Christopher Polk is Professor of Finance at LSE and former Head of the Finance Department. His research on asset pricing and investment strategies has received numerous awards including the Fama-DFA Prize for best paper in capital markets. Polk developed influential models integrating stochastic volatility into intertemporal asset pricing theory and has made significant contributions to understanding value investing cycles. He currently teaches Sustainable Finance and Impact Investing while leading research on factor premia variation across business cycles. Fama-DFA Prize (2018) AQR Insight Award (2014) Jensen Prize (2002) Q Group Research Award Inquire Europe Research Award
Kingsley Fong is an Associate Professor of Finance at the UNSW Business School , specifically within the School of Banking and Finance . He holds a PhD from the University of Sydney and a BCom (Hons) from UNSW. His research focuses on market microstructure , investment , household finance , and sustainable finance , and he co-founded the RISE Finance Lab to explore finance's role in societal well-being. He also developed the DATKIS framework for systemic coherence in financial practices. Research Interests : Market microstructure, household finance, sustainable finance, and empirical finance. Teaching : Courses such as WEALTH MANAGEMENT AND CLIENT ENGAGEMENT , SUSTAINABLE INVESTING , and SUSTAINABLE FINANCE . Key Trends in Research : His work spans liquidity proxies, algorithmic trading impacts, broker-client dynamics, and sustainable finance innovations. Notable collaborations include studies on market quality, tax-driven trading, and household investment behavior. Scientific Awards : 2017 Review of Finance Spängler IQAM Prize 2021 Aspen Institute Ideas Worth Teaching Award 2022 S&P Global Decarbonisation Hackathon Engagement : Co-Founder of UNSW RISE Finance Lab (2025) Australian Sustainable Finance Institute Reference Group (2024) Deputy Head of School Banking and Finance (2011–2019) Contact : k.fong@unsw.edu.au | Location : UNSW Business School, Ref E12, Level 3, Room 344B.
Dr. Matloob Khushi serves as a Senior Lecturer in Computer Science at Brunel University London's College of Engineering, Design and Physical Sciences. With over 25 years of combined academic and industry experience, his work bridges theoretical AI advancements with practical applications in finance, healthcare, and public health domains. His research has established significant collaborations with international banks, healthcare institutions, and technology startups. Dr. Khushi earned his PhD in AI and Data Science from the University of Sydney, developing novel algorithms for genomic data analysis. His postdoctoral research at the Children's Medical Research Institute (2014-2017) pioneered AI-based diagnostic tools for medical condition detection. More recently, he developed bioinformatics tools for environmental assessment under a UKRI NEC grant. Research Focus FinTech Innovation : Creator of the SS Ratio (incorporating volatility and drawdown sensitivities), advanced portfolio optimization models, and synthetic data generation techniques for fraud detection and credit risk assessment Bioinformatics Leadership : Developer of AI tools for genomic analysis and early cancer detection, featured in SBS News and The Daily Telegraph Public Health NLP : Architect of systems for vaccine misinformation detection, mental health monitoring, and health surveillance on social media His publication portfolio shows consistent growth from foundational bioinformatics work to current multimodal AI applications, with increasing interdisciplinary collaboration across finance and healthcare sectors. Awards and Recognition Ranked among Stanford/Elsevier's top 2% of global AI scientists Recipient of Best Paper Awards from IEEE Transactions on Computational Social Systems and PeerJ Media recognition for cancer detection research by major news outlets Mentorship and Teaching Dr. Khushi has supervised six PhD candidates to completion and over 100 postgraduate dissertations. He teaches CS3002 Artificial Intelligence and mentors students in Final Year Projects. His supervision focuses on Deep Learning/NLP for FinTech prediction and Public Health Surveillance applications, emphasizing practical implementation of theoretical concepts.
Peter Huybers is a Professor of Earth and Planetary Sciences and Environmental Science and Engineering at Harvard University , where he investigates the climate system and its societal implications, including interactions between volcanism and glaciation , extreme temperature predictability , and climate change impacts on food production . Research interests span climate change attribution , paleoclimate reconstruction , drought dynamics , crop yield modeling , and earth system feedbacks . His work often integrates art-historical analysis with climate science, as seen in studies of 19th-century air pollution through Turner and Monet paintings . Scientific awards include funding from Harvard Data Science Initiative (2023) for projects on climate change and food supply volatility Amazon Web Services (2023) grant His 20+ peer-reviewed articles since 2020 focus on climate proxies , hydrological modeling , solar forcing , and agricultural-climate interactions , with recent work in Nature , PNAS , and Science Advances . Advising : Mentored 10+ PhD students including Parker Liautaud , Duo Chan , and Marena Lin , while leading research teams with current members like Greta Berendes and Caro Park . Former staff include Jon Proctor and Lucas Vargas Zeppetello , the latter now at UC Berkeley (2024).
Gerald Reiner serves as Head of the Institute for Production Management at the Vienna University of Economics and Business (WU), within the Department of Information Systems and Operations Management. He holds a Magister Degree, doctorate, and Habilitation in Business Administration from WU. His academic career includes positions as full professor in Production Management and Logistics at the University of Neuchatel (Switzerland, 2007-2014) and Universitaet Klagenfurt (Austria, 2014-2018), where he also served as head of the department of Operations, Energy, and Environmental Management. Dr. Reiner has held visiting professorships at Aston Business School (UK), HEC Lausanne (Switzerland), University of Bergamo, and Università Cattolica del Sacro Cuore in Milan (Italy). His research spans several critical areas including Industry 4.0 implementation, integrated capacity and inventory management, humanitarian logistics operations, circular supply chains, and operations management for base of the pyramid contexts. His work particularly focuses on practical applications addressing food waste reduction, sustainable manufacturing, and blockchain technology in supply chains. His publication portfolio demonstrates a clear evolution toward digital transformation in operations, with recent focus on hydrogen production systems, AI integration in manufacturing, and blockchain applications for food supply chain transparency. The research shows increasing emphasis on sustainability integration within traditional operations management frameworks, particularly addressing European manufacturing challenges and food system inefficiencies. Publication Excellence Award 2021 (2023) Researcher of the month (January 2023) Highly Commended paper in the 2017 Emerald Literati Network Awards for Excellence ISIR Service Award (2014) Emerald Outstanding Paper Award (2013) Dr. Reiner coordinates multiple significant international research projects including EU-project 'Keeping Jobs in EU', EU/Ecsel-project 'Power Semiconductor and Electronics Manufacturing 4.0', 'Integrated Development 4.0', and 'Artificial Intelligence in Manufacturing leading to Sustainability and Industry 5.0'. His current projects focus on FOODIS (cross-border ecosystem for innovation in food supply chains), Circular Design implementation, and blockchain applications for banana supply chains. He actively supervises research teams working on food waste reduction, sustainable packaging systems, and AI applications in operations management.
Polemis Dionysios serves as an Associate Professor in the Department of Maritime Studies at the University of Piraeus, Greece, within the School of Shipping and Industry. His academic profile demonstrates a strong commitment to maritime education and research in the Greek academic context, contributing to one of the Mediterranean's leading institutions for maritime studies. Professor Polemis specializes in International Economics and Maritime International Trade, with research focusing on the intersection of global trade patterns and maritime transportation systems. His scholarly work examines how geopolitical shifts, economic policy uncertainty, and market dynamics impact shipping operations, particularly in the LNG sector. His research interests span shipping economics, maritime transport economics, port management, and the geopolitical dimensions of international maritime trade routes. His publications reveal a consistent focus on analyzing market patterns, regulatory compliance, and sustainability challenges within the maritime sector. His extensive publication record, spanning from 2001 to anticipated 2025 publications, demonstrates a comprehensive understanding of the maritime sector from operational, economic, and policy perspectives. Recent work shows increasing attention to emerging technologies in shipping and the evolving geopolitical landscape affecting global trade routes, particularly regarding LNG transportation and strategic maritime chokepoints like the Suez Canal. As an academic in the Department of Maritime Studies at the University of Piraeus, Professor Polemis contributes to the educational mission of an institution with a strong tradition in maritime education, situated in Piraeus—one of the Mediterranean's most important port cities. His work bridges theoretical economic concepts with practical applications in the shipping industry, providing valuable insights for both academic and industry stakeholders.
Dermot J Hayes is the Charles F. Curtiss Distinguished Professor in Agriculture and Life Sciences and holds the Pioneer Hi-Bred International Chair in Agribusiness at Iowa State University's Department of Economics and Ivy School of Business. His expertise spans agricultural economics, financial economics, and international trade policy with a focus on commodity markets, farm policy, and China's agricultural impacts. Education: Ph.D. and M.S. in Agricultural Economics from the University of California, Berkeley (1986 and 1982). Research Interests: Includes U.S. farm policy, international trade dynamics, agribusiness strategies, crop insurance, financial derivatives, and China's role in global commodity markets. His work emphasizes policy analysis, market resilience, and emerging challenges like disease outbreaks (e.g., African Swine Fever). Awards: AAEA Fellow (2007), AAEA Enduring Quality Award (2006), and J.H. Ellis Teaching Award (2005). His research on food safety auctions remains influential. Consulting: Since 1995, he has advised the National Pork Producers Association on trade economics. His work informs policy debates on tariffs, trade deals, and market disruptions. Labs & Collaborations: Engaged with Iowa State's interdisciplinary initiatives on agriculture-environmental nexus and bioenergy systems.
Academic Profile: Damir Filipovic is a Full Professor and the Swissquote Chair in Quantitative Finance at the College of Management of Technology (CDM) of École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He previously held academic positions at the University of Vienna, University of Munich, and Princeton University, and served as Head of the Vienna Institute of Finance. Research Focus: Quantitative finance, risk management, stochastic processes, term structure modeling, volatility risk, and machine learning applications in financial markets. Industry Collaboration: Co-developed the Swiss Solvency Test for insurance capital requirements while consulting for the Swiss Federal Office of Private Insurance. Publications: Contributed extensively to journals like Journal of Financial Economics, Mathematical Finance, and Annals of Applied Probability, with a textbook on Term-Structure Models. Academic Service: Editorial board member of multiple journals and organizer of advanced workshops on systemic risk and financial technology. Recent Research: His work emphasizes machine learning for portfolio risk management, kernel-based yield curve estimation, and robust stochastic modeling. Keynote speaker at international conferences on finance and insurance mathematics, with over 15 recent publications in 2023-2025 addressing high-dimensional financial problems, neural control systems, and causal inference in market data. Education: Ph.D. in Mathematics from ETH Zurich (2000). Graduate of ETH Zurich and University of Vienna. Teaching & Mentorship: Supervises current and former EPFL Ph.D. students in quantitative finance, including Nicolas Camenzind, Joshua Hayes, Andrea Ruglioni, and ten others. Former students like Damien Ackerer and Lotfi Boudabsa now lead research in risk management. Labs & Programs: Directs EPFL's Finance and Technology Programme, leads the Computational Finance Group (CSF) at EPFL, and contributes to Swiss Finance Institute initiatives. Scientific Leadership: Served on EPFL Committee of Academic Evaluation and Doctoral Program Finance committee.
Fabio Sigrist is a Professor of Applied Statistics and Data Science at the Institute of Financial Services Zug (IFZ) , part of the Lucerne University of Applied Sciences and Arts . He also holds a Senior Scientist and Lecturer position at the Seminar for Statistics, ETH Zurich . His career spans academic research, industry consulting, and project leadership in finance and data science. PhD in Statistics (2013), ETH Zurich MSc in Mathematics with distinction (2008), ETH Zurich MEd in Mathematics Education (2008), ETH Zurich Sigrist’s research focuses on integrating Machine Learning with Spatial Statistics for applications in Financial Econometrics and Credit Risk . His work includes developing novel algorithms like GPBoost and KTBoost , advancing spatio-temporal modeling , and applying tree-based boosting to financial problems. Projects such as CreHos (credit risk in hospitality) and NISMO (interpretable real estate modeling) highlight his interdisciplinary approach. His publications address challenges in large-scale spatial data , loss given default modeling , and stock volatility prediction . He contributes to software development with tools like spate (R package) and varycoef (spatially varying coefficients).
Justin Wan is a Professor in the Department of Computer Science at the University of Waterloo. His research focuses on scientific computing, medical image processing, computational finance, and machine learning. He holds a Ph.D. from UCLA (1998), an M.A. from UCLA (1995), and a B.Sc. from the Chinese University of Hong Kong (1992). Wan’s work bridges numerical methods, optimization, and deep learning, with applications in financial modeling, medical imaging, and fluid dynamics. His research interests include advanced techniques in scientific computing (e.g., multigrid methods), computer graphics simulation, and medical image enhancement (e.g., CT scan artifact reduction). He has pioneered applications of machine learning to computational finance, including option pricing and hedging using deep neural networks and GANs. His recent work explores denoising diffusion models and multi-agent systems for optimal execution in finance. Publications span topics like volatility surface computation, optimal mass transport for image registration, and parallel solvers for fluid dynamics. His methods address challenges in high-dimensional problems, robust numerical valuation, and scalable algorithms for large datasets. Wan collaborates across disciplines, integrating mathematical rigor with practical engineering solutions.
Allaudeen Hameed is the Tang Peng Yeu Professor in Finance at the National University of Singapore (NUS) Business School , where he has been a Professor since 2006. He also holds editorial roles at several leading finance journals and has previously held visiting positions at the Chinese University of Hong Kong, University of North Carolina at Chapel Hill, and University of Texas at Austin. Education: Ph.D. in Finance, University of North Carolina at Chapel Hill Bachelor of Business Administration (Honours), Second Class Upper Division, National University of Singapore Research Interests: His research spans a wide range of topics in finance, including return-based trading strategies , stock return co-movement , liquidity , the role of financial analysts , and international financial markets . These interests are deeply rooted in empirical asset pricing, market microstructure, and behavioral finance. His work often explores how market frictions, investor behavior, and institutional features affect asset prices and trading strategies, with a strong focus on cross-country and emerging market contexts. Scientific Awards & Honors: Asian Finance Conference Best Paper Award – 2024 Pacific Basin Finance Journal Best Paper Award – 2024 UM Distinguished Visiting Scholar, University of Macau – 2024 Best Paper of PERC Award – 2023 Tun Ismail Mohamed Ali Distinguished Chair, Universiti Kebangsaan Malaysia – 2022–2024 Teaching Excellence Team Award, NUS Business School – 2020 Best Paper Awards, FMA – 2016 & 2018 Outstanding Researcher Award, NUS Business School – 2015 & 2003 University of North Carolina Kenan-Flagler Alumni Merit Award – 2011 Professional Service: He serves as Editor of the International Review of Finance and Associate Editor of the Journal of Financial and Quantitative Analysis and Pacific-Basin Finance Journal . He is also a Senior Fellow at the Asian Bureau of Financial and Economic Research (ABFER) and a former Council Member of the Society for Financial Studies. Leadership Roles: He is currently Chair of the Faculty Promotion & Tenure Committee (FPTC) and Chair of the Faculty Promotion in Educator Track Committee (FPEC), both from 2025–2026.
Andreas Fuster is an Associate Professor of Finance and SFI Senior Chair at the Swiss Finance Institute (SFI) @ EPFL, and a Research Fellow at the Centre for Economic Policy Research (CEPR). He previously worked at the Federal Reserve Bank of New York and the Swiss National Bank, where he maintains a part-time research advisor role. His research focuses on empirical finance (household finance, real estate, banking, fintech), macroeconomics, and behavioral economics, with recent work examining technological advancements in credit markets. He teaches courses in financial engineering, macroeconomics, and financial econometrics at EPFL. As Director of the Doctoral Program in Finance at EPFL and academic co-director of the EPFL Executive Education Fintech program, he oversees academic development and executive training. His editorial roles include Associate Editor at the Review of Financial Studies and Journal of Financial Economics . Education: Ph.D. from Harvard University, M.Phil. from Oxford University, B.A. from University of Lausanne (all in economics). Research Interests: Empirical finance, macroeconomics, behavioral and experimental economics, fintech, mortgage markets, and banking regulation. External Roles: Co-organizer of the BIS-CEPR-SCG-SFI Conference on Financial Intermediation and SNB-CIF Conference on Cryptoassets and Financial Innovation. Grants & Awards: Recognition for contributions to financial stability and policy analysis (no specific awards listed). His work has been published in top journals such as the Quarterly Journal of Economics and Review of Financial Studies. He advises on sustainable digital finance through Innosuisse and contributes to policy analysis via CEPR and the Federal Reserve Bank of NY.
Jonathan L. Rogers is a Professor in the Accounting Department at Leeds School of Business, University of Colorado Boulder. He maintains his office in Koelbel Building, room 433, and can be contacted at jonathan.rogers@colorado.edu or by phone at 303-735-6620. Dr. Rogers received dual bachelor's degrees from the University of Texas in 1996: one in Business Administration with a focus in finance, and another in Economics with a minor in accounting. He earned his PhD in Accounting from the Wharton School of the University of Pennsylvania in 2005. He is also a certified management accountant and certified in financial management, though both certifications are currently inactive. Dr. Rogers' research focuses on voluntary disclosure, market microstructure, multinational firms, insider trading, and stock return volatility . His work has been published in all three top accounting journals (Journal of Accounting Research, Journal of Accounting and Economics, The Accounting Review) and has received significant attention from major media outlets including The Wall Street Journal, The New York Times, Financial Times, Fortune, Reuters, Bloomberg TV, and CNBC. His research has also been cited by members of Congress. His recent publications span a diverse range of topics from accounting and finance to meteorology and healthcare, reflecting interdisciplinary collaborations. Major themes in his work include financial disclosure practices, market microstructure, insider trading, and the dissemination of financial information. His research on SEC dissemination in high-frequency trading environments has been particularly influential in both academic and regulatory circles. 2015 EKS&H Faculty Fellowship 2015 RAST Conference Best Paper Award 2011 Fama-Miller Center Research Grant 2010 William Ladany Faculty Scholar 2009 Ernest R. Wish Award 2009 Initiative on Global Markets Research Grant 2003 Deloitte Foundation Doctoral Fellowship European Accounting Association's 2003 Doctoral Colloquium Fellowship 2001 Geewax, Terker & Company Prize for Investment Research Dr. Rogers serves on the editorial board of the Journal of Accounting Research and works as an ad hoc reviewer for the Journal of Finance, the Accounting Review, the Journal of Accounting and Economics, the Review of Accounting Studies, Contemporary Accounting Research, American Accounting Association Midyear, and the Annual and FARS section meetings. His research has been supported by numerous grants including those from the Fama-Miller Center, Initiative on Global Markets, and the Deloitte Foundation. While specific information about his laboratory or research team is not provided in the available text, his extensive publication record and editorial roles suggest he likely collaborates with multiple researchers and potentially supervises graduate students in accounting research.
Professor Yongcheol Shin is a faculty member in the Department of Economics at the University of York. His academic background includes a BA (Hanyang University), MA (Hanyang University), and PhD (Michigan State University). He specializes in applied and theoretical econometrics, focusing on financial and macroeconomic modeling. Education: BA (Hanyang University), MA (Hanyang University), PhD (Michigan State University) His research spans econometric theory and applications in finance and macroeconomics. Key areas include nonlinear panel data modeling, cointegrating VAR models, regime-switching models, and statistical hypothesis testing for time series. Recent work addresses interactive effects in panel data and multilevel factor models. Recent publications (2023) focus on panel data analysis, canonical correlation, and unit root testing. These studies reflect his expertise in econometric methodology and its application to financial economics, macroeconomics, and trade dynamics. Scientific awards include: 2018 Maekyung-KAEA Economist Award He leads the ESRC-funded project 'New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks' (2020-2024), collaborating with researchers like J. Chen and W. Wang.
Alan M. Taylor is a prominent Research Fellow at National Bureau of Economic Research (NBER) and Centre for Economic Policy Research (CEPR) . He holds a permanent affiliation with Columbia University in the United States, where he contributes to economics research. His research spans financial history , macroeconomic policy , international trade , and capital market dynamics . Key themes include credit cycles , monetary policy , economic crises , and historical financial systems . He has extensively analyzed the trilemma of exchange rates, monetary policy, and capital mobility, and pioneered work on long-term rate of return data across capital assets. His recent publications focus on financial stability , credit booms , and macroeconomic consequences of pandemics . Collaborative works with economists like Òscar Jordà, Moritz Schularick, and Kevin H. O'Rourke demonstrate interdisciplinary engagement. His empirical methodology emphasizes local projections , historical econometrics , and long-run equilibrium modeling in international finance.
