جست‌وجوی استاد و پژوهشگر

Rafal Kulikمشاهده پروفایل

استاد

• Extreme Value Theory
• Time Series Analysis
• Long Memory and Heavy-Tailed Processes
• +۴ مورد دیگر

Rafal Kulik is a Full Professor in the Department of Mathematics and Statistics at the University of Ottawa (Faculty of Science). He holds a MSc from Ulm University (Germany) and a PhD from Wrocław University (Poland). Research Interests: Dr. Kulik specializes in Extreme Value Theory, Time Series Analysis (particularly long-range dependence and heavy-tailed processes), Data Privacy (including Differential Privacy), and Statistical Inference. His work bridges theory with applications in econometrics, financial mathematics, risk management, and privacy-preserving data analysis. Recent Contributions: Recent research focuses on clustering of extremes in stochastic processes, statistical foundations of differential privacy, and high-dimensional data analysis. Key methods include bootstrap techniques for tail processes, asymptotic expansions for block estimators, and analysis of regularly varying time series. Advising & Grants: Supervised over a dozen PhD/MSc students and postdocs. Current projects include NSERC grants on Extreme Value Theory and MITACS collaborations on privacy frameworks. Active in benchmarking large language models' privacy risks. Administration: Associate Editor for Extremes , Electronic Journal of Statistics , and others. Member of the University of Ottawa Board of Governors.

Patrick Punمشاهده پروفایل

دانشیار

• Applied Mathematics
• Financial Mathematics
• Quantitative Finance
• +۷ مورد دیگر

Patrick Pun is an Associate Professor in the Division of Mathematical Sciences at Nanyang Technological University (NTU), Singapore, serving as Assistant Chair (MSc Programs) and Director of the MSc in FinTech program within the School of Physical and Mathematical Sciences. His academic journey includes a Ph.D. and M.Phil. from the Chinese University of Hong Kong (CUHK) and a B.Sc. from Nankai University. Professor Pun’s research focuses on the intersection of applied mathematics and finance, with methodologies spanning stochastic controls, nonlinear partial differential equations (PDEs), robust optimization, and machine learning. His work addresses challenges in portfolio optimization, derivatives pricing, risk management, and financial data analysis. He has also contributed to interdisciplinary areas such as nanoparticle characterization and epidemiological modeling (e.g., during the COVID-19 pandemic). Award-winning scholar, Pun holds the 2016 Nicola Bruti Liberati Prize from the Bachelier Finance Society and the CUHK Young Scholars Thesis Award. He is an ad-hoc reviewer for leading journals including Automatica , SIAM Journal on Financial Mathematics , and Quantitative Finance . His professional roles include membership in the Academic Council of the Global Digital Economy Forum. Pun’s teaching and academic leadership include oversight of master’s programs and curriculum development. His research outputs emphasize innovative solutions to time-inconsistent problems, high-dimensional financial data challenges, and the integration of machine learning with traditional financial models. His recent work explores transformer-based generative models, quantum algorithms for financial PDEs, and reinforcement learning applications in portfolio management.

David Bergerمشاهده پروفایل

استاد

• Macroeconomics
• Monetary Policy
• Labor Economics
• +۳ مورد دیگر

David Berger is a Professor of Economics at Duke University's Trinity College of Arts & Sciences. His research focuses on macroeconomics, monetary policy, labor markets, housing economics, and public policy. He holds a Ph.D. from Yale University (2012). Key research areas include the effects of minimum wages on labor market efficiency, the macroeconomic implications of imperfect risk sharing, and the dynamics of housing markets. He has explored topics such as monopsony power in labor markets, the role of testing in pandemic reopening strategies, and the impact of mortgage policies on monetary policy transmission. Recent grants include a National Science Foundation award (2022–2025) for studying macroeconomic implications of economic policy in imperfectly competitive labor markets. He teaches courses on housing economics, macroeconomic policy design, and applied microeconomics. External affiliations include the Federal Reserve Bank of Dallas and the National Bureau of Economic Research (NBER). His work spans both theoretical and empirical contributions, with a focus on policy-relevant analysis in labor markets, fiscal stimulus, and financial systems.

• Quantitative Finance
• Credit Risk
• Financial Engineering
• +۳ مورد دیگر

Roles and Affiliations: Alexander Herbertsson is a Senior Lecturer in Statistics and Quantitative Finance at the University of Gothenburg, affiliated with the CFF-Centre for Finance. He is based in the Department of Economics with Statistics, located at Vasagatan 1, Gothenburg. His work focuses on financial risk management, credit risk modeling, and quantitative finance methodologies. Education: Ph.D. in Economics: Quantitative Finance (2007), University of Gothenburg Licentiate of Engineering in Industrial Mathematics (2005), Chalmers University of Technology M.Sc. in Engineering Physics (Applied Mathematics specialty) (2001), Chalmers University of Technology Research Interests: Herbertsson's research emphasizes applied financial mathematics and statistical methods in finance. Key areas include credit risk modeling (default contagion, systemic risks), financial engineering, and the development of dynamic models for portfolio credit risk. His work often integrates Markov chain models, phase-type distributions, and stochastic processes to analyze dependency structures and pricing of credit derivatives. Recent studies explore saddlepoint approximations for portfolio risk analysis and risk management under exogenous shocks. Teaching: He teaches advanced courses in credit risk modeling, quantitative finance, and applied probability theory, emphasizing practical applications in risk management and financial markets. Grants and Labs: While specific grants are not detailed in the text, his affiliation with the CFF-Centre for Finance suggests involvement in collaborative financial research projects. His work often addresses real-world applications of theoretical models in systemic risk and portfolio hedging.

Jennifer Delaneyمشاهده پروفایل

استاد

• Higher Education Finance
• Public Policy
• Education Policy
• +۳ مورد دیگر

Jennifer Delaney is a Professor at the University of California, Berkeley, affiliated with the School of Education and the Goldman School of Public Policy. Her research focuses on higher education finance and its intersection with public policy, addressing critical questions about institutional funding models and policy implications. She holds an academic appointment as Affiliated Faculty at the Goldman School, bridging education and policy domains. Her work examines challenges such as tuition structures, financial sustainability, and budgetary strategies in higher education institutions. Recent publications include Higher Ed's Financial Roller Coaster (2023), analyzing volatile financial dynamics in academia. No scientific awards or grants are explicitly listed in the provided information. She advises no students in the current dataset. Dr. Delaney maintains an active professional presence through her personal website and social media channels.

Si Liمشاهده پروفایل

استاد

• Corporate Finance
• Labor Economics
• Bankruptcy Studies
• +۳ مورد دیگر

Si Li is Professor of Finance and Director of the Financial Services Research Centre at Wilfrid Laurier University's Lazaridis School of Business and Economics. His research examines corporate bankruptcy impacts, labor market dynamics, fintech, and financial regulation using advanced econometric methods. With over 30 publications, Li's work explores: Employee costs during corporate restructuring Fintech's impact on inequality Managerial compensation trends Market risk factors He teaches finance courses and maintains active industry collaborations through the Research Centre.

Md Al Masum Bhuiyanمشاهده پروفایل

استادیار

• Applied Statistics
• High Frequency Data Analysis
• Machine Learning
• +۶ مورد دیگر

Dr. Md Al Masum Bhuiyan is an Assistant Professor in the Department of Mathematics and Statistics at Austin Peay State University, part of the College of STEM. He holds a Ph.D. and two Master's degrees in Applied Mathematics from The University of Texas at El Paso (UTEP) and a Bachelor's in Mathematics from the University of Dhaka. Dr. Bhuiyan specializes in Applied Statistics, high-frequency data analysis, machine learning, and stochastic modeling, with expertise in analyzing diverse datasets including financial markets, geophysics, meteorology, and public health. His educational background includes certifications in Big Data Analytics and SAS Base Programming. His research focuses on applying advanced statistical and computational methods to complex systems, such as financial volatility estimation, earthquake-seismic data analysis, and environmental monitoring. He teaches courses like Stochastic Processes, Probability, and Elements of Statistics at both undergraduate and graduate levels. Dr. Bhuiyan's work integrates interdisciplinary approaches, combining mathematical rigor with real-world applications. His publications span high-impact journals like Physica A and AIMS Environmental Science , addressing topics from ozone concentration prediction to volcanic activity modeling. His research trends emphasize predictive analytics, volatility modeling, and algorithmic solutions for geophysical and financial systems. While no formal awards are listed, his extensive publication record reflects significant contributions to computational science and applied mathematics. His teaching and research roles highlight a commitment to advancing data-driven methodologies across multiple disciplines.

Luis Navarro Ulloaمشاهده پروفایل

استادیار

• Public Finance
• Public Economics
• Fiscal Federalism
• +۷ مورد دیگر

Luis Navarro Ulloa is an incoming Assistant Professor at the Evans School of Public Policy and Governance , University of Washington, starting in Fall 2025. Previously, he served as an Associate Instructor at the Paul H. O’Neill School of Public and Environmental Affairs (SPEA) at Indiana University, Bloomington. Education PhD in Public Affairs (Public Finance) from Indiana University, Bloomington BA in Economics from Instituto Tecnologico Autonomo de Mexico (ITAM) Navarro's research focuses on the intersection of fiscal federalism, local tax policy, financial management, and municipal debt. His work examines how intergovernmental interactions shape state and local policies, economic outcomes, and debt markets, with a particular emphasis on liquidity constraints and crisis-era fiscal interventions. His recent publications and working papers (2023–2024) analyze municipal bond market volatility, federal assistance impacts on local borrowing, and tax reforms in federalist systems. Themes include crisis resilience, debt management, and policy spillovers across governance levels. Scientific Awards: Michael Curro Award for best graduate student paper in public budgeting/finance (2024) Navarro has taught courses in economic policy analysis (SPEA V202) and statistical analysis using R (SPEA V506). His work has received coverage in The Bond Buyer and recognition from the Association for Budgeting and Financial Management.

Frederik Neugebauerمشاهده پروفایل

استاد پژوهشی

• Central Bank Communication
• Monetary Policy Implementation
• Financial Markets
• +۳ مورد دیگر

Frederik Neugebauer is a Research Professor at the Deutsche Bundesbank's Research Centre, specializing in Central Bank Communication, Monetary Policy Implementation, and Financial Markets. His work focuses on analyzing the effects of central bank policies—particularly those of the European Central Bank (ECB)—on government bond yields, financial market reactions, and crisis management strategies. He has contributed extensively to understanding how ECB communication impacts bond spreads, fiscal policy measures during the pandemic, and cross-country yield dynamics in the euro area. His research spans both refereed publications and working papers, with a focus on post-2020 pandemic policy responses. He has explored topics like the differential effects of ECB and European Commission announcements on solvent countries' bond yields, delayed financial market reactions to policy measures, and the interplay between monetary and fiscal policies during crises. Neugebauer’s work frequently employs event study methodologies to evaluate policy impacts, particularly on sovereign yields and stock market volatility. His findings highlight the significance of coordinated fiscal-monetary policy in addressing euro area imbalances, with emphasis on solvent nations bearing future fiscal burdens. He is affiliated with the Bundesbank’s Directorate General Markets, contributing to research on macroeconomic stability and financial market dynamics. No awards or grants are explicitly mentioned in the provided texts.

Elias J. Semaanمشاهده پروفایل

استاد

• Risk Management
• Regulatory Impacts
• Idiosyncratic Volatility Dynamics
• +۳ مورد دیگر

Elias J. Semaan is a Professor and Interim Academic Unit Head in the Department of Finance and Business Law at James Madison University's College of Business. He also contributes to the MBA Program. His expertise spans risk management, regulatory impacts, and idiosyncratic volatility dynamics. Dr. Semaan holds a Ph.D. from George Washington University and a B.S. and MBA from Lebanese American University. His research focuses on financial regulation, market risks, and cross-listing events. Notable works include analyses of TARP's long-term risk perceptions, deregulation effects on risk, and insurance industry roles during crises. He advises the Madison Investment Fund and the Financial Management Association. Recognized for teaching excellence, he has received the Dr. Otto C. Brenner Memorial Award (2007, 2011, 2013, 2018), Poets and Quants' Favorite Professors (2017), and multiple JMU awards. His service includes leadership in academic programs and institutional initiatives. His work bridges theoretical finance with practical regulatory challenges, emphasizing post-crisis market behavior and global financial dynamics.

• Urban Studies
• Housing Policy
• Welfare Regimes
• +۵ مورد دیگر

Professor Mark Stephens holds the Ian Mactaggart Chair in Land, Property and Urban Studies at the University of Glasgow's School of Social and Political Sciences. He rejoined Glasgow in 2020 after eight years as Director of The Urban Institute at Heriot-Watt University. With a background in Philosophy, Politics & Economics from Oxford University and a PhD from Glasgow on Economic and Monetary Union and Housing, his work bridges economics and interdisciplinary urban studies. His research focuses on housing systems' interplay with broader socio-economic structures, emphasizing comparative international studies. Key areas include housing welfare regimes, policy transfer, land value capture, and housing poverty. He has led major policy evaluations for UK and EU governments, including the Evaluation of English Housing Policy and the EU Study on Housing and Exclusion. Stephens is deeply engaged in policy advising, serving on UK Government panels, the Scottish Government’s Post-Covid Housing Policy Circle, and the Social Justice and Fairness Commission. He co-edits the UK Housing Review and the Routledge book series on Housing Studies. His editorial roles include founding editor of the International Journal of Housing Policy and former editor of Urban Studies. Recent articles highlight housing's role in central bank policies, resilience post-financial crises, and global housing system comparisons. His work emphasizes housing's societal role, advocating evidence-based policy and ethical housing frameworks.

• Asset Pricing
• Financial Derivatives
• Market Mispricing
• +۳ مورد دیگر

Dr. Adnan Gazi is a Lecturer in Finance at the University of Liverpool Management School. His research focuses on theoretical and empirical asset pricing, with specialization in financial derivatives, market mispricing, return predictability, and investments. He holds a PhD and MSc in Finance from the University of Manchester. Educations: PhD in Finance, University of Manchester MSc in Financial Engineering, University of Manchester Research Interests: Asset Pricing, Financial Derivatives, Market Mispricing, and Investments. His work bridges empirical analysis and theoretical models to understand market dynamics and derivative valuation challenges. Teaching: Module Co-ordinator for Asset Pricing Theory (ULMR803) and Econometrics for Finance 1 (ACFI225).

Matteo Cacciatoreمشاهده پروفایل

استاد

• International Macroeconomics
• Macroeconomics and International Trade
• Fiscal Policy
• +۳ مورد دیگر

Matteo Cacciatore is a Professor in the Department of Applied Economics at HEC Montréal, where he holds an endowed research professorship in International Macroeconomics. He is also a Research Associate at the National Bureau of Economic Research (NBER) and serves as a Research Advisor at the Bank of Canada. His research focuses on international macroeconomics, fiscal and monetary policy, and trade dynamics. He holds a Ph.D. and M.A. in Economics from Boston College and a B.A. in Economics from Bocconi University. His work explores topics such as fiscal multipliers, trade flows, and monetary policy effectiveness, particularly at the zero lower bound. He has supervised master’s theses and projects on fiscal policy impacts, trade linkages, and macroeconomic effects of trade barriers. Teaching includes courses on international economics and time series econometrics. Notably, his recent articles analyze policy spillovers, trade protectionism, and the role of uncertainty in labor markets. His research contributes to understanding how fiscal and monetary policies interact with global economic structures.

• Corporate Finance
• Innovation and Entrepreneurship
• Sustainability
• +۱ مورد دیگر

Zhen Ye is an Assistant Professor of Finance at the Texas Tech University Rawls College of Business. His research focuses on corporate finance, innovation/entrepreneurship, sustainability, and labor-finance intersections. He holds a PhD in Finance from the University of Maryland, MS in Economics from the University of Wisconsin-Madison, and BS in Economics and Mathematics from The Ohio State University. Education: PhD in Finance, University of Maryland (2024) MS in Economics, University of Wisconsin-Madison (2015) BS in Economics and Mathematics, The Ohio State University (2013) Research explores topics like green innovation impacts of bank divestment and how parental income volatility influences entrepreneurial choices. He has presented at conferences such as the Swedish House of Finance and Berkeley Haas. His work has been recognized with awards including the Ann G. Wylie Dissertation Fellowship (2023) and Graduate School Summer Research Fellowship (2022). Teaching includes roles at the University of Maryland, and he has extensive research experience across institutions including Uppsala University and Princeton University. His technical skills span Stata, Python, and GIS tools. He holds U.S. Census Bureau Special Sworn Status since 2023.

Mário Ferreiraمشاهده پروفایل

استادیار

• SME Economics
• E-Business
• Financial Markets
• +۳ مورد دیگر

Mário Ferreira is an Assistant Professor at the Católica Porto Business School, Universidade Católica Portuguesa. His research focuses on SME Economics, E-Business strategies, Financial Markets, and Agricultural Policy. He contributes to the UN Sustainable Development Goals through work impacting economic policies and agricultural sectors. Education: Details not explicitly provided in the text. Research Interests: Ferreira explores topics such as e-business adoption in SMEs, institutional herding in finance, and the effects of EU agricultural policies (e.g., PAC reforms) on dairy sectors. His work bridges theoretical frameworks with practical policy implications, emphasizing strategy implementation and digital transformation in business ecosystems. Key Projects: BestCoopMed (2023-2025): Examines production excellence in agro-food cooperatives in the Mediterranean region. Awards and Recognition: No explicit scientific awards listed, though his work has garnered significant citations (h-index 85). Advising and Grants: Supervised 21 academic works at UCP. Funding details unspecified, but his projects reflect collaborative research in agricultural and economic policy. Labs/Teams: Collaborates internationally on studies involving EU agricultural policies and financial market dynamics.