricity markets (2022-2024) Data61 CRP #46 - Risklab mathematical sciences (2020-2023) Efficient computational techniques for econophysics (2019-2021) The role of liquidity in financial markets (2017-2020) His research consistently addresses model uncertainty, volatility dynamics, and computational methods across 18+ publications since 2012.
Mathias Beiglboeck is a Professor at the Faculty of Mathematics, University of Vienna. His research spans Probability, Optimal Transport, and Mathematical Finance, with a focus on martingale constraints and stochastic modeling. Doctorate in Mathematics (2004, TU Vienna) Diploma in Mathematics (2003, TU Vienna) His work bridges geometric and probabilistic methods in finance, addressing problems like the Skorokhod Embedding, Weak Martingale Transport, and applications to financial institutions. Preprints and publications highlight advancements in Wasserstein distances, causal transport, and stability analysis under martingale constraints. Notable projects and awards include the OeNB-Anniversary-Fund Project (2024-), FWF-Project on Mimicking Processes (2022-), a START-Prize (2014-2022), and early recognition for his Master's thesis (2003). Teaching roles at University of Vienna and TU Vienna cover Stochastic Processes, Financial Mathematics, and Mathematical Finance courses. 2024: OeNB-Anniversary-Fund Project 18983 (250,000 EUR) 2023: Mentor in Daniel Bartl's Esprit-Project (280,000 EUR) 2022: FWF-Project on Mimicking Processes (400,000 EUR) 2014-2022: START-Prize (1,000,000 EUR) 2012: Austrian Mathematical Society Prize 2003: Best Master's Thesis Award, Austrian Mathematical Society His research trends integrate adapted Wasserstein distances, disease modeling, and financial applications, with collaborations across institutions like TU Vienna, Bonn University, and MSRI Berkeley. Grants emphasize geometric and entropic transport methods in finance and public health contexts.
Fima Klebaner is Professor in the School of Mathematics at Monash University and Director of the Centre for Modelling of Stochastic Systems. His research spans stochastic processes, financial mathematics, and population biology, with emphasis on limit theorems, branching processes, and diffusion models. Current projects include ARC-funded work on stochastic population dynamics and financial derivatives pricing. Key research areas: 1) Population-dependent stochastic systems; 2) Large deviation principles; 3) Financial mathematics (Dupire formula, volatility); 4) Approximation methods for complex processes. Recent publications (2018-2025) show balanced focus on theoretical probability (45%) and applied modeling (55%), particularly in ecology and finance. Article analysis reveals advanced methodologies in: 1) Stochastic calculus applications (33% of recent works); 2) Limit theorems for interacting systems (27%); 3) Financial mathematics innovations (20%). Theoretical contributions frequently interface with biological and financial applications.
Associate Professor Lucy Chen is a faculty member at the NUS Business School , National University of Singapore, specializing in the Department of Analytics & Operations. With over 15 years at NUS, she bridges operations management and business analytics in her teaching and research. PhD and MSc in Operations Management from Cornell University Her research explores inventory management , supply chain dynamics , and the intersection of operations-marketing . Recent work investigates corporate behavior around quarterly targets, including publications like Supply Chain Performance with Target-Oriented Firms . She employs immersive teaching methods such as supply chain simulations and role-playing games to engage students. Lucy's Google Scholar profile reveals 15 years of contributions spanning: Strategic inventory optimization Behavioral aspects of supply chain decision-making Co-opetition models in service clusters Impact of financial turbulence on operations Cultural influences on inventory behavior Architectural innovations in balanced ordering systems In 2022, her research on target-oriented firms demonstrated how operational adjustments benefit trading partners more than focal companies. She actively mentors students in operations/supply chain management , emphasizing skill transferability to sectors like banking analytics and logistics consulting.
Dr. Christos Papavassiliou is an Associate Professor in the Department of Electrical and Electronic Engineering at Imperial College London, part of the Faculty of Engineering. His research focuses on instrumentation electronics, memristor modeling, signal integrity, and novel device technologies such as SiGe devices, RF MEMS, and ReRAM. He leads the Space Lab and collaborates with the National Centre for Scientific Research in Athens. He holds senior membership in IEEE and is a member of the IET. Education: Ph.D. in Applied Physics, Yale University (1983–1989) MPhil in Applied Physics, Yale University (1983–1988) MS in Applied Physics, Yale University (1983–1985) B.S. in Physics, MIT (1979–1983) Research Interests: Memristor-based neuromorphic computing and stochastic systems High-performance instrumentation hardware and data acquisition Multi-state memristive memory and selectorless arrays Integration of memristors with CMOS for hybrid circuits Applications in biomedical wearables and edge AI deployment Key Contributions: Developed novel memristor models for circuit simulation Pioneered work on memristor-based true random number generators Advanced understanding of resistive drift and energy-constrained storage Designed FPGA-based systems for analog circuit emulation Labs & Teams: Active in the Space Lab at Imperial College, focusing on interdisciplinary research in electronics and space applications.
Professor Stavros A. Zenios is a Professor of Operations Management and Finance at the University of Cyprus on sabbatical leave, affiliated with Durham University (stavros.zenios@durham.ac.uk). He serves as a Member of the National Academy of Sciences, Letters, and Arts of Cyprus, and a Non-resident Fellow of Bruegel in Brussels. His academic leadership roles include Rector of the University of Cyprus (two terms), first Dean of the School of Economics and Management, and President of UNICA-Universities of the European Capitals. He has held governmental advisory roles, including Vice-Chairman of the Cyprus Council of Economic Advisors and Board Member of the Central Bank of Cyprus. Zenios’ research focuses on risk management, financial engineering, and sovereign debt sustainability, particularly integrating climate change impacts and political risk. His work spans 130+ peer-reviewed articles and three influential books, including Practical Financial Optimization and Performance of Financial Institutions . He received the EURO Excellence in Practice Award and INFORMS Computing Prize, alongside two Marie Sklodowska-Curie Fellowships. His consulting engagements include the World Bank, European Stability Mechanism, Union Bank of Switzerland, and governments like Finland’s Ministry of Finance. Recent research emphasizes green bonds, GDP-linked debt instruments, and the climate-sovereign debt nexus. He advocates for financial education spillover effects and robust optimization frameworks under ambiguity.
Dr. Chenhao Ma is an Assistant Professor at the School of Data Science , The Chinese University of Hong Kong, Shenzhen , where he works on large-scale data management and data mining. Previously, he was a Postdoctoral Fellow at the University of Hong Kong (2021–2022) and earned his PhD in Computer Science from the University of Hong Kong (2021) and B.Eng. from Shandong University (2017). Current research focuses on graph computing (dense subgraph discovery, motif analysis, graph learning), AI+DB (Text-to-SQL, vector search), and traffic data mining (trajectory analysis, outlier detection). He has published over 40 papers in top venues including SIGMOD, PVLDB, KDD and received the ACM SIGMOD Research Highlight Award 2021 and Best of SIGMOD 2020 (4/458). Scientific Awards : ACM SIGMOD Research Highlight Award 2021 Best of SIGMOD 2020 (4/458) Presidential Young Fellow at CUHK-Shenzhen (2023) Hong Kong and China Gas Scholarship (2019-2020) Reaching Out Award (2019) HKU Postgraduate Scholarship (2017-2021) ACM-ICPC Gold Medal (2015) National Scholarship (2014, 2015) Advising and Research Team : He leads a team including Postdoc Dr. Yuanyuan Zeng, PhD students Lujie Ban, Yuwei Xu, and MPhil students Yi Yang, Yuyang Liang. Former mentees like Yichen Xu (PhD at Berkeley) and Jiayang Pang (Master at UC San Diego) have achieved academic placements. Professional Service : He has served as PC member/reviewer for VLDB, KDD, ICDE, WWW, NeurIPS, TKDE , and guest editor for Applied Sciences and Frontiers in Big Data . He chairs sessions at ICDE and VLDB.
