Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.
Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.
David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.
Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.
Kaveh Razavi is an Assistant Professor at ETH Zurich in the Department of Information Technology and Electrical Engineering, supervising the Computer Security Group. He is also affiliated with the Department of Computer Science. Research focuses on commodity hardware and operating systems security Teaching: Computer Engineering (BSc 2022–2025), Hardware Security (MSc 2016–2025), Advanced Operating Systems (MSc 2016–2019) Research Interests: Razavi's work bridges computer systems and security, emphasizing microarchitectural vulnerabilities, hardware exploitation, and security verification. His group develops tools for analyzing hardware-software interactions and mitigating memory attacks like Rowhammer. Scientific Awards: Distinguished/Best Paper Awards at IEEE S&P, USENIX Security, MICRO Five Pwnies Awards for innovative research Dutch Veni Grant, ERC Starting Grant Jochen Liedtke Young Researcher Award Golden Owl Teaching Award (2022) ETH Medal, Intel Bounty Reward, BlackHat USA Recognition
Chad E. Hart is a Professor in the Department of Economics at Iowa State University (ISU), specializing in agricultural economics and international trade policy. His research focuses on WTO agricultural commitments, crop insurance, biofuel policy, and commodity market dynamics. Hart holds a Ph.D. (1999) and B.S. (1991) in economics from ISU and Southwest Missouri State University, respectively. He has served in roles at ISU’s Center for Agricultural and Rural Development (CARD) and the Food and Agricultural Policy Research Institute (FAPRI), examining trade policies and energy-agriculture intersections. Hart has received notable awards, including the CALS Dean’s Citation (2020) and Exemplary Faculty Mentor Award (2016). His work bridges academic research and practical extension, addressing issues like trade disputes, commodity pricing, and agricultural sustainability. Hart’s insights frequently inform USDA outlook reports and policy analyses, with a focus on Iowa’s agricultural economy. Labs/Teams: Active in CARD and FAPRI, contributing to interdisciplinary research on agricultural policy and market dynamics.
Wei Xiong is the Hugh Leander and Mary Trumbull Adams Professor in Finance and Professor of Economics at Princeton University, affiliated with the Department of Economics and Bendheim Center for Finance. His research centers on behavioral finance and capital market imperfections with a focus on China's financial system and commodity markets. His educational background includes: Ph.D. in Finance from Duke University (2001) B.S. in Physics from University of Science and Technology of China (1993) Research Interests: Professor Xiong's work fundamentally explores behavioral finance and capital market imperfections , pioneering studies on speculative bubbles , heterogeneous beliefs in asset pricing , and financing frictions . His recent scholarship critically examines the financialization of commodity markets , belief distortions during financial crises , and the unique institutional dynamics of China's hybrid economy , where state and market forces interact. Publication Trends: Xiong's 48 publications in top-tier journals reveal an evolving trajectory from classical behavioral finance (2001-2013) toward contemporary China-focused systemic analysis (2017-2025). Recent works integrate cryptocurrency economics, real estate risk management, and policy design in emerging markets, demonstrating methodological rigor through structural modeling and empirical analysis of large-scale financial datasets. Scientific Awards: 2012 Smith Breeden Award (first prize) for the best non-corporate finance paper published in Journal of Finance 2013 NASDAQ OMX Award for the best asset pricing paper presented in Western Finance Association Meetings Professional Activities: As NBER research associate and former Management Science finance editor (2009-2011), Xiong bridges academia and policy. He co-founded VoxChina.org to foster China-world economic dialogue and co-edited The Handbook of China’s Financial System (Princeton University Press). His keynote addresses at major conferences—including the 2024 Chinese Economists Society meeting on “Information Discovery in a Hybrid Economy”—demonstrate sustained policy influence. Labs and Initiatives: Xiong leads Princeton's Bendheim Center for Finance research initiatives and directs VoxChina.org, which produces influential policy analyses on China's economy. His recent work includes the NBER-commissioned study on commodity market risks and ongoing projects examining big tech lending models and data privacy impacts on digital finance.
Moshe E. Ben-Akiva is the Edmund K Turner Professor at the Massachusetts Institute of Technology (MIT), affiliated with the School of Engineering and the Department of Civil and Environmental Engineering. He holds a B.S. from Technion-Israel Institute of Technology (1968), and M.S. and Ph.D. degrees in transportation systems from MIT (1971, 1973). His research focuses on transportation systems analysis, intelligent transportation systems, demand modeling, econometrics, and infrastructure management. He has been recognized with prestigious awards, including election to the National Academy of Engineering (2025) for contributions to transportation systems modeling and demand analysis. His work spans theoretical and applied domains, including agent-based microsimulation for freight logistics, tradable credit schemes for congestion management, and behavioral dimensions of transport decarbonization. Ben-Akiva collaborates with industry and policymakers to design sustainable mobility solutions. His notable publications include foundational texts on discrete choice analysis and stated preference elicitation. He advises on transportation policy, urban planning, and emerging mobility technologies such as automated vehicles and urban air mobility. Current research explores impacts of automated mobility-on-demand systems, real-time tolling strategies, and e-commerce delivery demand modeling. His team develops tools like SimMobility Freight, an agent-based urban freight simulator. He remains active in teaching, focusing on demand modeling and econometrics courses at MIT.
Armelle Choplin is an Associate Professor at the University of Geneva's Department of Geography and Environment within the Geneva School of Social Sciences, and affiliated with the Global Studies Institute since 2019. She serves as Director of the Institute of Environmental Governance and Territorial Development (IGEDT), leading research on urban transformations in the Global South. Research Focus Her research examines urban policies, social transformations, and development challenges in African cities and the Global South. Core interests include: urban planning dynamics, governance frameworks, construction industry impacts, poverty alleviation, sustainable development pathways, globalization effects, digital innovation in urban contexts, and postcolonial urban studies. Her geographical specialization focuses on West Africa and MENA regions. Publication Analysis Recent publications (2017-2024) demonstrate consistent focus on material urbanism, governance innovations, and spatial justice in African cities. Key thematic clusters include: urban material flows (concrete, energy), participatory planning methods, transnational urban corridors, and postcolonial urban theory. Methodologically, her work combines spatial analysis with political economy and ethnographic approaches. Research Leadership She directs multiple international projects including: Global Urb: Global Urbanism from the South MatéRhône: Construction materials in Rhone Valley West African Coastal Corridor study (Accra-Lagos axis) URBACOT: West African Coastal Urban Dynamics Observatory Map&Jerry: Participatory mapping in Cotonou Student Advising Currently supervising eight doctoral candidates researching urban development topics across Africa. Her teaching portfolio includes courses on urban globalization, metropolitan governance, spatial justice, and regional project development at both bachelor's and master's levels.
Jim Hall is a Professor of Climate and Environmental Risk at the University of Oxford's School of Geography and the Environment, and serves as Director of Research there. He is also a Visiting Fellow at Linacre College and holds leadership roles including Chair of the Science Advisory Committee at IIASA, and Expert Advisor to the UK's National Infrastructure Commission. His work focuses on systemic risk analysis, infrastructure resilience, and policy implications of climate change adaptation. Prof Hall has pioneered methodologies like the National Infrastructure Systems Model (NISMOD) and chairs the Data and Analytics Facility for National Infrastructure (DAFNI). His research spans flood risk management, energy systems decarbonization, and transboundary water resource conflicts in regions such as the Eastern Nile Basin and the Caribbean. Key research areas include robust decision making under uncertainty, info-gap theory applications, and integrated assessments of human-environmental systems. He has contributed to major international assessments, including the IPCC's Fourth Assessment Report, and developed frameworks for multi-hazard stress testing of infrastructure networks. Scientific Awards: George Stephenson Medal (2001), Prince Sultan Prize for Water (2018), Royal Academy of Engineering Fellowship (2010) His advising and grants work includes mentoring a DPhil student Erin Canning and leading projects like MARIUS and ENHANCE. He has also developed innovative modeling tools for coastal erosion prediction and probabilistic assessments of global shipping fuel transitions. Prof Hall’s research groups actively engage in interdisciplinary projects, including the Oxford Martin Programme on Resource Stewardship and the UK Infrastructure Transitions Research Consortium. His work emphasizes bridging scientific analysis with actionable policy solutions for climate adaptation.
Dimitrios P. Tsomocos is a Professor of Financial Economics at Saïd Business School and a Fellow in Management at St Edmund Hall, University of Oxford. He holds a BA, MA, MPhil, and PhD from Yale University and previously worked at the Bank of England. He serves on editorial boards including Annals of Finance and Economic Theory, and is a Senior Research Associate at the Financial Markets Group at the London School of Economics. His educational background includes: University of Oxford: M.A. by resolution, 2002 Yale University: Ph.D. in economics, 1996 Yale University: M.Phil. in economics, 1992 Yale University: M.A. in economics, 1990 Yale University: B.A. in economics, 1989 Professor Tsomocos is a mathematical economist specializing in Central Banking, Banking and regulation, Incomplete asset markets, Systemic risk, Financial instability, and Issues of new financial architecture. His research focuses on contagion, financial fragility, interbank linkages, and the impact of the Basel Accord using General Equilibrium models with incomplete asset markets, money, and endogenous default. He is working toward designing a new paradigm of monetary policy, financial stability analysis, and macroprudential regulation. His recent publications show a consistent focus on financial stability, banking regulation, and the interaction between monetary policy and financial stability. The research spans theoretical modeling of bankruptcy and default in general equilibrium frameworks, practical applications to bank regulation, analysis of commodity cycles in emerging economies, and policy responses to crises like the COVID-19 pandemic. His work frequently employs quantitative methods and general equilibrium modeling to address pressing issues in financial economics. His scientific achievements include: 2004 Bank Sabatell prize for the best work on the economics of banking (for "Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing") Co-development of the Goodhart-Tsomocos model of financial fragility (2003) Testimony to House of Lords for the Economic and Financial Affairs and International Trade Sub Committee's report (2011) Appointment to Research Advisory Board, Central Bank of Russian Federation (2018) Professor Tsomocos has advised numerous PhD students and collaborated extensively with central banks worldwide. He has served as an economic advisor to a major political party in Greece and regularly provides commentary on the Greek economy. His research has had substantial policy impact, with the Goodhart-Tsomocos model implemented by more than ten central banks including the Bank of Bulgaria, Bank of Colombia, Bank of England, and Bank of Korea. He continues to collaborate with researchers from the ECB, Central Bank of the Russian Federation, and Bank of Chile on updated versions of his financial fragility model. He co-developed the Goodhart-Tsomocos model of financial fragility while working at the Bank of England, which has been implemented at various central banks globally. His research group at Oxford continues to refine this model and apply it to contemporary financial stability challenges.
Judit Bodnar is a Professor in the Department of Sociology and Social Anthropology at Central European University (CEU), affiliated with the Doctoral School of History. Her research spans urban theory, political economy of globalization, public space, and the cultural dimensions of capitalism. She actively contributes to academic discourse through publications and editorial roles. Research Interests: Urban theory and history Modernity and capitalism (comparative and historical) Uneven development Public space and public art Political economy and culture of globalization Sharing economy and digital platforms Food and politics Her recent work focuses on the transformation of public and private boundaries in the context of digital platforms like Airbnb and home restaurants, as well as the racial and spatial segregation of Roma communities in urban Europe. She critically examines the legacies of 1968 as a global moment and the gentrification of urban spaces such as Chicago’s Cabrini Green. The publication trends reflect a deep engagement with urban sociology, political economy, and cultural critique, especially in the context of neoliberalism, digital transformation, and global inequality. Her work bridges historical analysis with contemporary urban challenges. Editorial Role: Co-editor, Critical Historical Studies , University of Chicago Press Academic Events: Privacy Goes Public: Airbnb, Home Restaurant and the Reconfiguring of Public and Private in the Sharing Economy (November 24, 2021) Racial Cities: The Segregation of Roma in Urban Europe (October 5, 2017) She advises doctoral students in the Doctoral School of History and supervises research on urban and historical sociology. Her work is supported by interdisciplinary collaborations and engagement with global scholarly networks. She is involved in critical urban research, often linking theory with social justice concerns. Labs and Research Groups: Active participant in urban sociology and globalization research clusters at CEU Contributor to transnational dialogues on the right to the city and urban commons
Jason Li is an Assistant Professor in the Department of Computer Science at Carnegie Mellon University's School of Computer Science. He teaches advanced algorithms courses including 15-754 Spectral Graph Theory (Spring 2025), 15-451 Design and Analysis of Algorithms (Fall 2024), and 15-850 Advanced Algorithms (Spring 2024). His research focuses on fast graph algorithms , particularly solving longstanding open problems through modern algorithmic techniques. Key research themes include preconditioning and locality , which serve as reductions from worst-case to well-behaved and local instances respectively. His work has produced breakthroughs in deterministic global minimum cut algorithms, all-pairs minimum cut (Gomory-Hu trees), and near-optimal parallel shortest path algorithms. Analysis of his recent publications reveals a consistent trend toward almost-linear time algorithms for fundamental graph problems, with significant contributions to dynamic graph algorithms, minimum cut variants, and parallel computation. His work frequently appears in top venues including STOC, FOCS, and SODA, often with multiple best paper recognitions. EATCS Distinguished Dissertation Award (2021) Best Paper Award at SODA 2024 Invited to HALG 2024 Invited to TALG and JACM for SODA 2024 paper Machtey Best Student Paper at FOCS 2019 Professor Li actively advises graduate students including Henry Fleischmann and George Li. His research is supported by collaborations with leading institutions and frequent invitations to present at major conferences. He maintains an open-door policy for CMU students and collaborators, though notes the high volume of research inquiries he receives weekly.
Michael Stamm is Chairperson and Professor in the Department of History at Michigan State University, within the College of Social Science. His research focuses on media and journalism history, with specialties in cultural, political, and environmental history. He has authored influential books like Sound Business (2011) and Dead Tree Media (2018), which explore the material and economic dimensions of print media. His work bridges media studies with environmental history, examining global commodity chains and the geopolitical impact of newsprint production. Stamm’s research has been recognized with awards including the Canadian Business History Association’s Best Book Prize (2019) and the Richard E. Sullivan Teaching Excellence Award (2022). He leads courses on North American history, media, business, and environmental history. From 2017–2020, he directed MSU’s participation in the American Historical Association’s Career Diversity initiative, fostering innovative historian training. His recent projects expand into international media comparisons and digital-age publishing challenges. Stamm’s academic profile combines rigorous historical scholarship with interdisciplinary engagement, reflecting his dual role as a researcher and educator.
Thatchaphol Saranurak is an Assistant Professor at the University of Michigan , specifically in the Computer Science and Engineering Division . Prior to this, he earned his PhD in Computer Science from KTH Royal Institute of Technology in 2018 under Danupon Nanongkai , followed by a postdoctoral research assistant professorship at Toyota Technological Institute at Chicago (2018-2020). Research Focus : His work bridges fundamental problems in graph theory, including Dynamic graph algorithms for max-flow and min-cut Expander graph decompositions and their applications Robust algorithms against adaptive adversaries Continuous optimization for combinatorial problems Scientific Contributions : He has made breakthroughs in deterministic graph algorithms, notably improving vertex connectivity bounds, developing near-linear time Gomory-Hu trees, and advancing dynamic matching algorithms. His research has been recognized by Sloan Research Fellowship NSF CAREER Award Presburger Award 2023 Teaching : He teaches courses like Expander and Graph Algorithms and Introduction to Algorithms (Winter 23, Winter 25). His lecture videos and notes are publicly available. Collaborations : He works with leading researchers including Sayan Bhattacharya , Joakim Blikstad , and Jason Li , with affiliations to institutions like TTIC , KTH , and SODA conferences.
