جست‌وجوی استاد و پژوهشگر

David A. Hsiehمشاهده پروفایل

استاد

• Financial Risk Management
• Hedge Funds
• Asset Pricing
• +۳ مورد دیگر

David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.

Zhi Daمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +۷ مورد دیگر

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

Shan Luمشاهده پروفایل

مدرس

• Financial Derivatives
• Option Pricing
• Quantitative Finance
• +۳ مورد دیگر

Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen. Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters. Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels. Scientific awards: Fellow (FHEA) of Higher Education Academy Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise. Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.

Ying Chenمشاهده پروفایل

دانشیار

• Financial Statistics
• Machine Learning
• Quantitative Finance
• +۷ مورد دیگر

Assoc Prof Ying Chen is an Associate Professor at the National University of Singapore , affiliated with the Department of Mathematics, Asian Institute of Digital Finance (as Academic Director of PhD Program in Digital FinTech 2022–2024), Risk Management Institute (2019–2023), Department of Statistics and Data Science (2019–2023), and Department of Economics (2018–2023). She also contributes to NUS Graduate School for Integrative Sciences and Engineering since 2016. Research Interests include: AI forecasting and quantum computing for finance Nonstationary time series and functional data analysis Energy data analytics and precision medicine Network autoregression and spatial-temporal modeling Explainable AI and citation metrics Portfolio liquidation and market-making algorithms Article Trends demonstrate expertise in: Adaptive forecasting for gas flows and electricity prices Blockchain network influence detection Quantum computing applications in finance Functional autoregression with mixed predictors Credit rating fairness and explainability High-resolution implied volatility modeling Scientific Awards include: ISI Elected Member (2016–) International Statistical Institute Council (2023–2027) IASC Scientific Secretary (2017–2019, 2023–2025) Advisory roles for EU FIN-TECH and xAIM projects

Martin Solbergerمشاهده پروفایل

دانشیار

• Time Series Econometrics
• Macroeconomic Forecasting
• Latent Time Series Estimation
• +۳ مورد دیگر

Martin Solberger is an Associate Professor in the Department of Statistics at Uppsala University, where he received his PhD in statistics in 2013 and was promoted to associate professor in 2022. His office is located at Ekonomikum (3rd floor), Kyrkogårdsgatan 10, with postal address Box 513, 751 20 UPPSALA. Dr. Solberger specializes in time series econometrics with particular expertise in macroeconomic forecasting and estimation of latent time series variables including potential GDP and the neutral interest rate. His research demonstrates sophisticated methodological approaches to dynamic factor models, unit root testing, and interest rate analysis, frequently employing Kalman filtering techniques and Bayesian VAR modeling. His publication record reveals a strong focus on Scandinavian economic analysis, particularly examining the natural rate of interest and neutral interest rate dynamics within Swedish and broader Nordic contexts. Recent work shows increasing attention to international spillover effects on domestic monetary policy variables and methodological refinements in panel data econometrics. Through extensive collaboration with researchers including Spånberg, Armelius, and Österholm, Solberger has established himself as a significant contributor to modern time series econometrics methodology and its application to central banking and fiscal policy questions.

Steven Keltsمشاهده پروفایل

مدرس

• Technology Ethics
• History of Capitalism
• American Political Thought
• +۴ مورد دیگر

Steven Kelts is a Lecturer at Princeton University, affiliated with the School of Public and International Affairs (SPIA) and the Department of Computer Science . He leads the Integrated Ethics in CS program and has served as Director of the non-profit All Tech Is Human. Research Focus: Kelts examines ethical frameworks in technology innovation, historical political economies, and the intersection of democratic theory with corporate responsibility. His work spans Measuring ethics education in computing Evolving corporate structures for ethical action Locke's economic justice theories Machiavelli's republican ideals Madison's institutional designs Publications reveal trends in: Utilitarian logic in Agile teams Roman censorship models 17th-century English economic debates Mill's social value legislation Scientific Recognition: Recipient of Princeton's Council on Science and Technology grants for Agile Ethics program Google seed grant for corporate ethics frameworks University-wide award for GradFutures AI ethics leadership Advisory Roles: Includes ethics advisor to the Responsible A.I. Institute and institutional design mentor for political theory projects.

Brian Hieمشاهده پروفایل

استادیار

• Machine Learning
• Computational Biology
• Protein Engineering
• +۶ مورد دیگر

Brian Hie is an Assistant Professor of Chemical Engineering at Stanford University , a Dieter Schwarz Foundation Stanford Data Science Faculty Fellow , and an Innovation Investigator at Arc Institute . He leads the Laboratory of Evolutionary Design , focusing on the intersection of biology and machine learning . His prior roles include a Stanford Science Fellow in the Stanford University School of Medicine and a Visiting Researcher at Meta AI . Education: Ph.D. , Electrical Engineering and Computer Science , Massachusetts Institute of Technology (2021) Bachelor’s Degree , Stanford University Research Interests: Brian’s work bridges machine learning and computational biology , with a focus on protein engineering , single-cell RNA sequencing , and viral evolution . His Evolutionary velocity framework predicts protein evolutionary dynamics across timescales, while his Scanorama algorithm enables efficient integration of heterogeneous single-cell datasets. He also develops structure-informed language models for antibody optimization and uncertainty-aware ML for biological discovery. Publication Trends: His recent work (2023) emphasizes structure-based inverse folding for antibody evolution, evolutionary scale modeling , and unsupervised optimization . Earlier studies (2022-2021) cover evolutionary velocity , multi-modal single-cell analysis , and viral escape prediction using natural language analogies. Scientific Awards: Stanford Science Fellow (2021) National Defense Science and Engineering Graduate Fellowship (2019) Advising: He mentors doctoral students including Brandon Ameglio , Garyk Brixi , and Chang M. Yun , with a focus on biological design and computational methods . Labs & Collaborations: His lab collaborates with Bio-X and the Institute for Human-Centered Artificial Intelligence (HAI) , and he maintains affiliations with Sarafan ChEM-H and Stanford Data Science .

Matthew Willsمشاهده پروفایل

استاد

• Evolutionary Palaeobiology
• Macroevolution
• Phylogenetics
• +۱۲ مورد دیگر

Matthew Wills is Professor of Evolutionary Palaeobiology in the Department of Life Sciences at the University of Bath. He is affiliated with the Milner Centre for Evolution and the Centre for Mathematical Biology, where he leads research into macroevolutionary processes using fossil and molecular data. His work integrates phylogenetics, morphological disparity, and stratigraphic congruence to understand large-scale evolutionary patterns. His research interests focus on the role of fossils in building phylogenies, the evolution of morphological complexity, and the testing of macroevolutionary trends such as early high disparity and increasing complexity. He investigates how developmental shifts underpin major evolutionary transitions and how fossilization biases affect our understanding of the Tree of Life. His lab conducts projects on arthropod supertrees, molluscan ontogeny, and the phylogeny of Eumalacostraca using molecules, morphology, and fossils. His recent publications reveal a strong focus on quantifying morphological complexity, vertebral evolution in mammals, species richness in birds, and the impact of boundaries on trait evolution. These works frequently appear in high-impact journals like Nature Communications and Nature Ecology & Evolution , indicating a trend toward integrative, data-rich evolutionary analyses combining paleontological, morphological, and phylogenomic approaches. Principal Investigator, Biodiversity and The Sixth Mass Extinction (Royal Commission for the Exhibition of 1851) Principal Investigator, Susceptibility to Mass Extinctions: Ammonites as a Case Study (NERC) Principal Investigator, PLUTO Project (BBSRC) Principal Investigator, Arthropod Supertree of Life (BBSRC) He has supervised 17 research students and contributes to public discourse through platforms like The Conversation . His work supports UN Sustainable Development Goals related to life on land and climate action through deep-time biodiversity research.

• Economics
• International Finance
• Macroeconomics
• +۳ مورد دیگر

Alan M. Taylor is a prominent Research Fellow at National Bureau of Economic Research (NBER) and Centre for Economic Policy Research (CEPR) . He holds a permanent affiliation with Columbia University in the United States, where he contributes to economics research. His research spans financial history , macroeconomic policy , international trade , and capital market dynamics . Key themes include credit cycles , monetary policy , economic crises , and historical financial systems . He has extensively analyzed the trilemma of exchange rates, monetary policy, and capital mobility, and pioneered work on long-term rate of return data across capital assets. His recent publications focus on financial stability , credit booms , and macroeconomic consequences of pandemics . Collaborative works with economists like Òscar Jordà, Moritz Schularick, and Kevin H. O'Rourke demonstrate interdisciplinary engagement. His empirical methodology emphasizes local projections , historical econometrics , and long-run equilibrium modeling in international finance.

• Quantum Computing
• Quantum Sensing
• Atomic Physics
• +۳ مورد دیگر

Gavin Brennen is a Professor in Quantum Information Science (Core) at Macquarie University's School of Mathematical and Physical Sciences. He leads the Macquarie Centre for Quantum Engineering (MQCQE) and serves as a Chief Investigator at the Australian Research Council (ARC) Centre of Excellence for Engineered Quantum Systems (EQUS). He is also an Executive Board Member of the Sydney Quantum Academy (SQA). His research focuses on quantum computing, quantum sensing, and atomic physics, with a particular emphasis on quantum error correction and quantum LDPC codes. Key roles and affiliations include directorship of MQCQE, leadership in ARC EQUS, and SQA board membership. He has secured funding for multiple research projects, including Sydney Quantum Academy scholarships (e.g., Brennen/Gharat and Brennen/Vedl) and the Engineered Quantum Matter initiative. His work addresses quantum technologies' applications in sensing, computing, and communication. Research interests span quantum computing architectures, quantum error correction protocols, and atomic systems. Notable projects include high-rate quantum LDPC codes for neutral atom registers, cavity-based quantum gates, and quantum internet protocols. His contributions to quantum crypto-economics and blockchain security further highlight his interdisciplinary impact. He has advised on projects such as the Australian Dark Matter Detector for High-Mass Axions and collaborates internationally. Current efforts prioritize scalable quantum systems, fault-tolerant protocols, and quantum networking. His lab and teams drive innovation in quantum hardware and theoretical frameworks for emerging technologies.

Davoud Cheraghi Homeمشاهده پروفایل

دانشیار

• Complex Analysis
• Dynamical Systems
• Geometric Analysis
• +۳ مورد دیگر

Dr Davoud Cheraghi Home is a Reader (Associate Professor) in Pure Mathematics at Imperial College London, affiliated with the Pure Analysis and PDEs and Geometry research groups. His research focuses on complex analysis and dynamical systems, particularly holomorphic maps, rigidity phenomena, and small divisors problems, bridging analysis, geometry, and combinatorics. He has organized numerous conferences and workshops, including events at Imperial College and the School of Mathematics in Tehran. Dr Cheraghi teaches advanced courses in geometric complex analysis, analysis, and dynamical systems at Imperial College, as well as at the University of Warwick and Stony Brook University. He has mentored PhD students and postdoctoral researchers, contributing significantly to the field through his publications and collaborations. His research interests encompass geometric analysis (quasi-conformal mappings, elliptic PDEs), renormalization operators, and low-dimensional analytic dynamics. Notable publications include studies on irrationally indifferent attractors, Siegel polynomials, and combinatorial rigidity. Dr Cheraghi’s work is supported by extensive teaching and mentorship activities, reflecting his commitment to advancing both research and education in pure mathematics.

Anton Rozhkovمشاهده پروفایل

استادیار

• Geospatial Tools and Analysis
• Urban Planning
• Data Science for Cities
• +۷ مورد دیگر

Anton Rozhkov is an Industry Assistant Professor and Director of the M.S. in Applied Urban Science and Informatics Program at the Center for Urban Science and Progress (CUSP) at New York University (NYU) Tandon School of Engineering. His work focuses on applying geospatial tools, modeling techniques, and data science to address complex challenges in urban environments, with particular emphasis on infrastructure planning and city design. Dr. Rozhkov earned his Ph.D. in Urban Planning and Policy from the University of Illinois Chicago, where his research centered on decentralized and renewable energy systems in urban contexts through a complex systems approach. Prior to his doctoral studies, he received an M.S./B.S. in Engineering in Land Cadaster from the State University of Land Use Planning in Moscow, Russia, and worked as a senior specialist in the Russian power grid sector with "Rosseti" Group of Companies. His research interests span the application of complex systems, data science, and spatial analytics to solve urban challenges, particularly focusing on how data-driven policies and new technologies can transform infrastructure planning and city design. Dr. Rozhkov employs methods including causal loop diagrams, system dynamics, and agent-based modeling to understand how decentralized energy systems interact with existing power grids and contribute to sustainable urban development. He has published extensively on urban transportation, energy systems, and census data analysis, with a notable focus on Chicago's urban landscape and Illinois state initiatives. Dr. Rozhkov has been actively involved in several significant research projects including an empirical investigation into affordable transit-oriented development in California sponsored by the California State University Transportation Consortium, the Sustainable Urban-Regional Modeling Network project funded by the Illinois Innovation Network, and the Census 2020 Map-The-Count project with the Illinois Department of Human Services which developed predictive models for census response rates and a GIS platform for reporting outreach activities. Ph.D. in Urban Planning and Policy, University of Illinois Chicago M.S./B.S. in Engineering in Land Cadaster, State University of Land Use Planning (Moscow, Russia) His teaching portfolio includes courses on geographic information systems (GIS), advanced spatial analysis, decision modeling, and machine learning for cities. Dr. Rozhkov emphasizes not just understanding urban trends but exploring the "why" behind these trends to develop sustainable solutions. His recent publications (2020-2025) demonstrate a consistent research trajectory examining the complex interrelationships between urban infrastructure systems, particularly focusing on energy, transportation, and spatial patterns through sophisticated analytical methods. Outside of his academic work, Dr. Rozhkov is passionate about urban and landscape photography, traveling, running, snowboarding, and playing guitar. He was born and raised in Balashikha, a city in the Moscow suburbs in Russia, and maintains a gallery of his photographic work from various global locations.

Sudhir Kumarمشاهده پروفایل

استاد

• Molecular Evolution
• Phylomedicine
• Functional Genomics
• +۵ مورد دیگر

Sudhir Kumar is a Professor and Principal Investigator at Temple University, leading a research laboratory focused on molecular evolution, phylomedicine, and functional genomics. His lab develops mathematical methods, computational algorithms, and software packages for analyzing genomic variation across populations, pathogens, tumors, and species. Key contributions include the widely used MEGA software (www.megasoftware.net) for molecular evolutionary analysis and the TimeTree knowledge-base (www.timetree.org) that synthesizes evolutionary knowledge on species divergence times. Dr. Kumar's research interests center on integrating mathematical and computational techniques into evolutionary biology and biomedicine. His lab pursues a holistic paradigm where evolutionary and genomic patterns are discovered through comparative analysis of big datasets, then used to reveal underlying biological processes and develop predictive models. His work spans phylomedicine of genetic diseases, molecular phylogenomics, and the timetree of life, with recent innovations including Bayesian methods, machine learning algorithms, and statistical approaches for inferring molecular phylogenies, divergence times, and pathogenic mutations. Analysis of his recent publications reveals a strong trend toward applying artificial intelligence and machine learning to evolutionary genetics, with multiple 2025 papers focused on sparse learning techniques, transformer-based models, and AI-assisted analytical protocols. His work increasingly bridges evolutionary biology with cancer genomics and precision medicine applications. His scientific achievements have been recognized with the prestigious 2025 George W. Beadle Award from the Genetics Society of America, which honors his "efforts to democratize evolutionary genetics." Dr. Kumar has mentored numerous doctoral candidates, postdoctoral researchers, and graduate students, many of whom have gone on to faculty positions at institutions including Oakland University and universities in Brazil. His lab includes current doctoral candidates working in bioinformatics and statistical molecular evolution, supported by technical staff including programmers, genome tech specialists, and informatics specialists. The Kumar Laboratory operates as an interdisciplinary research hub with multiple projects including MEGA (Molecular Evolutionary Genetics Analysis), TimeTree, myPEG (web-based evolutionary tools), and FlyExpress (a knowledge base for Drosophila melanogaster embryo images). The lab emphasizes green computing efforts aimed at democratizing scientific practice and making big data analytics more accessible.

• Cybersecurity
• Blockchain
• Machine Learning
• +۱۲ مورد دیگر

Edgar Weippl is a Professor at the Faculty of Computer Science, University of Vienna, where he serves as Vice Dean and Head of the Research Group Security and Privacy. His work spans cybersecurity, blockchain, and machine learning, with teaching roles in information security and software security courses. Current Positions: Vice Dean (Faculty of Computer Science), Head (Security and Privacy Research Group), Deputy Head (Neuroinformatics & Knowledge Engineering Groups) Research Interests: Cybersecurity, blockchain, IoT security, code obfuscation, privacy technologies, reinforcement learning, and socio-technical systems security Selected Publications: Focus on blockchain privacy, VoWiFi security, code obfuscation, and reinforcement learning applications

Luke Mooreمشاهده پروفایل

استادیار

• Planetary Atmospheres
• Upper Atmospheres of Giant Planets
• Space Environment Interactions
• +۵ مورد دیگر

Luke Moore is a Research Assistant Professor of Astronomy at Boston University's Department of Astronomy, with office CAS 402. His research focuses on planetary atmospheres and their interactions with the space environment, particularly the upper atmospheres of giant planets. He is affiliated with the Center for Space Physics at Boston University. Moore earned his BS from the University of Arizona and completed his MA and Ph.D. at Boston University. His academic background has positioned him as a leading researcher in planetary atmospheric science, with expertise spanning observational techniques, computational modeling, and instrument development. Moore's primary research interests include: Modeling and observations of planetary atmospheres, with emphasis on giant planets Upper atmospheric processes and their coupling with the space environment Development and application of computer models for tenuous plasmas in planetary upper atmospheres Ground-based and space-based observational techniques for planetary science H3+ ionosphere studies across multiple planets Ring-planet interactions, particularly Saturn's ring rain phenomenon His extensive publication record demonstrates significant contributions to understanding planetary atmospheres throughout the solar system. Recent work shows a strong focus on Jupiter and Saturn using data from Juno and Cassini missions, with emerging research on Uranus and Neptune utilizing JWST observations. A key research trend involves the connection between ring systems and planetary atmospheres, as well as the role of auroral processes in heating upper atmospheres across the giant planets. Moore is actively involved in instrument development as a key contributor to the Rapid Imaging Planetary Spectrograph (RIPS). This innovative instrument enables high-quality simultaneous spectra and images of extended objects through 'lucky imaging' techniques. RIPS has been successfully deployed at multiple observatories including the Perkins telescope in Flagstaff, Arizona and the 3.67m AEOS telescope, where it has been used to study Mercury's exosphere, the Moon, and Jupiter's moons. His instrument work represents an important bridge between theoretical modeling and observational planetary science.