Gianluca Iaccarino is a Professor of Mechanical Engineering at Stanford University and the Robert Bosch Chairholder. He serves as Director of the PSAAP Center and leads large-scale computational research initiatives in uncertainty quantification, exascale computing, and multiphysics simulations. His academic journey includes a PhD in Mechanical Engineering from Politecnico di Bari (2005), postdoctoral work at Stanford's Center for Turbulence Research, and progression from Research Engineer to full Professor. Education : PhD (Politecnico di Bari), MS/BS in Aeronautical Engineering (University of Naples) Research : Computational engineering, turbulence modeling, uncertainty quantification, biomedical fluid dynamics, and exascale-ready algorithms Publications : 15+ recent articles focus on turbulence modeling, data-driven simulations, and uncertainty quantification across diverse applications in aerospace, biomedical, and energy systems Awards : PECASE (2010), APS Fellow (2019), multiple best paper awards (AIAA, ASME), Terman Fellow (2007) Students : Advises doctoral and master's students in mechanical engineering and computational methods Leadership : Director of PSAAP Center (2014-present), Chair of Mechanical Engineering Department (2024-present)
Prof. Jean-Philippe Thiran is a Full Professor at École Polytechnique Fédérale de Lausanne (EPFL), where he serves as Director of the Signal Processing Laboratory (LTS5) and Director of the Institute of Electrical and Micro Engineering. He also maintains a part-time Associate Professor position with the Department of Radiology of the University Hospital Center (CHUV) and University of Lausanne (UNIL). Born in Namur, Belgium in 1970, he received his Electrical Engineering degree and PhD from the Université catholique de Louvain (UCL), Belgium, in 1993 and 1997 respectively. He joined EPFL in 1998 and has established himself as a leading researcher in computational imaging. His research focuses on computational imaging , with significant contributions to medical image analysis (particularly diffusion MRI, ultrasound imaging, and digital pathology) and computer vision . His recent work integrates advanced modeling, simulation, and machine learning techniques to extract microscopic tissue information from macroscopic MRI signals. This approach combines hyper-realistic synthetic tissue models, advanced Monte-Carlo simulations, and ML-based estimation techniques for brain microstructure analysis with potential applications to other tissues. Senior Member of IEEE Fellow of the European Association for Signal Processing (EURASIP) Prof. Thiran has authored or co-authored 1 book, 9 book chapters, 250 journal papers and over 270 peer-reviewed conference papers, and holds 12 international patents. He previously served as Co-Editor-in-Chief of the Signal Processing journal (2001-2005) and associate editor of IEEE Transactions on Image Processing. He has chaired major conferences including EUSIPCO 2008 and IEEE ICIP 2015. His laboratory at EPFL brings together interdisciplinary researchers to develop innovative imaging techniques that bridge macroscopic measurements and microscopic tissue properties, with significant potential for medical diagnostics and treatment planning applications.
Wooyong Lee is a Lecturer in the Economics Discipline Group at the UTS Business School, University of Technology Sydney. He holds a PhD in Economics from the University of Chicago (2020), an MS in Statistics from the University of British Columbia (2014), and a BA in Economics and Statistics from Korea University (2012). His research focuses on econometrics and applied microeconomics, specializing in panel data methods, difference-in-differences frameworks, and dynamic models. He has developed methodologies addressing spillover effects in staggered DiD designs and partial identification in heterogeneous coefficient models. His work applies to real-world issues like lifecycle earnings dynamics and policy evaluation. Lee teaches econometrics at undergraduate and postgraduate levels and supervises research students. His publications appear in venues such as Statistical Inference for Stochastic Processes and peer-reviewed working papers. Research interests emphasize causal inference techniques, with contributions to handling unobserved heterogeneity and measurement errors in economic data. Ongoing work explores dynamic treatment choice models where treatment decisions respond to outcome shocks, challenging traditional parallel trends assumptions.
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.
Nirupam Roy is an Assistant Professor at the Department of Computer Science, University of Maryland, College Park, and Director of the iCoSMoS research lab. His work bridges wireless networking, mobile computing, and acoustic sensing with applications in IoT, localization, healthcare, security, and wearables. Research Focus: Wireless Networking & Mobile Sensing Awards: Best paper award, MobiSys 2022 Best demo award, MobiSys 2021 CSL Ph.D. Thesis Award, UIUC 2019 Students: Nakul Garg, Yang Bai, Irtaza Shahid, Harshvardhan Takawale, Aritrik Ghosh, Ayushi Mishra, Sumbul Zehra, Justin Goodman Grants: NSF CAREER award (2023), Meta Research Award (2023)
Jeroen Tromp serves as the Blair Professor of Geology and Professor of Geosciences and Applied and Computational Mathematics at Princeton University, where he also directs the Princeton Institute for Computational Science and Engineering (PICSciE). His work centers on theoretical and computational seismology with applications across Earth and planetary sciences. His research interests focus on imaging Earth's interior through advanced computational techniques. Key areas include surface waves, free oscillations, body waves, seismic tomography, numerical simulations of 3-D wave propagation, and seismic hazard assessment. His group develops open-source software for acoustic, elastic and poroelastic wave propagation, addressing problems in exploration geophysics, regional and global seismology, and helioseismology. Current research trends show strong emphasis on Mars seismology (InSight mission), iron spin crossover in the lower mantle, tilted transverse isotropy in Earth's inner core, and crosstalk-free waveform inversion techniques across multiple scales. Tromp actively mentors graduate students and leads collaborative projects involving seismic wavefield imaging across planetary bodies. His group maintains strong connections with NASA's InSight mission and develops computational frameworks for global centroid moment tensor inversions. The research team operates within the Department of Geosciences, leveraging high-performance computing resources through PICSciE to tackle large-scale inverse problems in seismology.
Dr. Matthias Winter is a Senior Lecturer in the Department of Mathematics at Brunel University's College of Engineering, Design and Physical Sciences. He has been affiliated with Brunel since 2005, following academic positions at the University of Stuttgart (1996-2005) and postdoctoral fellowships at the Institute for Advanced Study in Princeton (1993-94) and Heriot-Watt University in Edinburgh (1994-96). His educational background includes a PhD from Stuttgart University in 1993 and a Habilitation from the same institution in 2003. Dr. Winter's research focuses on mathematical biology, particularly pattern formation in biological systems through reaction-diffusion equations. His work examines spike solutions, pattern formation mechanisms, and the mathematical analysis of biological phenomena. He has made significant contributions to understanding stable spike clusters in various contexts including the Gierer-Meinhardt system. His research spans Mathematical Biology, Pattern Formation, Reaction-Diffusion Systems, Nonlinear Partial Differential Equations, and several related mathematical disciplines. His recent publications (2023-2025) demonstrate continued activity across diverse applications including cancer modeling, ecological systems, climate modeling, and fundamental mathematical analysis of reaction-diffusion phenomena, showing his ability to apply sophisticated mathematical techniques to real-world biological problems. Editorial Board, ISRN Mathematical Analysis, since 2010 Academic Appeals Committee, since 2013 Level One Coordinator for Mathematics, since 2013 Course Director MSc Programme Computational Mathematics with Modelling Mathematics, 2008-2010 Dr. Winter teaches various mathematics courses including Mathematics and Statistics for Economists, Vector Calculus, and Group Projects in Mathematics, with a teaching portfolio spanning from foundational courses to specialized topics related to his research interests.
Jiang Wang is the Mizuho Financial Group Professor at the MIT Sloan School of Management, where he has been a faculty member since 1990, progressing from Assistant Professor to his current named professorship. He holds appointments in the Finance department and maintains an active research program in financial economics. Massachusetts Institute of Technology, Sloan School of Management (2005-present) MIT Sloan School of Management: Assistant Professor (1990-1994), Associate Professor (1994-1998), Professor (1998-1999), NTU Professor (1999-2005) Wang's research focuses on financial economics, asset pricing, market liquidity, trading volume, and financial market microstructure , with significant contributions to understanding information dynamics in markets. His work bridges theoretical models with empirical analysis, particularly in Chinese capital markets. Wang has developed influential theories on liquidity, trading volume, and market efficiency that have shaped modern financial economics. His recent publications demonstrate continued scholarly productivity, with research spanning market uncertainty, circuit breakers, repo markets, and Chinese financial markets. Wang's work integrates theoretical modeling with empirical validation, maintaining relevance to both academic discourse and practical market concerns. China Economics Prizes (2018) Smith Breeden Prize (2007, 2006) New York Stock Exchange Award FAME Research Prize (2004) Trefftz Award, Western Finance Association (1990) Wang has advised numerous doctoral students and supervised significant research projects, though specific student names aren't listed in the available materials. His extensive grant history includes multiple NSF awards and industry-sponsored research. Wang has held leadership positions including President of the Western Finance Association (2017-2018) and Director of the China Center for Financial Research at Tsinghua University (2002-2014). His academic service includes editorial roles for major finance journals and advisory positions with institutions including the Federal Reserve Bank of New York, Nasdaq Stock Market, and China Securities Regulatory Commission.
Vladimir Spokoiny is a Professor at the Departments of Mathematics and Economics of the Humboldt University of Berlin and Head of the Research Group "Stochastic Algorithms and Nonparametric Statistics" at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin, Germany. His research spans multiple areas of statistics, machine learning, and financial mathematics, with significant contributions to nonparametric statistics, high-dimensional data analysis, and statistical methods in finance. Spokoiny received his M.Sc. in applied mathematics from the Moscow Institute of Railway Engineering in 1981 and his Ph.D. in mathematics from Lomonosov Moscow State University in 1988. He completed his Habilitation at Humboldt University in 1996. His academic career includes positions at the All-Union Institute of Railway Transport in Moscow, the Institute for Information Transmission Problems in Moscow, and the Institute for Applied Analysis and Statistics in Berlin before joining the Weierstrass Institute and Humboldt University where he has been a professor since 2002. Spokoiny's research focuses on adaptive nonparametric smoothing and hypothesis testing, high dimensional data analysis, statistical methods in finance, image analysis with applications to medicine, classification, and nonlinear time series. His work often addresses the challenges of nonstationarity in time series data and develops innovative methods for volatility estimation and risk management. He has made significant contributions to the development of adaptive weights smoothing procedures, which have applications in image processing, community detection, and manifold learning. His recent work has expanded into high-dimensional statistics, Bayesian inference, and optimization methods for machine learning, with publications demonstrating novel approaches to Gaussian approximation, Laplace methods, and statistical inference in non-Euclidean spaces. Spokoiny has supervised numerous PhD students including Oliver Reiss, Danilo Mercurio, Ying Chen, Elmar Diederichs, and Mstislav Elagin, whose research has focused on mathematical finance, time series analysis, and statistical methods. He serves as an Associate Editor for The Annals of Statistics (since 2004) and Statistics and Decisions (since 2002), and has previously served on the editorial board of the Journal of Statistical Planning and Inference. His professional activities include reviewing for major statistical journals including Annals of Statistics, Bernoulli, Econometrica, and Journal of American Statistical Association, as well as reviewing grant proposals for the National Science Foundation (USA), German Research Foundation, and Netherlands Organisation for Scientific Research. Spokoiny is a member of several professional societies including the International Statistical Institute, American Statistical Association, Institute of Mathematical Statistics, and Bernoulli Society. He is fluent in Russian (mother tongue), English, and German, and has good knowledge of French. His research group at WIAS focuses on developing novel statistical methodologies with applications across various scientific domains, particularly emphasizing adaptivity and robustness in complex data environments. The group's work has significant implications for financial risk management, medical imaging, and machine learning applications, with recent publications addressing fundamental questions in high-dimensional statistics and nonparametric inference.
Daan Christiaens is a tenure track lecturer at KU Leuven's Faculty of Medicine and Faculty of Engineering Sciences. He is affiliated with the Department of Electrical Engineering (ESAT) and Department of Imaging & Pathology, serving as a member of the Medical Imaging Division and the KU Leuven Brain Institute (LBI). His academic responsibilities include membership in the Faculty Councils of Engineering Sciences and Medicine. His research focuses on: Inverse problems in medical imaging reconstruction Neuroimaging techniques for brain analysis Advanced quantitative MRI methodologies Diffusion-weighted imaging for microstructural assessment Dr. Christiaens' recent publications (2023-2025) demonstrate a consistent focus on diffusion MRI innovations, including novel reconstruction algorithms, neonatal brain development mapping, and clinical applications for neurodegenerative disorders. Key technical themes include motion correction, multi-shell modeling, and AI-enhanced image processing, while clinical applications span Alzheimer's disease, cerebral palsy, and autism research. He leads significant research projects including: MRI reconstruction with dynamic field monitoring (2024-2028) Compressed sensing for microstructure imaging (2022-2026) Neonatal diffusion MRI network connectivity analysis (2024-2028) As a core developer of the MRtrix3 software framework for medical image processing, he contributes to essential tools in neuroimaging research.
Gajanan S. Bhat is a Professor and Department Head at the University of Georgia within the College of Family and Consumer Sciences . He earned his PhD in Textile and Polymer Engineering from Georgia Tech in 1990. Education : PhD (Georgia Tech, 1990) Professional Journey : Joining the University of Tennessee, Knoxville (UTK) in 1990, became Director of UTNRL , researching nanofibers, sustainable materials, and high-performance fibers. Recently transitioned to UGA as department head. Dr. Bhat's research focuses on nonwovens (meltblown, spunmelt), sustainable materials (cotton-based composites, biodegradable polymers), and high-performance fibers (carbon fibers, ballistic materials). His work bridges nanotechnology and industrial applications , addressing challenges in filtration , protective fabrics , and recycling . Recent publications highlight advancements in thermal conductivity modeling , flexible sensors , and ecological composites . His research has expanded into flushable nonwovens , PLA-based filters , and stretchable cotton textiles . Scientific Recognition : Outstanding Young Engineering Alumni, Georgia Tech (1996) Distinguished Achievement Award, The Fiber Society (1999) Technical Achievement Award, TAPPI (2014) He serves on editorial boards of journals like International Journal of Textile Engineering and Processes and Journal of Nanomaterials and Molecular Nanotechnology . Active in professional societies including The Fiber Society , INDA , and Textile Institute .
Petter N. Kolm serves as a Clinical Professor of Mathematics and Program Director at New York University, with his office located in Warren Weaver Hall (520). He can be contacted at petter.kolm@nyu.edu or 212-998-4855, and holds an editorial board position at the Journal of Portfolio Management. His academic qualifications include: Doctorate in Mathematics from Yale University M.Phil. in Applied Mathematics from the Royal Institute of Technology in Stockholm M.S. in Mathematics from ETH Zurich Dr. Kolm's research centers on quantitative finance, with primary focus areas including quantitative trading strategies, delegated portfolio management, financial econometrics, risk management, and optimal portfolio strategies. His work integrates advanced mathematical modeling with practical investment applications, bridging theoretical frameworks and real-world market dynamics through rigorous empirical analysis. Analysis of his 15 most recent publications reveals consistent emphasis on portfolio optimization techniques—particularly Bayesian methods and the Black-Litterman model—alongside significant contributions to algorithmic trading systems, factor-based equity portfolio construction, and machine learning applications for financial sentiment analysis. His scholarly output demonstrates evolution from foundational portfolio theory toward contemporary computational finance challenges. As Program Director, Dr. Kolm oversees academic programming and likely mentors graduate students in quantitative finance, though specific advisee details are not documented. His prior industry role at Goldman Sachs Asset Management provided direct experience in developing hedge fund strategies, informing his applied research approach. Dr. Kolm's professional trajectory includes significant industry engagement through his tenure in Goldman Sachs' Quantitative Strategies Group, where he developed quantitative investment systems. His current academic leadership position leverages this practical experience to shape quantitative finance education and research at NYU.
Dr. Edouard Boujo is a Scientist and Lecturer at the Swiss Federal Institute of Technology Lausanne (EPFL) , affiliated with the School of Engineering (STI) and working in the Institute of Mechanical Engineering (IGM) and Laboratory of Fluid Mechanics and Instabilities (LFMI) . He also teaches in the SGM-ENS department of the School of Engineering. Scientist at EPFL STI IGM LFMI Lecturer at EPFL STI-SGM SGM-ENS His research focuses on Fluid Dynamics with expertise in Flow Stability , Flow Control , Aeroacoustics , Thermoacoustics , Fluid-Structure Interaction , and Coating Flow Dynamics . He employs advanced mathematical modeling and computational methods to study complex fluid behaviors. Recent publications highlight his work on stochastic modeling of fluid instabilities, adjoint-based optimization of flow systems, and nonlinear dynamics of coating flows. His 15 most recent papers cover topics ranging from symmetry-breaking bifurcations to spin coating optimization and noise-induced transitions in fluid systems. Dr. Boujo actively collaborates with institutions across Europe and New Zealand, mentoring PhD student Atharva Lagwankar . He has received research funding from the Swiss National Science Foundation for two PhD theses and contributes to major fluid dynamics conferences like the European Fluid Dynamics Conference and APS Division of Fluid Dynamics meetings. His laboratory work at LFMI involves experimental and computational studies of fluid instabilities, with applications in aerospace, mechanical engineering, and industrial coating processes. He develops adjoint-based control methods for optimizing flow systems and reducing drag in various fluid configurations.
George R. Mangun is a Distinguished Professor of Psychology and Neurology at the University of California, Davis and Co-Director of the Center for Mind and Brain. He founded the UC Davis Center for Mind and Brain in 2002 and served as Dean of Social Sciences (2008-2015). Education: Ph.D. in Neurosciences (UC San Diego, 1987), B.S. in Chemistry and Life Sciences (Northern Arizona University, 1981) His research focuses on the neuroscience of attention , combining EEG and fMRI to explore how the brain selects and processes sensory stimuli. Key areas include attentional control, brain networks, and neural oscillations. Recent studies investigate hierarchical attention control, decoding spatial attention, and the role of theta/alpha oscillations in cognitive tasks. His work has implications for understanding neurological disorders like ADHD. Scientific Awards : Fulbright U.S. Distinguished Scholar (2025), Society for Neuroscience Education Award (2024), AAAS Fellow (2010), APS Fellow (2007) He has led the Neural Mechanisms of Attention Lab , funded by NSF, NIH, and international organizations, and co-authored the leading textbook Cognitive Neuroscience: The Biology of the Mind (6th ed., 2025).
Dr Dongbin Wei is an Associate Professor at the School of Mechanical and Mechatronic Engineering , University of Technology Sydney (UTS), with a career spanning academia and industry. He holds a PhD in Materials Processing Engineering from the University of Science and Technology Beijing (2001) and academic appointments from 2005–2012 at the University of Wollongong (Research Fellow to Lecturer) and 2013–2017 at UTS (Senior Lecturer) before his promotion to Associate Professor in 2018. His research lies at the intersection of Mechanical Engineering , Manufacturing Engineering , and Materials Processing , focusing on: Ultrasonic Additive Manufacturing (UAM) Micro Metal Forming and Size Effects Tribology and Lubrication Numerical Simulations of Material Processing Composite Material Fabrication Key contributions include: Development of the Springback Path–Displacement Adjustment (SP-DA) method for stamping accuracy Advancements in femtosecond laser texturing for silicon wettability control Studies on nanolubrication in hot rolling Optimization of micro-deep drawing parameters He has secured competitive grants from the Australian Research Council (ARC) and industry partners like Weir Minerals Australia Ltd , including projects on: Revolutionizing mineral separation via additive manufacturing Super high-speed grinding technologies Mechanics of micro composite drill fabrication As a lead supervisor, he guided the 2022 thesis 'Creation and Validation of 3D Printable Mineral Separation Spiral' . His work bridges theoretical analysis, computational modeling (FEM/FEA), and practical validation in advanced manufacturing systems.
