جست‌وجوی استاد و پژوهشگر

Nan Zhuمشاهده پروفایل

دانشیار

• Risk Management
• Actuarial Science
• Stochastic Mortality Modeling
• +۴ مورد دیگر

Dr. Nan Zhu is an Associate Professor of Risk Management at the Smeal College of Business, Pennsylvania State University, specializing in actuarial science and risk management. He holds a PhD in Risk Management and Insurance from Georgia State University and advanced degrees in Financial Mathematics and Economics from Peking University. His research focuses on mortality modeling, longevity risk management, and insurance contract theory, with particular contributions to secondary life markets and asymmetric information in financial instruments. He has been awarded the 2017 Redington Prize (Society of Actuaries) for his work on variable annuities and is a Fellow of the Society of Actuaries (FSA) and Chartered Enterprise Risk Analyst (CERA). Education: PhD (2012, Georgia State), MS (2007, Peking University), BS/B.A. (2005, Peking University). Research Interests: Dr. Zhu’s work addresses critical issues in actuarial science including stochastic mortality modeling, secondary market dynamics for life insurance products, and the economic implications of longevity risk. His methodologies often integrate advanced mathematical modeling with empirical financial data analysis, particularly in evaluating policyholder behavior and hedging strategies. Publications: His recent work includes studies on longevity risk hedging mechanisms, asymmetric information in life settlements markets, and policyholder behavior in variable annuities. These contributions highlight innovative approaches to risk quantification and market structure analysis. Awards: In addition to academic accolades, Dr. Zhu has received teaching recognition including Penn State Teaching Fellow (2023) and the Alumni/Student Award for Excellence in Teaching. Advising & Grants: While specific grants are not detailed, his research has been supported by the 2011 Geneva Association Research Grant. He advises students in actuarial science and risk management disciplines.

Francesco Bianchiمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Policy
• Fiscal Policy
• +۶ مورد دیگر

Francesco Bianchi is the Louis J. Maccini Professor of Economics and Department Chair at Johns Hopkins University's Krieger School of Arts & Sciences. He holds a Ph.D. in Economics from Princeton University (2009) and a B.A. from Bocconi University. His research focuses on macroeconomic dynamics, monetary and fiscal policy interactions, and macro-finance, with a recent emphasis on machine learning applications for forecasting and belief distortions in asset markets. Bianchi is a co-editor of the *American Economic Journal: Macroeconomics*, and a research associate at the National Bureau of Economic Research (NBER) and the Center for Economic and Policy Research (CEPR). **Education**: Ph.D. in Economics (Princeton University, 2009), M.A. in Economics (Princeton, 2007), B.A. in Economics and Statistics (Bocconi University, 2003). **Research Interests**: Machine learning in macroeconomic forecasting, fiscal theory of inflation, monetary policy effects on asset prices, belief distortions, and policy coordination. His work has been published in top journals like the *American Economic Review*, *Review of Economic Studies*, and *Journal of Finance*. **Awards**: Wim Duisenberg Research Fellowship (2015), Zellner Thesis Award (2010). He has advised policymakers at institutions like the Federal Reserve and presented at high-profile events such as the Jackson Hole Symposium. **Grants & Roles**: Served as associate editor for journals including *Journal of Monetary Economics* and *Quantitative Economics*. His research has influenced central bank independence debates and fiscal-monetary policy frameworks. Current projects include fiscal inflation dynamics in OECD countries and structural models of belief-driven macroeconomic fluctuations. **Labs/Teams**: Leads research collaborations in macroeconomic theory and applied econometrics, often with interdisciplinary approaches combining machine learning and traditional econometric methods.

Giulia Ioriمشاهده پروفایل

استاد

• Agent-Based Modeling
• Financial Markets
• Economic Networks
• +۷ مورد دیگر

Professor Giulia Iori is a Professor of Economics at the Department of Economics, City, University of London. She holds a PhD in Theoretical Physics from Sapienza University of Rome and has held academic positions at King's College London, the University of Essex, and several international research institutions. She is a leading figure in the application of agent-based models to economics and complexity in financial markets. Professor of Economics, City, University of London (2005–present) Reader in Applied Mathematics, King's College London (2004) Lecturer in Financial Mathematics, King's College (2000–2004) Lecturer in Finance, University of Essex (1998–2000) Her research focuses on financial market microstructure, economic networks, systemic risk, and agent-based modeling. She has pioneered interdisciplinary approaches combining physics and economics to understand complex financial systems. Her work spans high-frequency trading, option pricing, financial stability, and network dynamics in banking systems. The recent publications highlight a strong trend in analyzing financial networks, systemic risk, and macroprudential regulation using agent-based models. Her research increasingly integrates empirical data with simulation techniques to assess policy effectiveness in heterogeneous banking environments. Key themes include interbank market dynamics, capital buffers, market transparency, and the role of network structure in financial stability. Lamfalussy Fellowship, European Central Bank (2003) Professor Iori has been actively involved in academic leadership, serving as Head of Department (2017–2020) and currently as Associate Dean for Employability, Engagement and Enterprise. She is Co-Editor of the Journal of Economic Dynamics and Control and the Journal of Economic Interaction and Coordination, and President of the Society for Economic Science with Heterogeneous Interacting Agents. She has advised on gender equality initiatives at City, University of London, and is a member of the London Mathematical Society and the Institute of Physics.

Juliana Malagón Penenمشاهده پروفایل

دانشیار

• Asset Pricing
• Idiosyncratic Risk Anomalies
• Corporate Finance
• +۹ مورد دیگر

Juliana Malagón Penen is an Associate Professor in the Faculty of Management at Universidad de los Andes (Uniandes), Colombia, where she teaches courses in corporate finance, investment decisions, financial mathematics, and financial strategy at both undergraduate and graduate levels. She holds a PhD and Master’s in Business Economics and Quantitative Methods from Carlos III University of Madrid, and a Bachelor’s in Economics from the Colombian School of Engineering Julio Garavito. PhD in Business Economics and Quantitative Methods (2013), Carlos III University of Madrid, Spain Master’s in Business Economics and Quantitative Methods (2013), Carlos III University of Madrid, Spain Professional in Economics (2007), Colombian School of Engineering Julio Garavito, Colombia Her research centers on asset pricing, with a focus on idiosyncratic risk anomalies, portfolio performance, equity returns, and market dynamics in high-frequency trading environments such as eurodollar futures. She explores the impact of climate change news on financial markets and investigates the intersection of corporate finance with ESG practices and cryptoasset markets. She has also contributed to interdisciplinary research on employee silence across 33 countries, reflecting her engagement with behavioral and organizational aspects of finance. Her recent publications span journals like Sustainability , Finance Research Letters , Journal of Futures Markets , Journal of Banking and Finance , and Journal of Organizational Behavior . These works collectively highlight trends in market anomalies, ESG integration, high-frequency trading risks, and the growing role of textual and climate-related data in financial decision-making. Her research increasingly bridges traditional finance with sustainability and technological innovation. Juliana actively contributes to the academic community as a doctoral dissertation supervisor and as an anonymous referee for journals including the European Journal of Finance and the Spanish Journal of Finance and Accounting . She is a member of the Finance and Financial Economics research group at Uniandes. Supervised doctoral student: Manuel Andrés Martínez Patiño (Thesis on DeFi pricing techniques) Referee for: European Journal of Finance, Spanish Journal of Finance and Accounting She leads ongoing research in cryptoasset markets and ESG integration, advising on decentralized finance (DeFi) and sustainable investment strategies. While no grants are explicitly mentioned, her active publication and supervision record indicate sustained research funding and institutional support. Her work is conducted within the Finance and Financial Economics research group, fostering collaboration across quantitative, behavioral, and sustainable finance domains.

Wei Weiمشاهده پروفایل

مدرس ارشد

• Financial Econometrics
• Bayesian Econometrics
• Energy Economics
• +۳ مورد دیگر

Wei Wei is a Senior Lecturer in the Department of Econometrics and Business Statistics at Monash University, specializing in Financial Econometrics, Bayesian Econometrics, Energy Economics, and Risk Management. They are a Chief Investigator in a major 2020-2025 project: 'New methods for modelling complex trends in climate and energy time series,' collaborating with global institutions. Research focuses on climate policy evaluation, energy transition modeling, and high-frequency financial data analysis. Key contributions include applying Bayesian methods to climate sensitivity analysis and stochastic models for energy policy design. Their work addresses global challenges like methane remediation and renewable energy integration. Collaborations span institutions in Australia, USA, and Norway. Outputs emphasize open-access publishing and interdisciplinary approaches to sustainability goals, particularly SDG 7 (Affordable Clean Energy) and SDG 13 (Climate Action). Advising and grants: Lead researcher in multi-million dollar climate-energy projects. No formal advisees listed but contributes to graduate training through research supervision. Laboratory/teams: Involved in Impact Labs at Monash, focusing on econometric applications in sustainability.

Shantanu Duttaمشاهده پروفایل

استاد

• Machine Learning
• Natural Language Processing (NLP)
• Mergers & Acquisitions
• +۷ مورد دیگر

Shantanu Dutta is a Full Professor at the Telfer School of Management, University of Ottawa, holding the Ian Telfer Fellowship in Global Finance. He previously served as a full-time faculty member at the University of Ontario Institute of Technology, St. Francis Xavier University, and Assumption University, Bangkok. Before academia, he worked as a Finance Manager and Project Controller at Lafarge. His research focuses on machine learning/NLP applications in finance, mergers & acquisitions, corporate governance, and media impact on financial decisions. He has secured SSHRC grants totaling over $79,992 since 2018. Education: Bachelor of Technology (Indian Institute of Technology) MEM (Indian Institute of Technology) M.B.A. (AIT) Ph.D. (Carleton University) Research Interests: His work bridges technology and finance, emphasizing AI-driven financial analysis, governance mechanisms, and cross-border corporate strategies. Notable areas include: Machine learning for detecting financial irregularities Risk assessment in mergers & acquisitions Impact of media (print/social) on corporate decisions Gender dynamics in financial ethics Political risk in investment strategies Awards & Grants: Recipient of Barclays Global Investors Canada Research Award (2006) Telfer School of Management Research Excellence Award (2016) Award of Excellence (2021) SSHRC Partnership Engage Grant (2024-2025): $24,992 for 'Green vehicles: Evolution of public perception on social media' SSHRC Grant (2018-2022): $55,000 for 'Board Independence and Corporate Private In-house Meetings' Teaching & Mentorship: Teaches finance courses at undergraduate/graduate levels (MBA, PhD) at Telfer. Previously taught corporate governance, entrepreneurial finance, and international financial management. His pedagogical focus includes applying real-world case studies to complex financial systems. Key Research Themes: His recent work analyzes corporate communication's role in data breaches, supply chain complexities in emerging markets, and the ethical dimensions of AI in decision-making. He frequently publishes in top-tier journals like Financial Management and Journal of Corporate Finance .

Natalie Kesslerمشاهده پروفایل

استادیار

• Financial Economics
• Financial Regulation
• Market Microstructure Analysis
• +۳ مورد دیگر

Natalie Kessler is an Assistant Professor in Finance at the School of Business and Economics, Vrije Universiteit Amsterdam, and an External Researcher at De Nederlandsche Bank's Data Science Hub since September 2022. She holds a PhD in Economics from the European University Institute (2022). Her research focuses on Financial Regulation, Market Microstructure Analysis, and Financial Economics, particularly addressing topics like market inefficiency, regulatory frameworks, and SME financing challenges. Her recent work explores exclusive dealing practices in financial markets, stress testing methodologies, and structural issues in EU equity lending markets. She teaches courses on Empirical Finance, Treasury & Risk Management, and Bubbles and Crashes. Current research collaborations involve cross-border analyses in financial regulation and market design.

• Time Series Analysis
• Applied Econometrics
• Housing Economics
• +۴ مورد دیگر

Dr. Chi Wan Cheang is a Senior Lecturer in Economics at the University of Liverpool Management School, with affiliate roles in the Department of Geography and Planning and the Planning Research Institute (PRI). She holds a PhD and previously held postdoctoral positions at the University of Liverpool and University of Southampton (ESRC Fellowship 2018-2019). Her research focuses on time series econometrics applied to macroeconomic and financial data, with emphasis on housing policy and urban planning impacts. Key areas include nonstationary/nonlinear modeling, housing need assessments, and land value capture mechanisms. Recent work includes an Infrastructure Levy model for the Department for Levelling Up and housing need studies for English local authorities. She leads the Research England 2024/25 Policy Support Fund project on housing policy development. Awards include 2024 Research Impact Commendation (Affordable Homes for the North) and 2023 Teaching Excellence Award. She coordinates MSc modules in Applied Macroeconometrics and Data Management at the University of Liverpool, and serves as Director of Studies for MSc Economics. Professional roles include membership in Advance HE and contributions to faculty pedagogy groups. Collaborations with PRI and Cobalt Housing focus on sustainable urban regeneration in North Liverpool. She participates in Liverpool's LAMBDA Research Centre for big data analytics, integrating quantitative methods with policy evaluation to address urban challenges.

Maria Hybinetteمشاهده پروفایل

دانشیار

• High-Performance Simulation Systems
• Multi-Agent Behavior Modeling
• Financial Market Simulation
• +۳ مورد دیگر

Maria Hybinette is an Associate Professor of Computer Science at the University of Georgia's School of Computing. Her research focuses on high-performance simulation systems, particularly in multi-agent behavior modeling and financial market simulation. She emphasizes hybrid (micro/macro) simulations, optimization for parallel processing, and usability improvements in simulation frameworks. Her work spans over two decades, with notable contributions to agent-based simulation frameworks like ABIDES, Pickle, and SASSY. She has also pioneered methods for parallelization in discrete event simulations, including latency reduction techniques and adaptive caching strategies. Key research areas include stock market dynamics modeling, autonomous agent coordination, and real-time multi-target tracking systems. Her publications consistently explore scalability, computational efficiency, and validation methodologies in simulation systems. Awards and recognition are not explicitly listed in the provided materials. She is affiliated with the Boyd Research and Education Center in Athens, GA, and maintains active collaborations in computational finance and robotics.

Paolo MAZZAمشاهده پروفایل

استاد

• Finance
• Econometrics
• Quantitative Methods
• +۷ مورد دیگر

Paolo MAZZA is a Full Professor of Finance at IÉSEG School of Management in France, specializing in Management Sciences and Finance. He holds a HDR (Habilitation à Diriger des Recherches) from the University of Paris Dauphine and a Ph.D. in Finance from the Louvain School of Management. His research focuses on econometrics, quantitative methods, market liquidity, and corporate finance. He has advised on finance and audit-related matters and is a member of the LEM research group. His work spans topics such as insider trading performance, carbon market integration, cryptocurrency dynamics, and technical analysis strategies. Education: 2017: HDR in Management Sciences (Finance), University of Paris Dauphine 2013: Ph.D. in Finance, Louvain School of Management 2008: Master's in Management Sciences (Finance), UCLouvain Research Interests: Prof. Mazza’s research emphasizes quantitative finance, market microstructure, and regulatory frameworks. He explores how technical analysis impacts market quality, evaluates the performance of insider trading in emerging markets, and investigates carbon market dependencies. His work often combines econometric models with real-world market data to address practical financial questions. Key Contributions: His recent studies include analyzing corporate legal insider trading performance in Vietnam, Korea, and China, and assessing the integration of global carbon markets using GARCH-copula models. He has also contributed to understanding cryptocurrency volatility during market stress periods and refining fund rating methodologies using nonparametric frontier models. Awards: Best Dissertation Award (2008), Facultés Universitaires Catholiques de Mons Teaching & Professional Experience: Prof. Mazza teaches technical analysis, financial markets, and quantitative methods at the undergraduate and graduate levels. Prior to academia, he worked as a Performance Analyst at Dexia Asset Management and as a researcher at the Louvain School of Management.

• Behavioral Finance
• Market Microstructure
• Asset Pricing Anomalies
• +۳ مورد دیگر

Joshua Della Vedova is an Assistant Professor of Finance at the University of San Diego's Knauss School of Business. He holds a PhD in Finance from the University of Sydney and completed his BComm Hons I and BS in Finance and Psychology, respectively, at the University of Wollongong. PhD, University of Sydney, Finance BComm Hons I, University of Wollongong, Finance BS, University of Wollongong, Psychology His research explores Behavioral Finance , focusing on investor behavior around stock price anomalies, market microstructure, and the influence of social capital in financial markets. His work has been recognized at international conferences including AFA, FMA, EFMA, and the Behavioral Finance and Capital Markets Conference. Recent publications highlight his interdisciplinary approach, combining finance with AI (rare event detection in manufacturing) and engineering management (reverse innovation). Other themes include cryptocurrency risk analysis, trading constraints, and psychological market barriers. Scientific Awards & Honors: University of Sydney Dean's Merit Award for Teaching (2018) University of Sydney Excellence in Teaching Award (2018) Best Presenter - FIRN Annual Meeting (2018) Best PhD Paper - Behavioral Finance and Capital Markets Conference (2018) Semi Finalist Best Paper - FMA (2018) He teaches corporate finance and has designed courses in entrepreneurial finance, social entrepreneurship, and financial markets.

• Financial Markets
• Market Microstructure
• Corporate Finance
• +۳ مورد دیگر

Bonnie Van Ness is a Professor of Finance and Chair of the Department of Finance at the University of Mississippi's School of Business Administration. She holds the Otho Smith Professorship and serves as an associate editor for the Journal of Banking and Finance . Education : B.S. in Finance (University of North Alabama, 1983), MBA (University of Mississippi, 1987), Ph.D. in Business (University of Memphis, 1995) Her research focuses on financial markets and securities trading, particularly market microstructure. She has taught undergraduate, MBA, Ph.D., and executive education courses in financial markets, investment theory, security analysis, and corporate finance. The Department of Finance offers B.B.A. and Ph.D. programs in banking and finance, managerial finance, real estate, and risk management and insurance.

• Empirical Asset Pricing
• Market Microstructure
• Liquidity
• +۱ مورد دیگر

Tarun Chordia is the R. Howard Dobbs, Jr. Chaired Professor of Finance at Emory University's Goizueta Business School, where he has served since 2000 after previously holding an Assistant Professor position at Vanderbilt University's Owen Graduate School of Management from 1993 to 2000. His academic credentials include: Ph.D. in Finance, University of California, Los Angeles (1993) MBA in Business Administration, Tulane University MS in Chemical Engineering, Tulane University B. Tech. in Chemical Engineering, Indian Institute of Technology, Delhi Professor Chordia's research integrates theoretical frameworks with empirical methodologies across financial economics, specializing in empirical asset pricing, market microstructure, liquidity dynamics, and high-frequency trading systems. His scholarly contributions appear in premier journals including the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Recent investigations examine how corporate strategic alliances influence stock returns and analyze the inverse relationship between escalating trading volumes and market returns within modern algorithmic trading environments, highlighting evolving market liquidity mechanisms. He has earned multiple research accolades in empirical finance and served as Managing Editor of the Journal of Financial Markets (2013-2022) and Associate Editor for the Review of Financial Studies, while actively participating in conference programming and journal refereeing.

• Market Analysis
• Stock Market
• Investments
• +۶ مورد دیگر

Narasimhan Jegadeesh is the Dean's Distinguished Chair of Finance at Goizueta Business School, Emory University. He has previously served on the faculty at the University of Illinois at Urbana-Champaign and the University of California at Los Angeles. His educational background includes: PhD in Finance from Columbia University MBA in Postgraduate Diploma in Management from Indian Institute of Management BTech in Mechanical Engineering from Indian Institute of Technology Narasimhan Jegadeesh's research focuses on market analysis, stock market investments, and market momentum. His work has significantly contributed to understanding momentum strategies, asset pricing models, and market microstructure. He has extensively examined how past returns predict future performance, the behavior of closing auctions in stock exchanges, and the information content of analyst recommendations and institutional trades. His research often bridges theoretical models with empirical evidence from real financial markets, providing insights into market efficiency and investor behavior. His publication record shows a consistent focus on empirical finance with a progression from foundational momentum research to more recent work on closing auctions, fund flows, and text analysis. Over 30 years, he has documented and analyzed the momentum phenomenon, examined various asset pricing models, and investigated market mechanisms. His work demonstrates methodological sophistication, often developing new approaches to address empirical challenges in financial research. His notable achievements include: One of his papers listed as 'one of the most cited papers in Economics and Finance' by Thomson Scientific Research discussed in major publications including Businessweek, The Economist, Forbes, Kiplinger's, Money, New York Times, and Smart Money Professor Jegadeesh has mentored numerous doctoral students and his research has been supported by various grants. His work on momentum strategies has been particularly influential, with multiple papers reprinted in collections focusing on market efficiency and behavioral finance. He remains active in the academic finance community with recent publications continuing to shape the understanding of market dynamics.

Aris Kartsaklasمشاهده پروفایل

مدرس ارشد

• Financial Econometrics
• Market Microstructure
• Asset Pricing
• +۲ مورد دیگر

Aris Kartsaklas is an Honorary Senior Lecturer in the Department of Economics and Finance at Brunel University. He previously served as a Lecturer of Financial Economics at Queen Mary University of London's School of Economics and Finance. His academic qualifications include a PhD in Applied Market Microstructure from the University of York, an MSc in Banking and Finance from Loughborough University, and a BSc in Accounting and Finance from Middlesex University. PhD in Economics (University of York) MSc in Banking and Finance (Loughborough University) BSc in Accounting and Finance (Middlesex University) His research focuses on financial econometrics and market microstructure , particularly modeling the joint distribution of asset returns and trading volume. He explores long-run dependencies in financial markets, structural breaks in volatility-forecasting models, and economic forecasting with dual long-memory frameworks. His work spans empirical finance, macroeconomic applications, and derivatives trading analysis. Recent publications analyze trading behavior during crises, volatility-volume linkages in futures markets, and macroeconomic dynamics in Greece and the EMU. His methodological contributions include range-based volatility estimation and Bayesian VAR forecasting models. Aris serves as Principal Investigator (PI) and Co-Investigator (CI) in multiple research projects, including A Bayesian VAR approach to forecasting US stock returns and Stochastic volatility estimation using range data . He teaches undergraduate Financial Accounting (Year 3) and postgraduate Financial Analysis and Quantitative Methods modules.