جست‌وجوی استاد و پژوهشگر

• Econometrics
• Labour Economics
• Wage Dynamics
• +۷ مورد دیگر

Costanza Naguib is an Assistant Professor in Econometrics at the University of Bern and a Lecturer at the Faculty of Economics, Università della Svizzera italiana (USI). Her academic work bridges quantitative econometric modeling and labor economics, with a strong focus on wage mobility and labor market dynamics. Research Interests: Her research explores wage dynamics using advanced econometric tools such as functional copula models, nonlinear autoregressive processes, and semi-nonparametric estimation techniques. She investigates how education, labor market institutions, and skill mismatches influence individual wage trajectories and job satisfaction. Scientific Contributions: Specializes in non-parametric and semi-nonparametric econometric methods Focuses on labor economics with empirical applications to wage mobility Utilizes copula-based models to capture complex dependencies in labor data She completed her PhD in Economics at the Institute for Economic Research (IRE) in March 2018. During her doctoral studies, she participated in the Swiss Program for Beginning Doctoral Students in Economics (Study Center Gerzensee) in January 2017 and was a visiting PhD student at CREST (Centre de recherche en économie et statistique), Paris, in April 2017. Her PhD thesis developed a novel semi-nonparametric model to analyze wage mobility, emphasizing the role of education. There is no public information available about doctoral students she may advise or specific research grants she leads. She is actively contributing to the fields of econometrics and labor economics through methodological innovation and empirical analysis.

• Monetary Economics
• Financial Economics
• Financial Institutions
• +۷ مورد دیگر

Sérgio Miguel Chilra Lagoa is an Associate Professor with Tenure in the Department of Political Economy at the School of Social Sciences and Humanities (ECSH), Iscte – Instituto Universitário de Lisboa. He is also an integrated researcher at DINÂMIA'CET-Iscte, where he contributes to research on socioeconomic change and territory, particularly under the thematic line of Governance, Economy, and Citizenship. He currently serves as Director of the Master’s in Monetary and Financial Economics and has previously co-directed the undergraduate economics program (2011–2016). He is a member of the board of the Institute of Public and Social Policies (IPPS-Iscte) since 2023 and was part of the scientific committee of Dinâmia'Cet-IUL from 2020 to 2022. PhD in Economics, University of Leicester (2010) Master’s in Economics, NOVA University of Lisbon (2004) Bachelor’s in Economics, ISEG – Higher Institute of Economics and Management (1998) Sérgio Lagoa’s research focuses on monetary and financial economics, with a strong emphasis on financial institutions, labor markets, financialization, and economic policy. His work explores macroeconomic dynamics in the Eurozone, sovereign debt crises, inflation differentials, and the social implications of financial systems. He frequently investigates how economic policies and financial structures affect households, firms, and national economies, especially in peripheral European countries like Portugal. His recent publications reflect a consistent engagement with themes such as financial contagion, household financial behavior, compensation policies, and public debt dynamics. He employs both empirical econometric methods and theoretical frameworks to analyze financial and labor market phenomena, often using European and Portuguese data. His work appears in journals like Empirica , International Journal of Human Resource Management , Journal of Post Keynesian Economics , and International Review of Financial Analysis , indicating a strong interdisciplinary reach across economics, finance, and social policy. Sérgio Lagoa has not been publicly associated with any scientific awards or prizes in the provided sources. He has supervised or co-supervised multiple research projects and publications, often collaborating with researchers such as F. Suleman, R. Barradas, E. Leão, and H. Lopes. While specific PhD or Master’s students are not listed, his role as a Master’s program director and frequent co-author suggests active involvement in academic mentoring. He has not received any grant details in the text, but his participation in institutional research centers implies involvement in funded research activities. Lagoa is affiliated with DINÂMIA'CET-Iscte, a research center focused on socioeconomic change and territorial dynamics, and contributes to the academic mission of IPS-Iscte. His research integrates policy-relevant analysis with academic rigor, often addressing contemporary challenges such as post-crisis recovery, wage stagnation, and financial instability.

V. Radu Craiuمشاهده پروفایل

استاد

• Computational Statistics
• Markov Chain Monte Carlo
• Bayesian Inference
• +۵ مورد دیگر

Professor V. Radu Craiu is a distinguished faculty member in the Department of Statistical Sciences within the Faculty of Arts and Science at the University of Toronto. He has served as Chair of the Department for 5 years (2018-2022 and 2023-2024) after joining as an Assistant Professor in 2001, being promoted to Associate Professor in 2006 and to Full Professor in 2013. Ph.D. in Statistics (2001) - University of Chicago M.S. in Mathematics (1996) - University of Bucharest B.S. in Mathematics (1995) - University of Bucharest Professor Craiu's research spans multiple domains of statistics with particular expertise in computational methods. His work has evolved from foundational research on Markov chain Monte Carlo samplers to broader applications in Bayesian statistics, copula models, statistical genetics, and more recently, astronomy. His research demonstrates both theoretical depth and practical applications across diverse fields including genetics, ecology, and astrophysics. His recent publications show a strong focus on advancing computational methodologies while addressing complex real-world problems. The research trends reveal increasing interdisciplinary collaboration, particularly with astronomers working on radio transients and stellar flares, while maintaining strong contributions to core statistical methodology in areas like copula modeling, MCMC algorithms, and dimension reduction. Fellow of the American Statistical Association (2022) Fellow of the Institute of Mathematical Statistics (2020) Faculty Affiliate of the Vector Institute (2020) CJS Award for 'Likelihood Inflating Sampling Algorithm' (2019) CRM-SSC prize from Centre de Recherches Mathematiques and Statistical Society of Canada (2016) Elected Member of the International Statistical Institute (2015) Professor Craiu has supervised numerous doctoral students whose work spans statistical genetics, computational methods, and copula modeling. His editorial service includes positions as Contributing Editor for the IMS Bulletin and Associate Editor for multiple prestigious journals including Harvard Data Science Review, Journal of Computational and Graphical Statistics, Statistics Surveys, The Canadian Journal of Statistics, and Statistical Methods and Applications. His research has been supported by various grants that have enabled extensive collaborations across disciplines.

• Mathematical Finance
• Risk Management
• Copula Functions
• +۳ مورد دیگر

Umberto Cherubini is a Full Professor of Mathematics for Economic, Financial, and Actuarial Applications at the University of Bologna since 2020 (previously Associate Professor since 1998). He joined the university in 1998 after working at Banca Commerciale Italiana's Economic Research Department, leading the Risk Management and Forecasting Unit. His research focuses on multivariate risk management, copula functions, and quantitative finance applications in macrofinance and systemic risk. He holds a BA from the University of Florence (1984) and an MA from New York University (1988). He teaches financial economics in master programs at institutions like Bocconi University, Hitotsubashi University, and Johns Hopkins University, as well as training programs for regulators (e.g., Bank of Italy, Consob) and financial institutions (e.g., WBS, Risk Training). He serves as an associate editor for Studies in Economics and Finance and the Journal of Mathematical Finance . His research explores cutting-edge topics such as q-calculus methods in finance, copula theory applications, and climate risk modeling. He has directed the Graduate Course in Quantitative Finance at the University of Bologna and collaborated with the Tandon School of Engineering at NYU. His work bridges theoretical advancements with practical finance, including derivative pricing, systemic risk assessment, and financial market dynamics.

Ingrid VAN KEILEGOMمشاهده پروفایل

استاد

• Survival Analysis
• Duration Analysis
• Measurement Error
• +۵ مورد دیگر

Ingrid VAN KEILEGOM is a Full Professor at the Catholic University of Louvain (UCL), affiliated with the Institute of Statistics, Biostatistics and Actuarial Sciences. Her research spans survival analysis, econometrics, nonparametric methods, and copula theory, with significant contributions to statistical methodology for censored data and regression models. Research Expertise Professor Van Keilegom's work focuses on developing innovative statistical methods for complex data structures. Key areas include: Survival/duration analysis with cure models and dependent censoring Econometric techniques for instrumental variables and frontier models Semiparametric regression for measurement error problems Copula-based dependence modeling in multivariate settings Publication Trends Her recent publications (2015-2016) demonstrate a strong focus on semiparametric methods for censored data, frontier estimation in econometrics, and goodness-of-fit testing. Common themes include developing robust inference procedures for survival models, addressing endogeneity in econometric applications, and creating validation techniques for complex regression structures. Awards and Honors Fellow, Institute of Mathematical Statistics (2008) Fellow, American Statistical Association (2013) ERC Advanced Grant (2016-2021): Semiparametric inference for complex structural models ERC Starting Grant (2008-2014): M-/Z-estimation in semiparametric statistics Academic Leadership She supervises 5 doctoral students and has graduated 7 PhDs since 2005. Her editorial leadership includes serving as Joint Editor for Journal of the Royal Statistical Society - Series B (2012-2015) and associate roles in 6 other statistical journals. Research is supported by major grants including two European Research Council awards.

Koos Gubbelsمشاهده پروفایل

پژوهشگر

• Econometrics
• Risk Modeling
• Statistics
• +۱ مورد دیگر

Koos Gubbels is a part-time Researcher (on-call scientific staff) at Tilburg University's Tilburg School of Economics and Management, Department of Econometrics and Operations Research. His work focuses on quantitative risk analysis and econometric modeling. Research Interests: Gubbels specializes in Econometrics, Risk Modeling, Statistics, and Natural Hazards. His publications address complex topics such as systemic financial risk, climate vulnerability, and statistical methodologies like copula models and principal component analysis. Publication Trends: His 2025 articles demonstrate interdisciplinary work spanning finance and environmental science, emphasizing data-driven modeling of large-scale risks (e.g., European winter storms) and advanced statistical techniques for capital risk assessment. Awards & Advising: No awards or student mentoring roles are documented in available sources.

• Extreme Value Theory
• Probability
• Stochastic Processes
• +۷ مورد دیگر

Dr. Kirstin Strokorb (she/her) is a Senior Lecturer and Deputy Director of Postgraduate Research at the School of Mathematics, Cardiff University . Her research focuses on multivariate, spatial, and temporal dependence phenomena in extreme value theory , a field critical for assessing rare hazardous events in data-driven risk modeling. She contributes to interdisciplinary research through editorial roles (Extremes, Stochastic Models) and leadership in the One World Extremes seminar and Statistics seminar series . Education: PhD in Mathematics (University of Göttingen, summa cum laude, 2013), Diploma in Pure Mathematics (University of Göttingen, 2010), Exchange student at Warwick University (2006/2007). Research Interests include extreme value theory, stochastic processes, and graphical models. She develops tools for spatio-temporal risk assessment and forecast evaluation , with applications in finance, insurance, and environmental engineering. Her work addresses challenges in max-stable processes , stochastic orderings , and realisability problems . Recent article trends emphasize graphical models for extremes , simulation algorithms , and stochastic ordering . She explores high-dimensional extremes and tail correlation functions , contributing to spatial and temporal modeling and conditional independence frameworks . Scientific Awards : Oberwolfach Research Fellow (2024) RSS Mardia Award for interdisciplinary workshops (2018) Nominated for Philip Leverhulme Prize (2020) Supervision & Grants : Mentored PhD students Michela Corradini, Matt Hutchings, Eferhonore Efe-Eyefia, and Jonas Brehmer. Projects supported by EPSRC DTP , TETFund , and Innovation for All grants . Led workshops under Cardiff’s Water Research Institute and Data Innovation Research Institute . Labs & Collaborations : Collaborated with institutions including University of Copenhagen, University of Geneva, and University of Edinburgh. Active in the Bernoulli Society , Royal Statistical Society , and Data Innovation Research Institute .

• Risk Theory
• Actuarial Mathematics
• Bankruptcy Theory
• +۴ مورد دیگر

Χατζηκωνσταντινίδης Ευστάθιος is a Professor at the University of Piraeus in the Department of Statistics and Actuarial Science. His academic career spans decades with significant contributions to actuarial mathematics and statistical theory. He teaches undergraduate courses in Actuarial Mathematics, Risk Theory, and Reliability Theory, and postgraduate courses in Generalized Linear Models and Risk Management. Education: PhD in Mathematics (1990) - Aristotle University of Thessaloniki (Grade: Excellent) BSc in Mathematics (1985) - Aristotle University of Thessaloniki (Grade: Excellent) Research Focus: His work centers on risk theory, bankruptcy modeling, compound Poisson processes, and optimal experimental designs. He has developed innovative approaches to: Perturbed risk models with diffusion processes Copula-based dependence modeling in insurance Gerber-Shiu function analysis for dividend strategies Recursive methods for compound distributions His research bridges theoretical mathematics with practical actuarial applications. Publication Trends: Analytical studies of stochastic processes dominate his recent work, focusing on: Ruin probabilities and deficit distributions Dependence modeling using copulas Optimal dividend strategies Computational methods for risk models Earlier publications emphasize experimental design optimization and reliability theory. Administrative Leadership: Chair of Department of Statistics and Actuarial Science (2007-2009) Director of Postgraduate Program in Actuarial Science & Risk Management Member of Senate of University of Piraeus Deputy Chair of Ministry of Finance's Actuarial Examination Committee Research Projects: Has participated in multiple funded projects including: 'Optimal Experimental Designs' (Greek Ministry of Education) 'Modern Model for Actuarial Studies Preparation' (University of Piraeus) EPEAEK programs on statistical applications

KÜBRA DURUKANمشاهده پروفایل

مدرس

• Statistics
• Operations Research
• Risk Modeling
• +۳ مورد دیگر

Kübra Durukan is a Lecturer in the Department of Statistics at the Faculty of Engineering and Natural Sciences. Her research spans statistical modeling, operations research, and interdisciplinary applications in psychology, health informatics, and natural hazard analysis. Lecturer in Statistics Focus on copula functions, risk modeling, and data envelopment analysis Her recent work explores behavioral economics using log-linear models and applies statistical methods to medical and seismic risk assessment.

Marek Kałuszkaمشاهده پروفایل

استاد

• Actuarial Science
• Insurance Mathematics
• Risk Theory
• +۳ مورد دیگر

Professor Marek Kałuszka is a research and teaching university professor at the Insurance and Capital Markets Department, Faculty of Fundamental Problems of Technology, Lodz University of Technology. His career spans over three decades with significant contributions to actuarial science, risk theory, and fuzzy integrals. PhD advisees: Wojciech Antoniak (1999), Michał Boczek (2016), Michał Krzeszowiec (2013) Email: kaluszka@p.lodz.pl | Room: 168 | Phone: +48 42 631-38-59 Research focuses on: Actuarial mathematics and premium calculation principles Fuzzy integrals and their applications in risk modeling Portfolio immunization strategies and financial risk management Generalized Sugeno integrals and copula-based aggregation Applications of fuzzy measures in insurance and decision theory Mathematical inequalities for fuzzy integrals and risk assessment Recent publications (2021-2025) demonstrate expertise in: Extended Choquet-Sugeno operators for multi-valued data Benchmark-type generalizations of Sugeno integrals Monotonicity properties in fuzzy aggregation Prékopa-Leindler type inequalities for Sugeno integrals Generalized level measures with conditional aggregation Survival functions based on fuzzy operators

• Theory of Probability
• Theory of Statistics
• Stochastic Processes
• +۶ مورد دیگر

İsmihan Bayramoğlu is Professor of Mathematics and Statistics and former Dean of the Faculty of Arts and Sciences at Izmir University of Economics, Turkey, serving in the deanship from 2001 to 2022. His academic career spans Azerbaijan State University, the Azerbaijan Academy of Sciences, and Ankara University, where he became a Turkish citizen in 1999. His educational background includes: Applied Mathematics at Baku State University (1976-1981) PhD in Computational Mathematics, Theory of Probability and Mathematical Statistics at National Taras Shevchenko University of Kiev (1984-1988) Bayramoğlu's research centers on order statistics , copulas , and reliability analysis , with significant contributions to distribution characterization and statistical inference. His work bridges theoretical probability with practical applications in engineering and data science, emphasizing bivariate and multivariate models. Recent publications (2020-2023) reveal a focus on bivariate distributions, exceedance statistics, and reliability applications, demonstrating consistent innovation in statistical methodology. His articles frequently address coherent systems, random threshold models, and distributional properties. His scientific recognition includes: Ankara University Science Award (2001) Bayramoğlu serves as Editor-in-Chief of the Journal of Turkish Statistical Association and has organized major international conferences including the International Conference on Advances in Statistics (ICAS), which he chairs. His editorial work spans multiple journals as associate and guest editor. He leads the ICAS symposium series, fostering global collaboration through events in Helsinki, Zagreb, Athens, and St. Petersburg, and has delivered keynote addresses at conferences across 10+ countries.

• Bayesian inference
• Biostatistics
• Clinical trials
• +۷ مورد دیگر

Mauro Gasparini is a Full Professor at the Department of Mathematical Sciences (DISMA) of Polytechnic University of Turin. He serves as Director of DISMA since 2019, Member of Academic Senate, and co-leader in the SmartData@PoliTO Big Data Laboratory. His career spans academia and industry, including roles at Purdue University (Assistant Professor 1992-1996) and Novartis (Senior Statistician 1996-1998). He has been Editor of Biometrical Journal (2012-2015) and maintains referee activities across international journals. PhD from University of Michigan (1992, Dirichlet process applications) Academic leadership: Department Director, Editorial boards, ISTAT Advisor Research spans Bayesian methodology with biomedical applications Maintains collaborations with Novartis, Chiesi, and research centers His research interests focus on Bayesian inference , Biostatistics , and Clinical trials methodology, particularly addressing issues in pharmaceutical development, genomic data analysis, and medical decision-making. Recent work includes vaccine efficacy modeling, optimal imaging timing for cancer diagnostics, and adaptive trial designs. Key publication trends show interdisciplinary applications in Statistics in Medicine , Biometrics , and Statistical Methods in Medical Research , with emphasis on biomedical data science, Bayesian adaptive methods, and clinical decision support systems. Scientific contributions include: Editor, Biometrical Journal (2012-2015) Advisor, Italian National Institute of Statistics (2020-2024) Leadership in multiple research projects (NODES, SORGENTE, IDEAS) As PhD advisor, he supervises students in: Shaoshi Tang (Clinical trial modeling) Saeed Sani (Biomedical data analysis) Marco Ratta (Genomic statistics) Luca Rondano (Bayesian methods) Vittorio Zampinetti (Tumor DNA sequencing) Fulvio Di Stefano (Evidence-based decision statistical methods) He leads research projects in pharmaceutical statistics, genomic surveillance, and spatial risk assessment frameworks, with recent emphasis on SARS-CoV-2 analysis and cancer progression modeling.

Zhan Gaoمشاهده پروفایل

استادیار

• Econometrics
• Machine Learning
• High-Dimensional Time Series
• +۴ مورد دیگر

Dr. Zhan Gao is an Assistant Professor of Economics at Southern Methodist University, where he has been a faculty member since 2025. His core expertise lies in econometric theory and its intersection with machine learning, particularly in high-dimensional time-series and panel-data settings. Education: Ph.D. in Economics, University of Southern California Research Interests: Dr. Gao’s research spans econometrics , machine learning , biostatistics , and health economics . Methodologically, he focuses on robust estimation under endogeneity, high-dimensional inference, and convex optimization techniques that scale to large datasets. His recent publications advance robust regression methods that withstand outlier contamination, develop new identification strategies for categorical random-coefficient models, and create survival-analysis tools for dependent censoring in oncology trials. Collectively, this body of work reflects a commitment to rigorous theory paired with reproducible computational tools. Software & Reproducibility: All major papers are accompanied by open-source R and Python packages hosted on GitHub, ensuring full reproducibility. Notable repositories include implementations of penalized least squares, copula-graphic estimators, and high-dimensional GMM routines. Teaching: In Fall 2025 Dr. Gao will teach ECO 4370 / 6370 Computing for Economics , introducing graduate and advanced undergraduate students to modern computational methods and convex optimization in econometrics.

Henryk Zähleمشاهده پروفایل

استاد

• Stochastics
• Quantitative Risk Management
• Statistical Robustness
• +۴ مورد دیگر

Henryk Zähle is a Full Professor of Stochastics at Saarland University's Department of Mathematics, where he has held a W3 position since 2014. He previously served as a W2 Professor (2013-2014) and W1 Junior Professor (2010-2012) at Saarland, and earlier at TU Dortmund University (2007-2010). He earned his Ph.D. in Mathematics from Technical University Berlin (2004) and a Diploma in Mathematics from University of Göttingen (2000). His research focuses on statistical robustness of risk measures asymptotic theory for empirical processes quantitative risk management Markov decision models insurance and financial mathematics with methodological contributions to bootstrapping, quasi-Hadamard differentiability, and sensitivity analysis. Article trends show sustained engagement with stochastic process theory nonparametric estimation robust statistical functionals applications to insurance and finance asymptotic error distributions time series analysis spanning both theoretical and applied domains. Scientific awards include Marie Curie Fellowship (University of Warwick, 2001) DFG Fellowship (2000-2003) He has supervised numerous Ph.D., Master's, and Bachelor's theses on topics like risk measure asymptotics empirical process convergence copula robustness Markov decision sensitivity nonparametric risk estimation statistical bootstrap methods and serves as Associate Editor for Metrika .

Christopher Frank Parmeterمشاهده پروفایل

دانشیار

• Econometrics
• Stochastic Frontier Analysis
• Measurement Error
• +۷ مورد دیگر

Christopher Frank Parmeter is an Associate Professor in the Economics department at the Miami Herbert Business School, University of Miami. His research focuses on econometric methodology and applied economic analysis. Role: Assoc. Professor Email: c.parmeter@miami.edu ORCID: 0000-0001-6123-0107 His research spans econometrics, stochastic frontier analysis, and measurement error correction. Recent work explores robotics' economic impact, bank efficiency under exchange rate volatility, and robust nonparametric techniques. Key publication trends include Bayesian stochastic frontier models, nonparametric inference, and empirical applications in tourism and finance. While specific awards are not detailed, his work contributes significantly to econometric theory and applied economics.