John F. Beacom is a Distinguished Professor of Physics and Astronomy at The Ohio State University and Director of the Center for Cosmology and AstroParticle Physics (CCAPP). His academic roles include leadership in astroparticle physics research and education. He holds joint appointments in both the Department of Physics and the Department of Astronomy within the College of Arts and Sciences. Beacom earned his Ph.D. in Physics from the University of Wisconsin (1997) and dual B.S. degrees in Physics and Mathematics from the University of Kansas (1991). He has held postdoctoral positions at Fermilab and Caltech before joining Ohio State in 2004. His research focuses on neutrinos, dark matter, and multi-messenger astrophysics, with emphasis on neutrino detection techniques, supernova physics, and cosmological implications. He leads major projects like the All-Sky Automated Survey for Supernovae (ASAS-SN) and contributes to the Deep Underground Neutrino Experiment (DUNE). Awards: APS Fellow (2014), NSF CAREER Award (2005–2010), multiple teaching awards for distinguished instruction. Grants: Extensive funding from NSF, DOE, and collaborative international initiatives. Labs/Teams: CCAPP, DUNE Collaboration, ASAS-SN project. His articles span neutrino physics, detector development, and observational astrophysics, reflecting interdisciplinary expertise in theoretical and experimental particle astrophysics.
Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.
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.
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.
Tim Conley is Professor and Chair at the Department of Economics, University of Western Ontario. He holds a Ph.D. from the University of Chicago (1996). His research focuses on applied econometrics with emphasis on spatial dependence, cross-sectional analysis, and empirical industrial organization. His primary research interests include methodological development in econometrics, particularly around dependence modeling in cross-sectional data and spatial analysis techniques. He has made significant contributions to understanding technology adoption in developing economies and detection of collusion in market mechanisms. Professor Conley's publications demonstrate consistent focus on developing robust statistical methods for economic applications, with recent work emphasizing practical applications in policy evaluation and market analysis. His methodological innovations have been implemented in statistical software packages used by researchers worldwide.
Dr. Jurgen Becque is an Associate Professor in Structural Engineering at the University of Cambridge's Department of Engineering. He specializes in cold-formed steel structures, stainless steel structural behavior, and stability analysis, with a focus on local-overall buckling interaction and innovative design methodologies. His work bridges experimental investigations with computational modeling and machine learning applications. Research Interests: Cold-formed steel structural systems Stainless steel column stability Local and overall buckling interaction Mechanics-based design optimization Machine learning for structural behavior prediction Recent publications demonstrate expertise in cross-sectional stability, connection mechanics, and composite systems like UHPC-confined stainless steel columns. His work addresses both monotonic and cyclic loading scenarios, contributing to Eurocode 3 design standards.
Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.
Todd Adams is a Professor in the Department of Physics at Florida State University . He leads research in particle physics (high energy experiment) with the CMS Experiment at CERN and previously the D0 Experiment at Fermilab , focusing on searches for new physics in underexplored datasets through long-lived particles , machine learning techniques , and charged particle detection . Education : PhD in Experimental Particle Physics from University of Notre Dame (1997); Postdoctoral researcher at Kansas State University (1997-2001) His research includes electromagnetic calorimeter studies for CMS, calorimeter upgrade investigations , and Monte Carlo simulation leadership for D0. He pioneered searches for neutral long-lived particles and top quark decay anomalies , co-authored key publications in Physical Review Letters and Journal of High Energy Physics , and served as Faculty Senate President and Board of Trustees member at FSU. Notable affiliations include: Collaborations : CMS, D0, NuTeV, NuSOnG Laboratories : CERN (Geneva), Fermilab (Chicago), Florida State High Energy Physics Group Key contributions: Co-convenor of D0 Monte Carlo Simulations and New Physics Signatures groups Expert in heavy quark production , dimuon analysis , and neutral current studies Publications on Higgs boson discovery implications, supersymmetry , and anomalous gauge couplings Scientific Awards : Fellow, American Association for the Advancement of Science Multiple Fermilab Result of the Week highlights (2006, 2008, 2013) Contributor to CMS Thesis Award Committee He advises graduate students in experimental particle physics and contributes to detector technology development, particularly in timing studies , calibration , and trigger systems . His research program will continue through the LHC's 2035 operations with ongoing CMS data analysis.
Dr. Birgit Frauscher is the Lincoln Financial Group Distinguished Professor in Neurobiology at Duke University School of Medicine, where she serves as Professor of Neurology and holds a secondary appointment in the Department of Biomedical Engineering at the Duke Pratt School of Engineering. She is currently the Director of the Duke Comprehensive Epilepsy Center and leads the Analytical Neurophysiology (ANPHY) Lab. Her clinical and research work focuses on epilepsy and sleep medicine, utilizing both invasive and non-invasive electrical recordings to study brain activity in humans. Dr. Frauscher completed her medical training, neurology residency, and subspecialty training in electroencephalography, epilepsy, and sleep medicine at the Medical University of Innsbruck in Austria. After completing her clinical training in 2008, she earned her habilitation degree in 2011. She further specialized in intracranial EEG and signal analysis during a visiting professorship at the Montreal Neurological Institute and Hospital, McGill University (2013-2015), where she later served as an Attending Epileptologist and Group Leader of Epilepsy. Her research interests focus on developing novel seizure-independent EEG markers for the epileptogenic zone, investigating sleep-epilepsy interactions, and using intracranial EEG to study brain physiology during wakefulness and sleep. Her work aims to improve epilepsy diagnosis, prognosis, and treatment outcomes by better localizing the epileptic focus. Dr. Frauscher's recent publications demonstrate her continued leadership in epilepsy research, with over 170 peer-reviewed papers and an H-index of 62. Dr. Frauscher has received several prestigious awards including the Clinician-Scientist awards of the FRSQ (2018-2023), the Michael Prize of the International League against Epilepsy (2019), and the Ernst Niedermeyer Prize from the Austrian Epilepsy Society (2015). Her scholarly work has significantly advanced clinical knowledge in epilepsy and sleep medicine, establishing her as a leading figure in the field. As Director of the Duke Comprehensive Epilepsy Center and head of the ANPHY lab, Dr. Frauscher oversees a research program dedicated to advancing neuroscience through innovative approaches to studying brain activity. Her lab employs quantifiable tools to investigate neurophysiological and pathological processes related to epilepsy and sleep, with the ultimate goal of improving patient outcomes through better understanding of brain function.
Benoit Forget is the Korea Electric Power Professor of Nuclear Engineering and the Department Head of Nuclear Science and Engineering at MIT. He joined MIT in 2008 and leads the MIT Computational Reactor Physics Group (CRPG), which focuses on advancing computational methods for reactor simulation. His research spans Monte Carlo and deterministic transport methods, multiphysics coupling, and uncertainty quantification. He co-developed OpenMC and OpenMOC, open-source tools for reactor analysis. Forget holds a PhD from Georgia Tech and has received awards including the 2013 Landis Young Member Engineering Achievement Award. He teaches courses such as 22.05 Neutron Science and Reactor Physics, and actively contributes to MIT’s computational science initiatives. Educations: PhD in Nuclear Engineering (Georgia Tech, 2006), MS and BS in Energy Engineering (École Polytechnique de Montréal, 2003). Research Interests: Computational reactor physics, radiative transport, high-performance computing, Monte Carlo and deterministic methods, multiphysics coupling, nuclear data uncertainty. Labs/Teams: MIT Computational Reactor Physics Group (CRPG), Consortium for Advanced Simulation of Light Water Reactors (CASL).
Dr. Daniel Dutton is an Associate Professor in the Department of Community Health and Epidemiology at Dalhousie University's Faculty of Medicine, based at the Dalhousie Medicine New Brunswick campus in Saint John. His research focuses on how social environments influence health outcomes and the role of government policies in mitigating these impacts, particularly in areas like poverty, homelessness, and health economics. He holds adjunct roles at the University of New Brunswick (Sociology) and is the Scientific Director of APPTA, a hub bridging aging research and policy. He teaches courses in epidemiology, population health, and statistics. Education: PhD in Community Health Sciences (University of Calgary) MA in Economics (University of Calgary) BA Honours in Economics (Queen’s University) Research Interests: Dr. Dutton examines population-level health determinants, government policy effectiveness, and socioeconomic disparities. His work employs large datasets and econometric models to analyze topics such as homelessness incidence, healthcare cost savings through preventive measures, and the distributional impacts of public spending. Key Contributions: Scientific Director of the APPTA aging and technology hub. Co-founder of the IMPART research collaborative. Author of influential studies on Housing First programs, opioid prescribing patterns, and the fiscal benefits of guaranteed annual income policies. Advising & Grants: Supervises multiple MSc students and has collaborated on grants analyzing healthcare utilization in New Brunswick and Alberta. His work often intersects with policy-making, emphasizing actionable insights from quantitative research. Labs & Teams: Leads the Dutton Research Group, which uses mascot Odin the Saint Bernard to foster team cohesion. Active in interdisciplinary collaborations across public health, sociology, and economics.
Tanya P. Garcia, PhD is an Associate Professor of Biostatistics at the Gillings School of Public Health and Research Faculty in the UNC Neurology Huntington Disease Program at the University of North Carolina at Chapel Hill . She leads the Methods for INcomplete Data (MIND) Lab , focusing on statistical methods for handling censored, missing, or incomplete data in neurodegenerative disease progression studies. Education: PhD in Statistics, Texas A&M University MS in Statistics, University of Western Ohio MS in Industrial Engineering and Operations Research, UC Berkeley Research Interests: Specializing in High-Dimensional Variable Selection , Longitudinal Data Analysis , and Neurodegenerative Disease Modeling , her work develops reproducible statistical methods for Huntington's disease progression, improving clinical trial design and biomarker identification. Scientific Awards: American Statistical Association Fellow (2024) Landis Award for Outstanding Mentorship (2024) Roy R. Kuebler Award (2024) Gertrude M. Cox Award (2024) Leadership & Mentorship: Director of the MIND Lab, Chair-Elect of the Biometrics Section of ASA, and Tyson Academic Leadership Fellow (2023–2024). Her lab alumni have secured prestigious positions at institutions like Wake Forest University and Baylor University.
Kora DeBeck is a Distinguished Professor of Substance Use and Drug Policy in the School of Public Policy at Simon Fraser University, a CIHR Applied Public Health Chair, and Dorothy Killam Fellow. She is also a Research Scientist with the BC Centre on Substance Use and Principal Investigator of the At-Risk Youth Study (ARYS), a longitudinal cohort tracking over 1,200 street-involved youth. Her research focuses on substance use policy, health services for marginalized populations, and the structural drivers of drug-related harms. She has published over 200 peer-reviewed articles challenging ineffective drug enforcement models and advocating for policy reforms. Recent publications analyze trends in opioid use, harm reduction during the COVID-19 pandemic, drug decriminalization, and youth-focused interventions. Her work consistently addresses social inequities through data-driven approaches to the toxic drug crisis. CIHR Applied Public Health Chair Dorothy Killam Fellow Michael Smith Health Research BC Scholar Award Distinguished SFU Professorship She has secured over $50 million in research funding, including $21M as principal investigator for ARYS. Her lab collaborates with healthcare providers, community organizations, and policymakers to translate research into practice.
Song Kim is an Associate Professor of Political Science at the Massachusetts Institute of Technology (MIT) and a Faculty Affiliate at the Institute for Data, Systems, and Society (IDSS). He holds a Ph.D. in Politics from Princeton University, where he was awarded the Harold W. Dodds Fellowship (2012-2013). His research focuses on International Political Economy, Formal and Quantitative Methodology, and Big Data analysis of international trade. He is particularly known for his work on firm-level political incentives in trade liberalization, which earned him the 2015 Mancur Olson Award and the 2018 Michael Wallerstein Award for best published article in political economy. Kim develops computational methods for analyzing trade data, including dimension reduction and visualization techniques. He maintains two key databases: LobbyView (tracking firm lobbying efforts) and TradeLab (for trade policy analysis). His research has been published in top journals such as the American Political Science Review, American Journal of Political Science, and International Organization. Educations : Ph.D. in Politics (Princeton University), B.A. not explicitly stated. His research interests include the dynamical evolution of lobbying networks, strategic links between political donations and lobbying, and the political origins of trade regulations. He also contributes methodological innovations, such as two-way fixed effects models and matching methods for causal inference with panel data. Awards : Mancur Olson Award (2015) Michael Wallerstein Award (2018) Harold W. Dodds Fellowship (2012-2013) Advising & Grants : No listed advisees. His work is supported by MIT’s IDSS and institutional funding. He collaborates on software tools like the 'wfe' and 'concordance' R packages, advancing computational social science. Labs/Teams : Associated with MIT’s Political Science Department and IDSS, focusing on interdisciplinary projects in trade, lobbying, and quantitative methods.
Steven L. Manly is a Professor of Physics at the University of Rochester within the College of Arts, Sciences and Engineering. He has been affiliated with the University of Rochester since 1998, following a decade at Yale University as both a postdoc and faculty member. Professor Manly received his BA in chemistry, mathematics, and physics from Pfeiffer College in 1982 and his PhD in experimental high-energy physics from Columbia University in 1989 under Charles Baltay. His research spans high energy, nuclear, and gravitational physics, with a current focus on neutrino physics across multiple major experiments. His primary research interests include neutrino interactions and oscillations, with significant contributions to the T2K experiment (for which he shared the 2016 Breakthrough Prize in Fundamental Physics), the MINERvA experiment at Fermilab, and the Deep Underground Neutrino Experiment (DUNE). His work aims to understand neutrino properties, measure oscillation parameters, and investigate potential connections to matter-antimatter asymmetry in the universe. The recent publications reflect a strong focus on neutrino cross-section measurements, detector calibration techniques, and data analysis methods for the T2K and DUNE experiments. His research group contributes significantly to advancing our understanding of neutrino properties and interactions through precision measurements. NY State Professor of the Year (2003) Mercer Brugler Distinguished Teaching Professor (2002-2005) American Association of Physics Teachers (AAPT) Award for Excellence in Undergraduate Teaching (2007) Breakthrough Prize in Fundamental Physics (2016, shared as member of T2K) Professor Manly has authored or co-authored numerous publications in leading physics journals, with recent work focusing on neutrino interaction measurements, detector development, and data analysis techniques. His research has involved collaborations with major international facilities including Fermilab, J-PARC in Japan, and Brookhaven National Laboratory. While specific grant information isn't detailed in the provided text, his participation in large-scale international collaborations suggests significant research funding support.
