جستجوی استاد راهنمای دانشگاهی

• Market Design
• Mechanism Design
• Game Theory
• +۴ مورد دیگر

Marek Pycia serves as Professor of Organizational Economics at the University of Zurich and Co-Director of the Zurich Center for Market Design. His research has driven tangible policy impacts including the U.S. kidney-transplant voucher program and school system redesigns, with publications in premier journals like American Economic Review and Econometrica . His academic foundation includes a Ph.D. in Economics from the Massachusetts Institute of Technology (MIT), complemented by prior faculty roles at UCLA, Pennsylvania State University, and Leon Koźmiński Academy of Entrepreneurship and Management, plus a visiting fellowship at Princeton University. Professor Pycia specializes in Market Design and Mechanism Design , where he bridges theoretical microeconomics with real-world applications in healthcare allocation and educational systems. His work emphasizes strategyproofness , simplicity , and efficiency in matching markets, influencing both academic frameworks and practical policy implementations globally. Recent publications (2024-2025) reveal a concentrated focus on simplifying mechanism design for discrete environments, advancing double auction theory, and optimizing information structures in trade. These works consistently apply game-theoretic principles to solve complex allocation problems across healthcare, education, and financial markets. Key recognition includes: Research Fellow at the Centre for Economic Policy Research (CEPR) Editorial board membership at Theoretical Economics , Journal of Economic Theory , and Games and Economic Behavior While specific grant details remain unmentioned, his editorial leadership and center directorship indicate active research funding. He supervises graduate work through the University of Zurich’s economics programs, though no named students appear in the source text. The Zurich Center for Market Design, which he co-directs, functions as an interdisciplinary hub connecting theoretical research with practitioners in healthcare, education, and public policy to implement novel market mechanisms.

• Market Microstructure Theory
• Digital Finance
• Fintech
• +۵ مورد دیگر

Prof. Dr. Peter Gomber is Chair of e-Finance at the Faculty of Economics and Business, Goethe University of Frankfurt, Germany. He serves as Co-Chairman and member of the Board of the 'efl – the Data Science Institute', an industry-academic partnership between Frankfurt and Darmstadt Universities and leading industry partners. Additionally, he is a member of the Exchange Council of the Frankfurt Stock Exchange, Supervisory Board of Clearstream Banking AG, and Research Fellow at the Leibniz Institute for Financial Research SAFE in Frankfurt. Prof. Gomber received his Ph.D. at the Institute of Information Systems at the University of Giessen in 1999 after graduating in Business Administration. Before joining Goethe University in 2004, he worked for five years as Director, Head of Market Development Cash Markets and Xetra Research at Deutsche Börse AG, where he developed new market models and products for cash market trading on Xetra. His research focuses on market microstructure theory, digital finance and fintech, regulatory impact on financial markets, and electronic trading systems. With over 150 publications in leading international journals, his work has significantly influenced the field, particularly his highly cited papers on the Fintech Revolution. His recent research examines market fragmentation, circuit breakers, research unbundling under MiFID II, and the application of AI in financial markets. Prof. Gomber's extensive publication record shows a clear evolution from traditional market microstructure and electronic trading systems toward digital finance, fintech innovations, and regulatory impact analysis. His work bridges technical aspects of financial markets with regulatory considerations, demonstrating how technological innovations interact with market structure and regulation. His scientific recognition includes: IBM Shared University Research Grant (2007) Reuters Innovation Award (2000) Best Paper Award of the Journal of the Association for Information Systems (2020) Best Information Systems Publications Award (2020) Top 1 and Top 3 most cited articles in Fintech research (2025 bibliometric analysis) Prof. Gomber has successfully supervised numerous PhD students, including Tino Cestonaro who won the Best PhD Paper Award 2025. He has acquired significant research funds from both public institutions and the private sector. Notably, a market model invention by Prof. Gomber was granted a patent by the United States Patent and Trademark Office, with two additional market model inventions filed for patent in Europe and the US. He leads an active research team at the Chair of e-Finance, including researchers like Benjamin Clapham, Micha Bender, and Tino Cestonaro. The team collaborates closely with the efl – the Data Science Institute and the Leibniz Institute for Financial Research SAFE, bridging academic research with practical applications in financial markets.

• Market Microstructure Theory
• Digital Finance
• FinTech
• +۳ مورد دیگر

Prof. Dr. Peter Gomber is a Professor of e-Finance at the Faculty of Economics and Business Administration , Goethe University Frankfurt, since 2004. He co-chairs the Data Science Institute (efl) and holds adjunct professorships at the University of Bamberg (2004), Mannheim (2009), and Luxembourg (2018). His roles include board memberships at the Frankfurt Stock Exchange, Clearstream Banking AG, and advisory positions for European regulatory bodies. Education : Diplom-Kaufmann in Economics, University of Gießen (1999), PhD in Business Informatics. Research Interests focus on market microstructure , FinTech , electronic trading , and regulatory impacts on financial markets. His work explores algorithmic trading , liquidity dynamics , and AI-driven compliance . Publication Trends (15 most recent) emphasize digital finance , market fragmentation , regulatory analysis , and AI applications in trading and compliance. Key subfields include blockchain , high-frequency trading , and news-driven liquidity shocks . Scientific Awards : Reuters Innovation Award (2000) Hochschulpreis des Deutschen Aktieninstituts (1999) IBM SUR Grant (2007) Best Paper Awards (multiple conferences) Best Information Systems Publications Award (2020) Advising & Grants : Teaches in executive programs (Goethe Business School, Amsterdam Institute of Finance). Secured grants from public/private institutions, including a U.S. patent for market model innovation. Labs & Teams : Leads the e-Finance professorship and contributes to the Data Science Institute (efl) , fostering industry-academia collaborations with Deutsche Börse, Capveriant, and others.

• Singular Stochastic Optimal Control
• Optimal Stopping and Free-Boundary Problems
• Stochastic Games
• +۶ مورد دیگر

Giorgio Ferrari is a Full Professor for Mathematical Finance at the Institute for Mathematical Economics (IMW), Faculty of Economics, Bielefeld University. His research bridges stochastic control theory with applications in economics, finance, actuarial science, and epidemiology. Education: B.Sc. and M.Sc. in Physics and Mathematical Physics from the University of Rome La Sapienza, Ph.D. in Mathematics for Economic-Financial Applications (2012). Academic Appointments: Post-Doctoral Researcher (2012–2015), Substitute Full Professor (2015), Junior Professor (W1) (2016–2017), Associate Professor (2017–2023), and Full Professor (2023–present) at Bielefeld University. Research Interests focus on Singular Stochastic Control , Optimal Stopping , and Stochastic Games , with applications to economic policy, financial markets, and epidemic modeling. His work extends to Mean-Field Games for large-scale strategic interactions and Free-Boundary Problems for investment decision-making under uncertainty. Scientific Contributions include groundbreaking publications in Stochastic Processes and their Applications , Mathematical Finance , and SIAM Journal on Control and Optimization . His research projects, such as the DFG SFB 1283 subproject C4 and the Research Training Group 2865 , address uncertainty in dynamic economies through game-theoretic and stochastic frameworks. Notable Awards: AMASES Best Young Researcher Paper (2014), YITP Research Prize (2017), and multiple research fellowships from the University of Padova. Leadership: Director of the Bielefeld Graduate School in Theoretical Sciences (2023–present) and Principal Investigator in major DFG-funded initiatives.

Mawuli Kouami Segnonمشاهده پروفایل

پژوهشگر

• Econometrics
• Time Series Analysis
• Financial Forecasting
• +۵ مورد دیگر

Dr. Mawuli Kouami Segnon is a researcher at the Chair of Empirical Economics, School of Business and Economics, University of Münster. His work focuses on econometric modeling, financial time series analysis, and volatility forecasting across various domains including cryptocurrencies, energy markets, and macroeconomic indicators. Research interests include: Development of advanced volatility models (GARCH, multifractal, regime-switching) Applications to financial markets, energy economics, and macroeconomic policy High-frequency data analysis and mixed-frequency forecasting Count data modeling with conditional heteroscedasticity Portfolio risk management using copula and multifractal approaches Recent publications demonstrate expertise in: Geopolitical risk impacts on stock volatility Comparative analysis of realized variance measures Inflation uncertainty modeling in G7 countries Electricity price volatility in Australian markets Bitcoin market forecasting Historical economic data analysis Current projects (since 2020) involve: Innovative economic/financial time series forecasting Financial market volatility modeling Applications of multifractal structures in econometrics

• Banking and Financial Intermediation
• Monetary Policy
• Corporate Finance
• +۶ مورد دیگر

Prof. Farzad Saidi is a Professor in the Department of Economics at the University of Bonn. He is affiliated with the Institute for Macroeconomics and Econometrics, ECONtribute, and the CRC TR 224 EPoS research centers. His work focuses on financial intermediation, monetary policy, corporate finance, and labor markets. He has contributed extensively to understanding bank behavior under negative interest rates, the effects of financial regulation, and the interplay between social preferences and economic outcomes during crises. Research highlights include analyzing strategic communication among banks, the impact of regulatory changes on insurance industries, and the role of social preferences in pandemic responses. His awards include the Jensen Prize for outstanding corporate finance research. Current projects explore credit supply dynamics, data-driven business cycles, and the macroeconomic implications of financial sanctions. Prof. Saidi's work spans theoretical and empirical domains, addressing topics such as banking structure, liquidity management, and the transmission of monetary policy. His affiliations with interdisciplinary centers reflect a commitment to collaborative, policy-relevant research.

Udo Terstegeمشاهده پروفایل

استاد

• Corporate Finance
• Investment Analysis
• Accounting
• +۲ مورد دیگر

Udo Terstege is a Professor of Industrial Engineering at Georg Agricola University of Applied Sciences (THGA) and serves as the Head of the Industrial Engineering (Bachelor) program. He teaches courses in business administration, accounting, and finance, and his research focuses on corporate finance and investment analysis. His educational background includes: Bachelor's and Master's in Business Administration from the University of Dortmund (1980-1985) Doctorate in Political Science (1994) Habilitation (2000) Terstege's research spans corporate finance, investment analysis, and accounting, with a strong emphasis on practical applications in industry. His work addresses topics such as capital budgeting, financial decision-making, and the role of information in financial markets. He has developed educational materials to simplify complex financial concepts for engineering students. His publication record shows a consistent focus on finance and accounting over the past two decades, with recent works including textbooks on investment accounting and corporate financing. These publications often bridge theoretical finance with practical business needs, particularly in the context of engineering and industrial settings. As Head of the Industrial Engineering program, Terstege oversees the curriculum and likely supervises student projects and theses, though specific advisees are not listed in the available information.

• Finance
• Corporate Governance
• Market Microstructure
• +۶ مورد دیگر

Prof. Dr. Erik Theissen is a full-time faculty member at the University of Mannheim, holding the Chair in Business Administration and Finance. His research focuses on market microstructure, corporate governance, and information-based trading in equity markets. University of Mannheim, Department of Business Administration Research areas: Finance, Market Microstructure, Corporate Governance His work compares auction and dealer markets, analyzes insider trading regulations, and evaluates the impact of trader anonymity on market liquidity. He has explored competition between exchanges (e.g., Euronext vs. Xetra) and the role of internalized trading under MiFID. His publications include Organizational Forms of Securities Trading (1998), with over 15 major peer-reviewed articles since 2001. Key journals include the Review of Financial Studies, European Financial Management, and Journal of Corporate Finance. 2001 Financial Innovation Award of Bethmann Bank 2001 Best Paper Award (Association of University Professors of Business Administration) 1998 Dissertation Award of the German Stock Institute His research spans experimental economics (e.g., market design, risk attitude estimation) and empirical analysis of German capital markets, including IPO pricing and mutual fund performance.

• Financial Mathematics
• Insurance Mathematics
• Stochastic Processes
• +۳ مورد دیگر

Prof. Francesca Biagini is a Full Professor of Applied Mathematics at the University of Munich (LMU), leading the Department of Mathematics within the Faculty of Mathematics, Computer Science, and Statistics. She holds additional roles as Vice President for International Affairs and Diversity at LMU since 2019, and served as President of the Bachelier Finance Society (2022–2023). Her academic career includes professorships at LMU (since 2009) and prior roles at the University of Bologna and Leibniz University Hannover. She specializes in financial and insurance mathematics, focusing on asset pricing, systemic risk, and model uncertainty. Education: PhD in Mathematical Finance (Scuola Normale Superiore, 2001), Laurea in Mathematics (University of Pisa, 1997). She has advised over 14 PhD students and 180+ master/bachelor students, collaborating with institutions like Allianz, MunichRe, and SwissRe. Research: Biagini’s work bridges financial and actuarial mathematics, including stochastic processes, systemic risk modeling, and insurance frameworks. Notable contributions include modeling asset bubbles, xVA calculations, and liquidity-based frameworks. She has published extensively in journals like *Finance and Stochastics* and *Mathematical Finance*. Awards and Activities: Recipient of the Prinzessin Therese von Bayern Preis (2019) and Zonta Clubpreis (2015). She organizes international conferences, serves on editorial boards (e.g., *Mathematical Finance*), and chairs the Munich Risk and Insurance Center. Her research is funded by grants from BayernLB and LMU Excellence programs.

• Dynamic Decision Problems
• Equilibrium Models and Games
• Optimal Learning
• +۵ مورد دیگر

Prof. Sven Rady is a leading academic at the Department of Economics at the Hausdorff Center for Mathematics , University of Bonn. He serves as a Hausdorff Chair for Mathematical Economics and Deputy Spokesperson for Collaborative Research Centre TR224. Research Interests include dynamic decision problems, equilibrium models, optimal learning, and strategic experimentation, with significant contributions to information economics and stochastic game theory. His work bridges mathematical modeling with economic theory, focusing on markets, learning dynamics, and policy implications. Scientific Awards include Fellow of the Econometric Society (2023) Teaching Awards at the University of Bonn (2021, 2022) CESifo Outstanding Referee Award (2013) Teaching Award of the State of Bavaria (2005) Key Collaborations involve interdisciplinary research at the intersection of economics and mathematics. He leads projects in the CRC TR224 and contributes to HCM initiatives on probabilistic modeling and information economics.

• Banking Management
• Risk Management
• Capital Markets
• +۷ مورد دیگر

Prof. Dr. Thomas Heidorn is Professor of Banking Management at the Frankfurt School of Finance & Management, where he has served since the institution's foundation in 1991. He directs the Centre for Practical Quantitative Finance and teaches Financial Mathematics, Risk Management, Derivatives, and Treasury courses across Bachelor's and Master's programs. His academic journey includes: High School Diploma (Bloomfield Hills, Michigan, 1977) Abitur (Hannover, 1979) Pre-degree in Economics (University of Hannover, 1981) MA in Economics (University of Santa Barbara, 1983, Fulbright scholarship) Doctoral degree (Christian-Albrechts-University Kiel, 1986) Professor Heidorn's research centers on practical quantitative finance , with expertise in Investment Banking, Risk Management, Capital Markets, and Derivatives. His work spans Hedge Funds, Commodity Investments, ESG Integration, and Corporate Treasury strategies, emphasizing regulatory impacts like Basel III/IV and LIBOR transition. He bridges academic rigor with industry applications through extensive consulting for corporations and public institutions. His publication trends reveal consistent focus on evolving financial landscapes: recent works analyze post-LIBOR derivatives markets, ESG's impact on volatility, corporate hedging frameworks, and Basel regulation mechanics. This reflects his commitment to solving real-world banking challenges through quantitative methodologies. He actively shapes industry standards as: Board member of Reuters Innovation Award Head of Academic Advisory Board for Portfolio Institutionell Award Editor of Knapps Enzyklopädisches Lexikon Leader of DVFA's Expert Group 3 on Structured Product Ratings Professor Heidorn co-manages professional certification programs including the Certified Corporate Treasurer (with VDT) and HVB/Frankfurt School's Junior Exam Markets training. His office hours are Wednesdays 4-5 PM by appointment (Room 3.08).

• Financial Mathematics
• Stochastic Processes
• Risk Management
• +۳ مورد دیگر

Prof. Dr. Francesca Biagini is a full Professor at the Department of Mathematics, University of Munich (LMU Munich) , leading the Stochastics and Financial Mathematics working group. She serves as Vice President for International Affairs and Diversity at LMU Munich since October 1, 2019, and as President of the Bachelier Finance Society (2022–2023). She is also a Correspondent of the Deutsche Aktuarvereinigung (DAV) and a member of the Executive Board of the Munich Risk and Insurance Center (MRIC) since 2017. Her research focuses on stochastic processes in financial markets , particularly asset price bubbles , default risk modeling , and robust hedging under model uncertainty. Recent work includes deep learning applications to bubble detection and non-linear affine processes for market dynamics. She actively contributes to academic leadership through teaching and publications, including 15+ recent articles on topics like liquidity-induced bubbles, machine learning calibration, and systemic risk transfer equilibrium. Her workgroup collaborates on quantLab initiatives and DAV certificate programs .

Hans Degryseمشاهده پروفایل

استاد

• Financial Intermediation
• Empirical Banking
• Financial Crisis Analysis
• +۳ مورد دیگر

Professor Hans Degryse holds dual roles as Research Professor at the Halle Institute for Economic Research (IWH) and Professor of Finance at KU Leuven. His research focuses on financial intermediation, empirical banking, and the political economy of financial systems. He previously taught at Tilburg University's CentER research institute. Key research interests include banking during financial crises, the impact of institutional reforms on financial systems, and relationship lending dynamics. His work employs geospatial and historical data to analyze credit availability, functional distance effects, and political franchise impacts on financial sector development. Publications from 2018 explore SME credit accessibility during crises, historical voting reforms' influence on financial institutions, and relationship banking's role during economic downturns. No scientific awards are explicitly mentioned, though his work demonstrates significant scholarly contribution to financial economics. He advises through his roles at IWH and KU Leuven, with no listed students or grant details provided in the text. His affiliations include the IWH's Department of Financial Markets, contributing to collaborative research networks.

Markus Rudolfمشاهده پروفایل

استاد

• Finance
• Banking
• Asset and Risk Management
• +۴ مورد دیگر

Prof. Markus Rudolf is a full Professor of Finance at WHU – Otto Beisheim School of Management since 1998, holding the Chair of Finance. He leads the WHU Center of Asset and Wealth Management and previously served as dean from 2015 to 2023. With a PhD and habilitation from the University of St. Gallen, his expertise spans banking, risk management, derivatives pricing, and Eurozone sovereign risk. He co-edits *Financial Markets and Portfolio Management* and advises major financial institutions such as Boeker & Paul AG. Research focuses include cryptocurrency dynamics, sustainable finance, and systemic risk. Notable contributions analyze market interdependencies, investor behavior, and regulatory frameworks like Basel II/Solvency II. His leadership roles include academic director of the Campus for Finance conference and supervisory board positions at financial firms.

Silke Glasمشاهده پروفایل

پژوهشگر ارشد

• Reduced basis method
• Variational inequalities
• Wave equations
• +۳ مورد دیگر

Silke Glas is a Postdoctoral Researcher at the Institute of Numerical Mathematics, Ulm University, a position she has held since July 2018. Previously, she served as a Research Assistant at the same institute from April 2016 to July 2018 and at the Chair of Energy Trading and Finance, University of Duisburg-Essen (2012-2016), funded by the German Research Foundation's Priority Programme 1324. Her research visits include the Institut Henri-Poincaré in Paris and SISSA in Trieste. Her educational background features: Diploma in Mathematics and Economics from Ulm University (2006-2012), thesis on "Reduced Basis Method for Variational Inequalities" Master of Mathematics from the University of South Florida (2009-2010) Dr. Glas specializes in model reduction for nonlinear problems, with core expertise in reduced basis methods applied to variational inequalities, wave equations, Hamilton-Jacobi-Bellman equations, and space-time formulations. Her work bridges theoretical numerical analysis with practical applications in energy markets, particularly intraday electricity trading. She has developed novel approaches for noncoercive and parabolic systems, addressing challenges in error estimation and computational efficiency. Her publication trajectory reveals evolving sophistication in handling time-dependent nonlinear systems, with increasing emphasis on financial applications. Early work focused on theoretical foundations of variational inequalities, while recent publications integrate model reduction with optimal control for energy trading problems, demonstrating cross-disciplinary impact. Scientific recognition includes: No formal awards documented in source material Research funding has been secured through the German Research Foundation's Priority Programme 1324. No student advising activities are mentioned, though her collaborative work involves prominent researchers like K. Urban and Anthony T. Patera. Her primary research environment at Ulm University's Institute of Numerical Mathematics supports her focus on computational mathematics and real-world applications.