جست‌وجوی استاد و پژوهشگر

Behzad Fatahiمشاهده پروفایل

استاد

• Unsaturated Soil Mechanics
• Dynamic Soil-Structure Interaction
• Ground Improvement Techniques
• +۶ مورد دیگر

Professor Behzad Fatahi is a distinguished academic in Civil and Environmental Engineering at the University of Technology Sydney (UTS), specializing in geotechnical engineering, railway infrastructure, and sustainable construction technologies. With a career spanning over 16 years at UTS, he has served as Deputy Head of School - Teaching and Learning (2024-present), Head of Discipline (2020-2024), and School Research Coordinator (2012-2017). His research focuses on unsaturated soil mechanics , dynamic soil-structure interaction , and green infrastructure solutions . Academic Appointments : Professor (2024-present), Associate Professor (2017-2024), Senior Lecturer (2011-2017), Lecturer (2008-2011) Research Leadership : Supervised 21 PhD students to completion, developed groundbreaking techniques for landfill waste reuse and tyre-derived aggregates in railway construction His work on seismic resilience of LNG tanks and bioengineered soil stabilization has received international recognition, including the 2023 Best Research Paper Award at the Australasian Association for Engineering Education conference. Professor Fatahi's industry experience includes geotechnical engineering roles at Coffey International and SES Engineering prior to academia. Key Research Contributions : Developed green corridor models for railway lines using coupled flow-deformation equations Pioneered AI-integrated teaching frameworks for civil engineering education Advanced machine learning techniques for intelligent compaction and structural buckling analysis As a Category 1 supervisor , he mentors graduate researchers in Civil Engineering , Geomechanics , and Earthquake Engineering . His peer-reviewed work (>240 publications) demonstrates technical excellence and innovation across multiple geotechnical domains.

Samuel G. Hansonمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Corporate Finance
• +۳ مورد دیگر

Samuel G. Hanson is the William L. White Professor of Business Administration at Harvard Business School (HBS), a Research Associate at the National Bureau of Economic Research (NBER), and a Faculty Affiliate of the Harvard Department of Economics. He teaches Finance 1 in the MBA curriculum and Ph.D. courses in Corporate Finance and Empirical Methods. His research focuses on asset pricing, behavioral finance, corporate finance, and financial intermediation, with a particular emphasis on debt markets and financial stability. Hanson holds a Ph.D. in Business Economics from Harvard University and a B.A. in Quantitative Economics and Philosophy from Tufts University. Before academia, he worked at Lehman Brothers, the Federal Reserve Bank of New York, and the U.S. Treasury Department during the 2009 financial crisis. His work explores investor behavior, institutional factors, and policy interventions to enhance financial stability. Key awards include the 2014 RFS Rising Scholar Prize and the 2015 Brattle Group Distinguished Paper. His research is published in top journals like the Quarterly Journal of Economics, Journal of Finance, and Journal of Financial Economics. He also contributes to policy discussions on banking regulation and government debt management.

W. Brent Lindquistمشاهده پروفایل

استاد

• Computational Finance
• Financial Mathematics
• Porous Media Flow
• +۲ مورد دیگر

W. Brent Lindquist is a Professor in the Department of Mathematics and Statistics at Texas Tech University, affiliated with the TTU Mathematical Finance Program. His contact details include office location in the Mathematics & Statistics building (Room 104), phone (+1 806 834 2348), and email brent.lindquist@ttu.edu. His research spans computational financial mathematics, porous media flow, neuroscience applications, and quantum electrodynamics. Key contributions include dynamic asset pricing with market microstructure integration, pore-scale flow modeling using 3D micro-tomography, automated neuron morphology identification, and QED computations for electron magnetic moments. Recent work emphasizes ESG factor incorporation into financial models. Analysis of 2023–2025 publications reveals a dominant focus on sustainable finance, particularly ESG-integrated option pricing and portfolio optimization. Methodologies include random forests for market microstructure analysis, skew random walks for volatility modeling, and Lévy processes for Bitcoin dynamics. Cross-cutting themes involve hedonic real estate models with ESG factors and unified asset pricing frameworks bridging classical finance theories.

Dong Louمشاهده پروفایل

استاد

• Asset Pricing
• Investment Management
• Behavioural Finance
• +۲ مورد دیگر

Dong Lou is a Professor of Finance at the Hong Kong University of Science and Technology (HKUST), where he serves as Associate Dean of Business and Management (Strategic Planning and Research) and Acting Head and Chair Professor of the Department of Finance. He is also a CEPR Research Fellow at the London School of Economics (LSE). His research focuses on asset pricing, investment management, and behavioral finance, with a particular emphasis on market inefficiencies, trading dynamics, and macrofinancial linkages. PhD in Finance, Yale University, 2009 His scholarly work explores liquidity provision, arbitrage activity, investor behavior, and the impact of information dissemination on financial markets. Recent studies include the effects of dollar asset holdings on global yields, retail margin trading dynamics, and the relationship between communication rates and security prices. His publications appear in top journals like Management Science , Journal of Financial Economics , and Review of Financial Studies . His research has been recognized with numerous awards, including the Crowell Memorial Award, NASDAQ OMX Award, and multiple INQUIRE and CRSP Forum grants. He mentors PhD students in finance and co-directs the HKUST-DXM AI for Finance Joint Laboratory, advancing AI applications in financial research and practice.

Chuck Fangمشاهده پروفایل

استادیار

• Credit Markets
• Monetary Policy
• Financial Innovations
• +۷ مورد دیگر

Chuck Fang is an Assistant Professor of Finance at Drexel University's LeBow College of Business. He holds a PhD in Finance from UPenn Wharton (2023) and BAs in Economics, Mathematics, and Statistics from UC Berkeley (2015). His research is centered on credit markets, monetary policy, financial innovations, and financial data infrastructure. PhD in Finance, UPenn Wharton, 2023 BAs in Economics, Mathematics, and Statistics, UC Berkeley, 2015 His research interests span credit markets , monetary policy transmission , financial innovations (including DeFi and automated market makers), and financial data linkage (e.g., Bond-Compustat-CRSP and DealScan-Compustat links). His work explores how monetary policy affects bond fund flows, debt structure changes, and sovereign restructuring. He emphasizes data quality and transparency, contributing open-source tools for empirical finance. The most recent articles reveal a strong focus on monetary policy amplification , debt market structure , and data infrastructure for empirical research. Keywords across publications include finance, monetary policy, asset pricing, fintech, and data linkage. Subfields consistently involve bond fund flows, syndicated loans, sovereign debt restructuring, DeFi mechanisms, and financial data validation. His research bridges macroeconomic policy with micro-level financial data, often using large-scale institutional holdings and transaction data. Scientific awards include: WFA Brattle Group PhD Candidate Award for Outstanding Research Chuck Fang has advised no students listed in the materials. He has secured research recognition through conference presentations and working paper awards. His work is supported by access to major financial databases and collaboration with leading scholars such as Kairong Xiao and Greg Nini. He actively disseminates findings through SSRN, Google Scholar, and academic conferences. He leads or contributes to several data infrastructure projects, including the Bond-Compustat-CRSP Link and DealScan-Compustat Link. These tools enhance empirical research in corporate finance and asset pricing by improving issuer identification and data accuracy. He also maintains a personal website and is active on professional platforms like LinkedIn and Twitter, promoting open science and financial research transparency.

• Financial Economics
• Market Microstructure
• Derivative Pricing
• +۵ مورد دیگر

Duane J. Seppi is a Professor of Financial Economics at the Tepper School of Business , Carnegie Mellon University since 2001, currently holding the Richard C. Green Professor chair. His research focuses on market microstructure (price manipulation, limit orders, market liquidity) and derivative pricing for commodities. PhD in Finance from University of Chicago (1988) MBA from University of Chicago (1984) BA from Stanford University (1977) His work bridges financial theory with commodity operations , exploring topics like natural gas storage valuation , electricity price modeling , and merchant commodity asset management . Key publication trends include Nash equilibrium in price impact , latent trading demand analysis , and commodity real options . Scientific awards include: Best Paper Award (2015) WFA/NYSE Prize (2005) George Leland Bach Award (2002) Roger F. Murray Prize (1998) As a dedicated educator , he teaches option pricing , stochastic processes , and algorithmic trading . His editorial board service spans the Journal of Finance , Journal of Financial Markets , and Review of Finance . Duane has held visiting fellowships at the U.S. SEC , University of Vienna , and Nanyang Technical University .

Damir Filipovicمشاهده پروفایل

استاد

• Quantitative Finance
• Risk Management
• Machine Learning
• +۷ مورد دیگر

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.

Steven A. Soperمشاهده پروفایل

استاد

• Bioanalytical Chemistry
• Microfluidics
• Nanofluidics
• +۷ مورد دیگر

Steven A. Soper is a Foundation Distinguished Professor in the Department of Chemistry and Mechanical Engineering at the University of Kansas. He serves as Director of the NIH-funded Center for BioModular Multi-Scale Systems for Precision Medicine and leads international collaborations with institutions like UNIST in South Korea. His career spans faculty roles at LSU, UNC, and KU, with interdisciplinary research bridging chemistry, biomedical engineering, and materials science. Ph.D. in Bioanalytical Chemistry, University of Kansas (1989) Postdoctoral Fellow, Los Alamos National Laboratory (1991) B.S. in Chemistry and Psychology, University of Nebraska (1980-1982) Research Interests focus on micro-/nanofabricated biochemical analysis systems for clinical diagnostics, particularly circulating tumor cell analysis , cell-free DNA detection , and single-molecule fluorescence applications. His work integrates polymer microfabrication, FRET-based assays, and thermoplastic nanofluidics for cancer, stroke, and infectious disease diagnostics. Scientific Awards include: R&D 100 Award (2010) Shannon Award (NIH) (1994) Distinguished Research Master, LSU (2002) Fellow, AAAS/RSC/SAS (2010) Sutton Family Research Impact Award (2021) Teaching & Collaboration involves mentoring 39 professional-degree recipients, organizing multidisciplinary research teams, and co-teaching courses in Biofluid Mechanics and Nanotechnology . His lab partners with institutions in South Korea and UNC/NCSU, while hosting international students and professionals. Labs & Centers : Leads the Soper Research Group and the Center for BioModular Multi-Scale Systems , which provides access to state-of-the-art nanofabrication tools and collaborative expertise across 12 institutions.

Thierry Foucaultمشاهده پروفایل

استاد

• Financial Markets Liquidity
• Market Microstructure
• Big Data in Finance
• +۵ مورد دیگر

Thierry Foucault serves as HEC Foundation Chaired Professor of Finance at HEC Paris, where he conducts influential research at the intersection of financial markets and technology. His work focuses on the determinants of financial markets liquidity and informativeness, the industrial organization of markets, and their effects on the real economy. His primary research interests include Big Data applications in finance, artificial intelligence in trading technologies, over-the-counter (OTC) markets, and how stock markets influence corporate decisions regarding investment and product choices. Foucault's recent work has increasingly examined how technological advancements reshape traditional financial market structures and corporate behavior. Foucault's research portfolio demonstrates a clear progression toward understanding how data abundance and AI transform market dynamics. His publications span theoretical models, empirical investigations, and policy implications, with particular emphasis on how alternative data sources affect traditional expertise in fund management, how algorithmic approaches change market maker behavior, and how investor information horizons influence corporate investment decisions. European Research Council (ERC) Advanced Grant (2021) for a five-year research project on Big Data and AI in financial markets Co-managing editor of the Journal of Financial and Quantitative Analysis (JFQA) since September 1, 2021 As an academic leader, Foucault actively mentors PhD students and collaborates with researchers worldwide. His editorial position at JFQA places him at the forefront of scholarly discourse in quantitative finance. While specific grant details aren't provided in the text, his ERC Advanced Grant represents significant research funding supporting his work on technology's impact on financial markets and corporate investment.

Jerelle A. Josephمشاهده پروفایل

استادیار

• Biomolecular Condensates
• Phase Separation
• Computational Biology
• +۴ مورد دیگر

Jerelle A. Joseph is an Assistant Professor at Princeton University , affiliated with the Department of Chemical and Biological Engineering and the Omenn-Darling Bioengineering Institute . They also hold associated faculty roles in the Department of Chemistry , Andlinger Center for Energy and the Environment , Princeton Institute for Computational Science and Engineering , and the Biophysics Graduate Program . Research Interests : The Joseph Group investigates the physicochemical principles governing biomolecular condensate formation, dissolution, and misregulation . Their work focuses on phase separation mechanisms , computational modeling of protein-RNA interactions , and engineering condensates for biomedical and sustainability applications , including therapeutic targeting of neurodegenerative diseases and design of synthetic microreactors . Scientific Awards : NIGMS MIRA (R35) Award (2024) Biophysical Society Award Lecture (2024) Chan Zuckerberg Initiative Investigator (2023) Postdoctoral Award, Biophysical Society IDP Subgroup (2022) Rising Star in Soft and Biological Matter (University of Chicago, 2020) Advising : Dr. Joseph advises graduate students including Ananya Chakravarti , Dominic Curtis , and Pablo Garcia . The group develops chemically-specific coarse-grained models using molecular dynamics , Monte Carlo sampling , and machine learning to study condensate microstructure , aging dynamics , and surface electrostatics .

• Friction stir welding
• Steel metallurgy
• Materials engineering
• +۴ مورد دیگر

Dr. Athanasios Toumpis is a Senior Lecturer in Mechanical and Aerospace Engineering at the University of Strathclyde, UK. He holds a Master of Science from the University of Glasgow (2012) and a Master of Engineering from the National Technical University of Athens (2003). His research focuses on friction stir welding (FSW), steel metallurgy, and fatigue analysis of structural materials. Key areas include defect analysis in FSW joints, thermal-mechanical behavior of materials, and gigacycle fatigue testing of welded steels. He has led multiple research projects funded by organizations like the Royal Society and Weir Group, including the development of novel FSW technologies for nuclear applications and investigations into steel joint performance under extreme conditions. Dr. Toumpis has authored over 50 publications, with recent work emphasizing very high-cycle fatigue behavior and additive manufacturing processes. He actively participates in international conferences and serves as a principal investigator on various collaborative projects. His teaching includes courses on applied metallurgy, biomaterials, and materials selection. Research Interests: Friction stir welding of low-alloy and stainless steels Fatigue analysis of welded joints, including gigacycle testing Thermal-mechanical analysis of additive manufactured materials Metallurgical characterization of dissimilar material joints Environmental impact assessment of manufacturing processes Professional Activities & Awards: Recipient of the Global Engagement Fund (2024) Organized the First Joint International Conference on Advances in Mechanical and Aerospace Engineering (2023) Participant in the International Institute of Welding Assembly (2024) and Very High Cycle Fatigue Conference (2024) Hosted visiting researchers and collaborated with institutions like Graz University of Technology Grants & Projects (Recent): Development of a novel friction stir additive manufacturing technology (Royal Society, 2025–2026) Investigation of friction stir welded steel joints for giga-cycle applications (Weir Group, 2025–2027) ESCO buckets weld performance investigation (University of Strathclyde, 2024–2027)

• Meso-scale materials
• Soft matter physics
• Granular materials
• +۷ مورد دیگر

Associate Professor Mohammad Saadatfar is affiliated with the School of Civil Engineering at The University of Sydney. His research focuses on meso-scale materials, combining experiments with simulations to address challenges in environmental science, biomedical engineering, and advanced materials design. Key areas include the study of cellular solids, granular materials, and meta-materials. His work integrates physics, engineering, and biology, with applications to CO₂ geo-sequestration, bone implants, and mechanical meta-materials. He uses X-ray tomography, FE simulations, and topological analysis to explore material behavior. Recent publications span topics like additive manufactured foams, CO₂ flow dynamics in sandstone, and biomimetic wood structures. His contributions highlight interdisciplinary approaches to material science and engineering challenges. No scientific awards or student advisement details are explicitly mentioned in the provided text.

• Return-based trading strategies
• Stock return co-movement
• Liquidity
• +۴ مورد دیگر

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.

• Additive Manufacturing
• Micro Metal Forming
• Tribology
• +۴ مورد دیگر

Dr Dongbin Wei is an Associate Professor at the School of Mechanical and Mechatronic Engineering , University of Technology Sydney (UTS), with a career spanning academia and industry. He holds a PhD in Materials Processing Engineering from the University of Science and Technology Beijing (2001) and academic appointments from 2005–2012 at the University of Wollongong (Research Fellow to Lecturer) and 2013–2017 at UTS (Senior Lecturer) before his promotion to Associate Professor in 2018. His research lies at the intersection of Mechanical Engineering , Manufacturing Engineering , and Materials Processing , focusing on: Ultrasonic Additive Manufacturing (UAM) Micro Metal Forming and Size Effects Tribology and Lubrication Numerical Simulations of Material Processing Composite Material Fabrication Key contributions include: Development of the Springback Path–Displacement Adjustment (SP-DA) method for stamping accuracy Advancements in femtosecond laser texturing for silicon wettability control Studies on nanolubrication in hot rolling Optimization of micro-deep drawing parameters He has secured competitive grants from the Australian Research Council (ARC) and industry partners like Weir Minerals Australia Ltd , including projects on: Revolutionizing mineral separation via additive manufacturing Super high-speed grinding technologies Mechanics of micro composite drill fabrication As a lead supervisor, he guided the 2022 thesis 'Creation and Validation of 3D Printable Mineral Separation Spiral' . His work bridges theoretical analysis, computational modeling (FEM/FEA), and practical validation in advanced manufacturing systems.

• Finance
• Asset Pricing
• Liquidity Risk
• +۳ مورد دیگر

Peter Kondor is an Assistant Professor affiliated with the London School of Economics & Political Science (LSE) and Central European University (CEU). His research focuses on finance, asset pricing, liquidity risk, market microstructure, and arbitrage dynamics. Research Interests: Asset pricing with heterogeneous agents Liquidity risk and intermediary capital Over-the-counter market structures Behavioral finance and sentiment analysis Global financial cycles and investment waves Information diffusion and market stability Key Publications Trends: 2011-2025: Explores causal inference in asset pricing, hedge fund impacts on idiosyncratic risk, and liquidity risk dynamics. 2018: Investigates arbitrage capital and liquidity risk in global markets. 2020-2025: Analyzes rational sentiments, narrative momentum, and aggregate earnings.