Find Academic Supervisors

• Statistics for Stochastic Processes
• Financial Market Econometrics
• Stochastic Differential Equ
• +3 more

Prof. Dr. Markus Bibinger holds the Chair of Mathematics VIII (Applied Stochastics) at the University of Würzburg since October 2020. Previously, he was a W2 Professor of Stochastics at Philipps University of Marburg (2016–2020) and a Junior Professor for Theoretical Econometrics at the University of Mannheim (2015–2016). Education: Dr. rer. nat. (2011, Humboldt University Berlin), Diplom in Mathematics (2007, University of Heidelberg) Research Interests: Statistics for stochastic processes, financial market econometrics, high-frequency financial data analysis, asymptotic statistics, and stochastic differential equations Article Trends: His recent work focuses on volatility estimation, jump detection in high-frequency data, and statistical inference for stochastic partial differential equations, with applications in financial econometrics and market microstructure. Collaborative research spans institutions like the University of Chicago and Humboldt University Berlin. Scientific Awards: Förderpreis der DMV-Fachgruppe Stochastik (2012) Students: Dr. Mehmet Madensoy, Dr. Patrick Bossert Current roles include organizing international conferences (e.g., 16th Workshop on Stochastic Models, Statistics and Their Applications , 2026) and editorial contributions to journals such as Annals of Statistics and Journal of Econometrics . Teaching includes advanced courses in time series analysis and stochastics.

• Complex systems
• Data analysis
• Statistical analysis
• +7 more

Anna Filomena Carbone is a Full Professor in the Department of Applied Science and Technology (DISAT) at the Polytechnic University of Turin, where she directs the NOISELAB research laboratory. Her academic career spans over three decades since earning her PhD in Physics in 1993, with significant contributions to interdisciplinary research at the intersection of physics, data science, and complex systems. Her research interests encompass complex systems, data analysis, statistical analysis, modeling and simulation, and time series analysis, with a particular focus on noise in physical systems. Dr. Carbone has authored over 100 articles in international journals and conference proceedings, with recent publications (2023-2025) demonstrating continued productivity in areas including financial time series analysis, urban scaling laws, quantum information, and brainwave dynamics. Her work shows a clear trend toward increasingly interdisciplinary applications of statistical physics methods to real-world complex systems across multiple domains. Member of the Board of the Nonlinear and Statistical Physics (NSP Board) of the European Physical Society (EPS) since 2009 Member of Scientific Committee - European Physical Society, Belgium (2009-2015) Editorial board member for multiple journals including Physica A, European Physical Journal B, and Chaos, Solitons and Fractals Program chair for multiple International Conferences on Data Science Challenges Dr. Carbone actively supervises PhD students (including Chiara Panico in Computer and Systems Engineering) and serves as Course Instructor for Quantum Information and Quantum Computing courses. Her research projects include TED4LAT (2022-2025), FuturICT 2.0 (2017-2020), and Challenges in Data Science (2016). She maintains active collaborations with institutions including the European Commission and the Department for Digital Transformation of the Presidency of the Council of Ministers.

• Mathematical Finance
• Stochastic Processes
• Financial Engineering
• +3 more

Dr. Andrey Pogudin is a mathematical finance researcher with expertise in stochastic processes, volatility modeling, and cryptocurrency dynamics. His work appears in journals such as Advances in Applied Probability , Quantitative Finance , and Journal of Network Theory in Finance . Focuses on financial mathematics and applied probability Collaborates with researchers like Mike Forde and Tiziana Di Matteo Studies memory effects in diffusion processes and volatility patterns His research spans both classical financial modeling (SABR/CEV-Heston models) and emerging cryptocurrency markets, revealing universal patterns in price stability and scaling relationships.

• High-dimensional time-series analysis
• Statistical modeling under non-stationarity
• Sparse dynamic factor models
• +3 more

Dr Alex Gibberd is a Senior Lecturer (equivalent to Associate Professor) in Statistics within the School of Mathematical Sciences at Lancaster University. He has been a faculty member since 2018, following postdoctoral research at Imperial College London and a PhD in Statistics from University College London (UCL) in 2017. He also holds an MPhys in Astrophysics from the University of St Andrews (2012). Education: PhD in Statistics, University College London (2017) MPhys in Astrophysics, University of St Andrews (2012) Research Interests: Dr Gibberd's research focuses on high-dimensional time-series analysis, with methodological contributions in statistical modeling under non-stationarity and high-dimensionality. His work spans both theoretical developments and practical applications, particularly in neuroscience and finance. Key areas include: Sparse dynamic factor models and regularized estimation techniques Spectral analysis and locally-stationary wavelet models Optimization algorithms for model selection in high-dimensional settings Applications in brain connectivity analysis and economic forecasting Research Themes: His recent publications demonstrate a strong focus on developing interpretable statistical methods for complex systems. These include advances in principal component analysis with joint rank and covariance estimation, sparse dynamic factor models, and regularized spectral estimation for high-dimensional point processes. The applications range from neural connectivity modeling to energy efficiency policy analysis. Grants & Funding: Research in Paris Grant (2024) Support of Collaborative Research with Dr S. Roy at University of Bath (2021) Model Selection for High-Dimensional Temporal Disaggregation in Official Statistics (2021-2023) Reducing End Use Energy Demand in Commercial Settings Through Digital Innovation (2021-2025) Wavelet Methods for Dependency Analysis in Multivariate Time Series (2020) STOR-i: Information Fusion for Non-homogeneous Panel and Time-series Data (2019-2025) PhD Supervision & Students: Dr Gibberd supervises PhD students at the intersection of high-dimensional statistics and time-series analysis. Current students include Carla Pinkney (STOR-i CDT), Ziyan Zhao, and Kai Zheng (Centre for Marketing Analytics & Forecasting). Research Affiliations: STOR-i Centre for Doctoral Training Centre for Marketing Analytics & Forecasting Changepoints and Time Series Research Group Data Science Institute - Foundations Social and Economic Statistics Group

• Financial Econometrics
• Macro Econometrics
• Econometric Theory
• +3 more

Dr. Yongdeng Xu is a Senior Lecturer in Economics at Cardiff Business School, Cardiff University, specializing in advanced econometric methodologies with applications in financial markets and macroeconomic modeling. Dr. Xu's educational background includes: PhD in Economics from Cardiff University (2013) MSc in Finance and Econometrics with distinction from the University of York (2007) BSc in Finance Information Engineering with First Class Honours from Xi'an Jiaotong University (2006) His research expertise spans three interconnected domains. In Financial Econometrics , he specializes in multivariate GARCH models, volatility modeling, and forecasting techniques, with particular focus on spillover effects between different asset classes. His work in Macro Econometrics centers on testing Dynamic Stochastic General Equilibrium (DSGE) models using indirect inference methodology. Within Econometric Theory , his contributions address bias and bias correction in simultaneous equation models, enhancing estimation accuracy in complex economic systems. Analysis of Dr. Xu's publication record reveals consistent advancement in volatility modeling frameworks, particularly in extending GARCH specifications to capture complex market dynamics. His research demonstrates strong integration of theoretical econometric advances with practical financial applications, especially in cross-market volatility transmission and model validation techniques. Dr. Xu has been recognized for his academic potential through the Cardiff Business School PhD Scholarship (2008-2012). As an educator, Dr. Xu teaches Econometrics at the undergraduate level (Year 3) and Macroeconometric Practice at the PhD level. He actively supervises doctoral students in Financial Econometrics, particularly those working with multivariate GARCH and volatility modeling, as well as researchers applying indirect inference to macro and trade models.

• Financial mathematics
• Biological mathematics
• Partial differential equations
• +3 more

Joanna Goard is an Associate Professor and Honorary Fellow at the School of Mathematics and Applied Statistics, University of Wollongong, Australia, holding this position since 2022. Her academic profile bridges financial mathematics and biological applications through advanced mathematical techniques. Her primary research interests include: Using ad-hoc techniques and symmetry methods to solve partial differential equations Mathematics of financial derivatives and their pricing mechanisms Relationship between stochastic differential equations for underlying financial variables and the PDEs governing derivative prices Future research directions in electricity derivatives pricing, MRJ stochastic modeling for electricity prices, and invariant solutions to initial value problems Dr. Goard's publication record demonstrates consistent expertise across mathematical finance and applied mathematics. Her recent work (2019-2025) reveals a strong specialization in options pricing methodologies (covering American, European, straddle, and asset-or-nothing variants), Islamic finance contracts, oil price modeling, and exact solutions to complex differential equations. She frequently employs symmetry analysis and develops innovative analytical approximation techniques for financial instruments that lack closed-form solutions. Dr. Goard has successfully supervised five higher degree research students to completion across diverse mathematical topics and secured external funding through an Australian Research Council Linkage Project grant (2008-2012) focused on volatility-based derivative contracts. Within her department, she coordinates the Master of Financial Mathematics program and organizes undergraduate work experience placements, demonstrating commitment to both research and educational development.

Olga Isengildina MassaView profile

Professor

• Agribusiness
• Commodity Market Price Dynamics
• Forecasting Performance
• +3 more

Olga Isengildina Massa is the John B. and Kristi L. Rowsell Professor and Undergraduate Director in the Department of Agricultural and Applied Economics at Virginia Tech. Her work focuses on commodity market dynamics, price forecasting, and risk management. She leads the Commodity Investing by Students (COINS) program, blending academic research with hands-on market experience. Education: Ph.D., Mississippi State University, Agricultural Economics (2000) M.S., Mississippi State University, Agricultural Economics (1996) B.A., Tashkent State University, English Philology (1993) Research Interests: Commodity price analysis, USDA report impact, forecasting methodologies, and agricultural risk management strategies. Her work emphasizes practical applications for agribusiness profitability. Publications Overview: Recent research includes advancements in cotton price forecasting, USDA forecast evaluation, and meat demand resilience during disease outbreaks. These studies address critical gaps in market efficiency and policy communication. Awards: Virginia Tech Excellence in Career Advising (2019-2020) Third Place, Southern Economics Association Poster Competition (2013) Outstanding Reviewer Award, Journal of Agricultural and Resource Economics (2012) Advising & Grants: Advises COINS students on commodity trading and research projects. Engages in USDA-funded studies on farm income forecasts and volatility analysis. Collaborates with institutions like Clemson University and the University of Georgia. Labs/Teams: Leads COINS program and chairs NCCC-134 committee on commodity price analysis and risk management.

• Political Economy
• Public Economics
• Corruption Studies
• +5 more

Michael Jetter is an Associate Professor in the Department of Economics at the UWA Business School, University of Western Australia. He holds a PhD from the University of Memphis (2011) and previously served as a Full Professor and Assistant Professor at Universidad EAFIT in Colombia (2011-2014). His research focuses on Political Economy, Public Economics, and topics like corruption, terrorism, and gender differences, with current projects exploring political violence and moral universalism. Education: PhD in Economics, University of Memphis (2007-2011) BA in Economics, University of Memphis (2005-2007) Research Interests: Dr. Jetter’s work emphasizes empirical approaches to understanding political and economic phenomena. Key themes include terrorism dynamics, corruption, moral philosophy evolution, and gender studies. His projects often involve historical analyses (e.g., pre-Enlightenment Europe) and modern policy applications (e.g., counterterrorism strategies). Grants & Awards: Humboldt Research Fellowship (2025-2027) BHP Billiton Distinguished Research Award (2015, 2017) Multiple grants from UWA, Alcoa, and Colombian institutions Teaching: Currently teaches courses on the Political Economy of Terrorism and Text-to-Data Applications in the Masters of Business Data Analytics program. Previous units include Advanced Economic Analysis and Public Economics. Labs/Teams: Collaborates with institutions like the ifo Institute and IZA Institute of Labor Economics. Active in international research networks focusing on conflict analysis and development economics.

• Econometrics
• Finance
• Asset Pricing
• +2 more

Roberto Renò is a Professor at the Information Systems, Data Analytics and Operations (IDO) Department at ESSEC Business School. He has held visiting roles at institutions including Johns Hopkins University, Collegio Carlo Alberto, and the European University Institute. Previously, he served as a Full Professor at the University of Verona and held roles at the University of Siena and LUISS. He earned a PhD in Financial Mathematics from Scuola Normale Superiore and a Master in Physics from the University of Pisa. His research focuses on econometrics and finance, with expertise in asset pricing, high-frequency financial econometrics, and nonparametric statistics. Recent work includes presentations on 'Local Edgeworth expansions', 'Pure Momentum', and '0DTE Option Pricing' at global conferences like IAAE, TSE, and SoFiE. He co-founded the CAPIRE data repository to support research in financial econometrics. Renò has delivered over 20 invited talks across Europe, Asia, and the Americas since 2023, addressing topics such as volatility forecasting, market microstructure, and trend detection in high-frequency data. His research bridges theoretical advancements with practical applications in financial markets. Education: PhD in Financial Mathematics, Scuola Normale Superiore (Pisa) Master in Physics, University of Pisa Awards: None explicitly stated Grants and Advising: Details not provided in text Labs/Teams: Co-developed CAPIRE data repository

Marta Nai RusconeView profile

Associate Professor

• Statistics
• Data Analysis
• Environmental Economics
• +3 more

Marta Nai Ruscone is an Associate Professor in the Department of Economics at the University of Genoa. She specializes in statistical methodologies, particularly focusing on copula models, data analysis, and their applications in environmental economics and econometrics. Her teaching responsibilities include courses such as Advanced Data Analytics, Statistical Forecasting, and Statistics for Business Economics. Her research emphasizes developing and applying copula-based techniques for clustering, dependence analysis, and modeling complex economic and environmental datasets. Key areas include studying the influence of economic sectors on financial markets, analyzing the dynamics of human development indicators, and exploring relationships between environmental factors and pandemic outcomes. She has also contributed to open-source statistical software like the R package OBsMD for Bayesian model discrimination. Dr. Nai Ruscone’s work bridges theoretical statistical advancements with practical applications, addressing challenges in multivariate analysis, ordinal data modeling, and interdisciplinary problem-solving. Her publications reflect a strong commitment to advancing methodologies in statistics and their relevance to real-world economic and environmental issues.

Spyridon LazarakisView profile

Assistant Professor

• Macroeconomics
• Economics of Inequality
• Wealth Inequality
• +3 more

Dr. Spyridon Lazarakis is an Assistant Professor in Macroeconomics at Lancaster University Management School, Lancaster University. His research focuses on the economics of inequality, particularly wealth inequality and income risk, examining how macroeconomic factors influence distributional outcomes and vice versa. He holds affiliations with the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy. His work spans historical and contemporary analyses of pandemics (e.g., influenza and smallpox), fiscal policies in the Euro Area, and resource risks in pastoralist economies. Key projects include studying the medium-run health and economic impacts of disease outbreaks and the implications of asymmetric income dynamics. He has presented at numerous conferences, including the Money, Macro and Finance Society Annual Conference and the Dynare Conference. Publications highlight contributions to understanding post-pandemic mortality risks, debt consolidation strategies, and the interplay between savings behavior and wealth disparities. His research integrates quantitative methods with policy-oriented analysis, addressing topics such as rent-seeking consequences and cyclical labor income risks in Great Britain. Education: Ph.D. in Economics (implied by role), Department of Economics, Athens University of Economics and Business (affiliation noted in publications). Grants/Projects: Investigated distributional impacts of epidemics, fiscal consolidation models for the Eurozone, and Turkana pastoralists' risk exposure. Labs/Teams: Member of the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy at Lancaster University.

• Macroeconomics
• Monetary Economics
• Business Cycle
• +3 more

Dr. Stefano Fasani is a Lecturer in Macroeconomics at the Department of Economics, Lancaster University Management School (LUMS). He specializes in Macroeconomics and Monetary Economics, focusing on theoretical and empirical analyses of business cycles, firm dynamics, and stochastic volatility. His research emphasizes identifying macroeconomic shocks and their transmission mechanisms within the economy. His research interests span several key areas in macroeconomics, including business cycle fluctuations, firm entry and exit dynamics, and the role of uncertainty in economic decision-making. He explores how macroeconomic shocks—such as monetary policy shifts or inflationary pressures—impact labor markets, firm behavior, and overall economic volatility. Dr. Fasani’s work often integrates empirical analysis with theoretical modeling to address contemporary issues in monetary policy and economic stability. Dr. Fasani actively participates in academic activities, including workshops and conferences such as AI and Central Banking: Applications of Artificial Intelligence for Monetary Policy and Non-Linearities in Macroeconomics . He is affiliated with the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, and the Macroeconomics and Financial Markets research group at LUMS, contributing to collaborative projects in these areas. He currently supervises PhD students such as Aikaterini Deligianni, Luca Lochi, and Jinghui Yu, guiding their research in Macroeconomics and related fields. His supervision focuses on fostering theoretical and empirical exploration of topics such as monetary policy impacts, firm dynamics, and economic volatility. Dr. Fasani’s research is conducted within the collaborative environment of the Lancaster University Management School, particularly through his affiliations with the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, which supports interdisciplinary research in macroeconomic policy and financial markets.

Pontus CerinView profile

Associate Professor

• Sustainability
• Energy Efficiency
• Renewable Energy
• +3 more

Pontus Cerin is an Associate Professor in the Department of Management and Engineering at Linköping University . His research focuses on sustainable energy systems, including energy efficiency in housing markets, corporate sustainability reporting aligned with UN SDGs, and hydrogen energy economics. He co-leads investigations into Balanced Thermal Grids (BTGs), exploring legal frameworks for small-scale energy distribution systems. Key Affiliations : Division of Environmental Technology and Management (MILJÖ), Unit for Sustainable Development and Strategies (MILJOHUS) His recent work analyzes renewable energy integration challenges, hydrogen infrastructure costs, and volatility in electricity markets. Cerin's research bridges environmental science with economic policy, emphasizing practical solutions for sustainable development. No scientific awards are explicitly listed in the provided texts. While he collaborates with researchers like Ou Tang and Jakob Rehme, no formal advisee-student relationships are documented here. His research group actively engages with Sweden's energy transition goals through interdisciplinary projects.

• Quantitative Finance
• Financial Markets
• Risk Management
• +5 more

Bertrand TAVIN is an Associate Professor in Finance at Emlyon Business School since 2017, previously serving as Assistant Professor there from 2013 to 2017. He holds an HDR (Accreditation to Supervise Research) from Université Paris 1 Panthéon Sorbonne (2024), a PhD in Finance (2013), and advanced degrees in Applied Mathematics and Quantitative Finance. His research focuses on quantitative finance, financial markets, derivatives pricing, risk management, and dependence modeling. He has contributed to peer-reviewed journals such as the Journal of the Operational Research Society , Journal of Derivatives , and European Journal of Operational Research . Education: PhD in Finance (2013) and HDR (2024) from Université Paris 1; MSc in Applied Mathematics and Quantitative Finance (2005–2007); Engineer Degree from Institut Supérieur d'Electronique de Paris (2005). Research Interests: Derivatives valuation, commodity price modeling, financial risk regulation, copula applications, and arbitrage theory. His awards include the Second-Best Paper Award at INREC 2015 and the Best Paper in Risk Management at EFMA 2011. He has served as an academic referee for multiple journals and has industry experience as a derivatives trader and risk engineer.

Riccardo ColacitoView profile

Professor

• International Finance
• Financial Econometrics
• Model Uncertainty
• +3 more

Riccardo Colacito is a Professor of Finance and Sarah Graham Kenan Scholar at the Kenan-Flagler Business School, University of North Carolina at Chapel Hill. He holds a secondary appointment in the Department of Economics and is a research associate at the National Bureau of Economic Research (NBER) in the International Finance and Macroeconomics group. Education: PhD in Economics from New York University; Master's and Bachelor's in Economics from Bocconi University, Milan, Italy. Research focuses on international finance, financial econometrics, model uncertainty, experimental economics, and climate finance. His work appears in top journals like the American Economic Review and Journal of Political Economy. He leads the Center for Excellence in Investment Management and previously directed the Capital Markets and Investments concentration in the MBA program. Awards include the Weatherspoon Award for Excellence in PhD Teaching and MBA All-Star teaching recognition. Editorial roles include Management Science and Journal of Financial and Quantitative Analysis.