جست‌وجوی استاد و پژوهشگر

Alessio Lomuscioمشاهده پروفایل

استاد

• Artificial Intelligence
• Machine Learning Verification
• Neural Network Verification
• +۵ مورد دیگر

Alessio Lomuscio is a Professor of Safe Artificial Intelligence at Imperial College London, holding the prestigious Royal Academy of Engineering Chair in Emerging Technologies and recognized as an ACM Distinguished Member. He leads the Safe AI Lab, which focuses on developing methods and tools for the verification of AI systems to ensure their safe and secure deployment in applications of societal importance. His research spans verification and robust learning for neural networks and decision trees, robust machine learning in aviation and finance, monitoring of machine learning systems, assurance for autonomous systems and AI, and verification and validation of neuro-symbolic systems. Lomuscio has made significant contributions to formal verification methods for AI systems, particularly in the context of safety-critical applications. His recent publications demonstrate a strong focus on neural network verification techniques, with applications across multiple domains including finance, aviation, and autonomous systems. His work bridges theoretical advances in formal methods with practical applications in real-world AI systems, addressing critical challenges in AI safety and trustworthiness. Scientific Awards: Royal Academy of Engineering Chair in Emerging Technologies ACM Distinguished Member Lomuscio has served in numerous leadership roles, including as Co-Director (2023-present) and Deputy Director (2019-2023) of the UKRI Centre for Doctoral Training in Safe and Trusted Artificial Intelligence. He has also held positions as Director of Strategy and Planning (2017-2020), Member of Management Committee (2013-2020), and Deputy Head of Department (2016-2017). His editorial service includes roles as Associate Editor for Artificial Intelligence Journal and Editorial Board Member for Journal of Artificial Intelligence Research and Journal of Autonomous Agents and Multi-agent Systems. His research group actively mentors students and researchers, with current openings for PhD and postdoctoral positions focused on AI verification and safety. Lomuscio's work has established him as a leading figure in the field of safe and verifiable AI systems, with significant contributions to both theoretical foundations and practical applications.

Antonio Rangelمشاهده پروفایل

استاد

• Neuroeconomics
• Decision Neuroscience
• Behavioral Economics
• +۴ مورد دیگر

Antonio Rangel is the Bing Professor of Neuroscience, Behavioral Biology, and Economics at the California Institute of Technology (Caltech), where he also serves as Head Faculty in Residence. He is a faculty member in the Division of Humanities and Social Sciences (HSS) with research focusing on the computational and neurobiological basis of value-based decision-making. Dr. Rangel received his educational training at prestigious institutions: B.Sc. from Caltech in 1993 M.S. from Harvard University in 1996 Ph.D. in 1998 Professor Rangel's research lies at the intersection of neuroscience, economics, and psychology, with a focus on understanding how the brain makes decisions. His work investigates the neural mechanisms underlying value computation, choice processes, self-control, and social decision-making. Using a multidisciplinary approach that combines functional magnetic resonance imaging (fMRI), eye-tracking, computational modeling, and behavioral experiments, his lab has made significant contributions to the field of neuroeconomics. His research has revealed how value signals are represented in the brain, how attention influences choice, and the neural basis of self-control failures. Professor Rangel has pioneered methods for studying decision processes with high temporal resolution using eye-tracking data, demonstrating how fixation patterns relate to value computations and choice outcomes. His work spans from theoretical frameworks of value-based decision-making to practical applications in behavioral public economics. Professor Rangel's work has been recognized with prestigious awards: 2019 NOMIS Distinguished Scientist Award 2018 Fellow of the Association for Psychological Science As an academic leader, Professor Rangel has mentored numerous students and researchers who have gone on to make their own contributions to neuroscience and economics. His lab, the Rangel Neuroeconomics Laboratory at Caltech, serves as a hub for interdisciplinary research, bringing together students and scholars from neuroscience, economics, psychology, and computer science. The lab has received significant funding to support its research on the neural basis of decision-making, including support from the NOMIS Foundation. The Rangel Neuroeconomics Laboratory is equipped with state-of-the-art facilities including fMRI analysis capabilities, eye-tracking systems, and computational resources for modeling decision processes. The lab fosters a collaborative environment where researchers apply methods from experimental economics and cognitive neuroscience to unravel the complexities of human decision-making.

• Market Microstructure
• High-Frequency Trading
• Short Selling
• +۷ مورد دیگر

Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.

• Financial Engineering
• Operations Research
• Stochastic Modeling
• +۳ مورد دیگر

Liming Feng is an Associate Professor at the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, and has served as Director of the Master of Science in Financial Engineering (MSFE) program since 2022. His academic career at the university spans from Assistant Professor (2006-2012) to his current role. He earned his Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2006), an M.S. in Mathematics from Northwestern University (2000), and a B.S. in Mathematics from Beijing Normal University (1997). Ph.D., Industrial Engineering and Management Sciences, Northwestern University, 2006 M.S., Mathematics, Northwestern University, 2000 B.S., Mathematics, Beijing Normal University, 1997 Feng’s research focuses on Financial Engineering, Stochastic Modeling, and Computational Methods. He has contributed extensively to quantitative finance, particularly in options pricing, portfolio optimization, and market impact models. His work leverages advanced numerical methods, Fourier transforms, and stochastic calculus to solve complex financial problems. The trends in his publications highlight expertise in Levy processes, jump diffusion models, and numerical algorithms for financial derivatives. He has developed innovative techniques for Bermudan options pricing, discretely monitored barrier options, and portfolio deleveraging strategies. His articles often intersect Operations Research with Financial Engineering, emphasizing computational efficiency and mathematical rigor. ISE Faculty Fellow (2025) INFORMS Financial Services Section Best Student Research Paper (2013) First runner-up of the 2012 Morgan Stanley Prize for Excellence in Financial Markets Feng has served on editorial boards for Operations Research Letters and Mathematical Finance . He has been recognized repeatedly for teaching excellence, including the Sharp Outstanding Teaching Award (2011, 2022) and multiple entries in the List of Teachers Ranked as Excellent by Their Students (2007-2024). He currently leads the MSFE program and contributes to curriculum development through courses like IE 522 (Statistical Methods in Finance) and IE 527 (MSFE Professional Development).

• Macroeconomic Theory
• Monetary Economics
• Macroeconometrics
• +۷ مورد دیگر

Jordi Galí is a Professor at the Department of Economics and Business at Universitat Pompeu Fabra (UPF), a Senior Researcher at the Center for Research in International Economics (CREI), and a Research Professor at the Barcelona School of Economics (BSE). He holds a PhD from MIT and has played a central role in shaping modern macroeconomic theory, particularly the New Keynesian framework used by central banks worldwide. Education: PhD in Economics, Massachusetts Institute of Technology (MIT), 1989 Master in International Management, ESADE, 1985 Bachelor in Economics, Universitat Pompeu Fabra, 1994 His research focuses on macroeconomic theory, monetary economics, and macroeconometrics. He is best known for his work on the New Keynesian Phillips Curve, optimal monetary policy rules, and the role of technology and expectations in business cycles. His influential book, Monetary Policy, Inflation and the Business Cycle , is a standard reference in graduate programs globally. The most recent articles highlight a continued focus on critical issues in modern macroeconomics: the implications of a low natural rate of interest (r*), the effectiveness of monetary policy at the zero lower bound, the role of wage and price flexibility, and the interaction between fiscal and monetary policy. His work increasingly integrates heterogeneity, financial frictions, and experimental methods, reflecting the evolving frontiers of the field. Scientific Awards: BBVA Foundation Frontiers of Knowledge Award (2025) Yrjo Jahnsson Award (2005) Premi Rei Jaume I d'Economia (2004) Premio Nacional de Investigación “Pascual Madoz” (2022) Three ERC Advanced Grants Foreign Honorary Member, American Economic Association (2020) Galí has advised numerous central banks, including the ECB, Federal Reserve, and Banque de France. He has held leadership roles as President of the European Economic Association (2012), co-editor of the Journal of the European Economic Association , and co-director of the CEPR International Macroeconomics Programme. He is a Research Fellow at CEPR, a Research Associate at NBER, and a Fellow of the Econometric Society. He has also been actively involved in public policy debates in Spain and Europe, particularly on issues of productivity, labor market reform, and fiscal policy. His research program continues to explore the design of stabilization policies in open and currency union economies.

Christopher L. Footeمشاهده پروفایل

استاد

• Labor economics
• Housing
• Macroeconomics
• +۳ مورد دیگر

Christopher L. Foote is a Principal Economist and Policy Advisor at the Federal Reserve Bank of Boston, where he has worked since 2003. He also holds the title of Professor in the Department of Economics at Harvard University since 2012. Foote earned his BA from the College of William and Mary in 1987 and a PhD in economics from the University of Michigan in 1996. His academic career includes teaching positions at Harvard University (1996–2002) and visiting roles at MIT (2004–2006). His research focuses on labor economics, housing, and macroeconomics. Key areas include labor market polarization, mortgage debt patterns, housing market dynamics, geographic disparities in mortality, and economic impacts of population aging. His work frequently addresses policy implications for financial and labor market stability. Measuring employment through online panels Geographic mortality disparities Mortgage debt and foreclosure analysis Population aging effects Historical labor market discrimination Business cycle modeling Foote has received prestigious awards including the Regents Fellowship, Rackham Pre-doctoral Fellowship, and Alfred P. Sloan Doctoral Dissertation Fellowship. He has also served as Associate Editor and editorial board member for major economic journals. His work spans academic publications in top journals, book chapters, and numerous working papers that analyze economic trends and policy responses. Foote's contributions cover housing economics, labor market dynamics, and macroeconomic policy, with a focus on empirical analysis and real-world applications.

Rahul Sarkarمشاهده پروفایل

پژوهشگر ارشد

• Quantum Information Theory
• Microlocal Analysis
• Machine Learning
• +۳ مورد دیگر

Rahul Sarkar is a Postdoctoral Fellow at the University of California, Berkeley, affiliated with the Department of Mathematics . He was previously a Ph.D. student in the Institute for Computational and Mathematical Engineering (ICME) at Stanford University, graduating in 2022 under the advisement of Biondo Biondi and András Vasy. Research Interests : Quantum information theory, inverse problems, machine learning, microlocal analysis, and numerical methods for PDEs. Scientific Contributions : Developed novel quantum computing algorithms and numerical schemes for geophysical imaging, with applications in seismic tomography and quantum signal processing. Teaching : Taught courses at Stanford including Introduction to Quantum Computing and 3D Seismic Imaging , with roles as instructor and course assistant. Awards : Schlumberger Innovation Fellowship (2019-2020). His work bridges mathematical analysis and quantum computation , with a focus on solving real-world problems through interdisciplinary approaches. He has collaborated with institutions like IBM and Schlumberger to apply quantum algorithms to geoscience and financial optimization.

Mike Gilesمشاهده پروفایل

استاد

• Monte Carlo Methods
• Multilevel Monte Carlo Methods
• Scientical Computing
• +۵ مورد دیگر

Mike Giles is a Professor of Numerical Analysis at the University of Oxford's Mathematical Institute and serves as Head of the Numerical Analysis Group. He is also a Professorial Fellow at Balliol College and a Fellow of the Royal Society (FRS). His academic career spans computational mathematics, scientific computing, and computational finance. Professor Giles' research primarily focuses on Monte Carlo methods, with particular emphasis on the development and numerical analysis of multilevel Monte Carlo methods over the past 15 years. His work has significant applications in computational finance, uncertainty quantification, and solving stochastic differential equations. He has also made substantial contributions to high-performance computing, especially in the exploitation of many-core GPUs for scientific computing applications. His research bridges theoretical numerical analysis with practical computational implementations. Analysis of his publication record reveals a consistent trajectory of innovation in Monte Carlo methodology, evolving from foundational work on path simulation to sophisticated multilevel techniques that dramatically improve computational efficiency. His research spans multiple disciplines including numerical analysis, computational finance, and high-performance computing, with a clear focus on developing practical algorithms that address real-world computational challenges in science and finance. Fellow of the Royal Society (FRS) Professor Giles actively teaches courses in numerical methods for the MSc in Mathematical and Computational Finance and is a leading educator in GPU programming, organizing an annual intensive course on CUDA Programming on NVIDIA GPUs. He has been instrumental in establishing JADE, Oxford's GPU supercomputer facility, which supports research in machine learning and scientific computing. His leadership extends to the Numerical Analysis Group at Oxford and the Mathematical and Computational Finance Group, where he fosters interdisciplinary research connecting mathematics, finance, and computer science. Through his educational initiatives and research leadership, Giles has significantly influenced both academic research and practical applications of advanced computational methods.

Wolfgang Wieshaiderمشاهده پروفایل

دانشیار

• Religious Law
• Law and Religion
• Monument Protection Law
• +۶ مورد دیگر

Dr. Wolfgang Wieshaider serves as Associate Professor and Deputy Head of the Institute for Legal Philosophy at the University of Vienna's Faculty of Law. He is also the Academic Director of the LL.M. program in Religious Law and holds a position as permanent visiting professor at Charles University in Prague. His scholarly work bridges legal theory with practical applications in religious freedom, cultural heritage, and minority rights. Professor Wieshaider's research spans multiple intersecting domains with particular emphasis on religious law in Central and Eastern Europe, monument protection law, and the legal status of religious minorities. His scholarly output demonstrates deep engagement with the tension between religious practices and state regulation, especially regarding ritual slaughter, religious architecture, and religious minorities' rights. A significant portion of his work focuses on Jewish and Muslim communities in Austria and Central Europe, examining their legal status, rights, and challenges within national and European frameworks. Analysis of his recent publications reveals a consistent focus on the intersection of religious practice and state law, with growing attention to contemporary challenges like religious freedom during the pandemic, Islamic law in European contexts, and the legal recognition of philosophical organizations. His work demonstrates methodological diversity, combining doctrinal legal analysis with comparative approaches and historical perspectives. Professor Wieshaider has made substantial contributions through editorial work, serving as co-editor of the book series Law and Religion in Central and Eastern Europe and Intarsia · Interpretations of Culture and Law , as well as co-editing the Austrian Archives for Law & Religion . His academic leadership extends to directing the LL.M. program in Religious Law, which appears to be a significant educational initiative at the University of Vienna. His scholarly activities include advising graduate students, though specific names are not mentioned in the available materials. Professor Wieshaider maintains active international collaborations, particularly with scholars in Central and Eastern Europe, as evidenced by his numerous co-edited volumes and multilingual publications. The Institute for Legal Philosophy, where Professor Wieshaider works, appears to maintain a strong focus on religious law and cultural heritage, with several team members sharing similar research interests. His office is located in Room 4OG039 at Schenkenstraße 8-10 in Vienna, and he holds consultation hours on Thursdays from 2:30-3:30 pm during academic terms.

• Operations Research
• Management Science
• Optimization Algorithms
• +۶ مورد دیگر

Dr. Dmytro Matsypura is an Associate Professor in the Discipline of Business Analytics at the University of Sydney Business School. He holds a BA (Hons) from Kyiv Polytechnic Institute (KPI), an MS (Hons) from KPI, and a PhD from the University of Massachusetts Amherst. His research focuses on optimization methodologies, network science, and their applications in finance, transportation, ecology, and graph theory. He is a recipient of multiple teaching awards, including the Wayne Lonergan Outstanding Teaching Award (Early Career) in 2010. Education: PhD in Management Science, University of Massachusetts Amherst (2006) MS (Hons) in Information Systems, Kyiv Polytechnic Institute (2000) BA (Hons) in Business Administration, Kyiv Polytechnic Institute (1998) Research Interests: Dr. Matsypura’s work spans operations research and management science, with a focus on mathematical optimization and network science. His methodological contributions include developing efficient optimization algorithms, while his applied research addresses real-world challenges in finance, engineering, and ecology. Notable applications include wildfire fuel management, portfolio margining, and credit card fraud detection via graph-based models. Awards and Recognition: Teaching Excellence Award (2008, 2013, 2018) Wayne Lonergan Outstanding Teaching Award (Early Career) (2010) Grants and Projects: Current projects include Bushfire Analytics: Optimization of Fuel Reduction (2023, ARC Discovery Project). His research frequently integrates interdisciplinary collaborations, such as applying graph theory to biomedical problems and cybersecurity. Labs/Teams: Active in the Sydney Environment Institute, contributing to projects at the intersection of analytics and sustainability. Collaborates with industry on fraud detection and supply chain optimization.

John Cotterمشاهده پروفایل

استاد

• Finance
• Quantitative Finance
• Volatility Modelling
• +۵ مورد دیگر

John Cotter is a Full Professor of Finance and Chair in Quantitative Finance at University College Dublin's Smurfit School of Business. He holds a PhD from Queen's University Belfast and prior academic roles include Associate Professor (2006-2012) and Senior Lecturer (2004-2006). His research focuses on volatility modeling, risk management, and asset pricing with applications in equity, real estate, and derivative markets. Cotter directs the Centre for Financial Markets and the Financial Mathematics Computation Cluster (FMC2), a multi-university research initiative funded by Science Foundation Ireland. Education: BComm and MEconSc from University College Cork, PhD in Finance from Queen's University Belfast. Research interests span asset pricing, volatility modeling, risk management, and financial market integration. His work has been published in top journals like Journal of Banking and Finance and Journal of International Money and Finance . He has secured grants including the ADAPT Phase 2 project (2021-2026). Cotter advises the European Securities Markets Authority (ESMA) and has consulted for numerous organizations globally. Notable awards include the UCD Outstanding Educator Teaching Award and UCD School of Business Research Contribution Award. He serves as Associate Editor for three journals and has supervised numerous PhD students through FMC2.

• Stochastic Differential Equations
• Financial Mathematics
• Partial Differential Equations
• +۵ مورد دیگر

Professor Ben Goldys is a distinguished academic at The University of Sydney's School of Mathematics and Statistics, where he conducts research at the intersection of pure mathematics and applied sciences. His work spans multiple disciplines including stochastic analysis, partial differential equations, and financial mathematics, with significant contributions to both theoretical frameworks and practical applications in science and finance. Goldys' research interests center on stochastic (ordinary and partial) differential equations and their applications. His specific focus areas include stochastic partial differential equations, stochastic geometric PDEs, stochastic boundary value problems, stochastic fluid dynamics, ergodic theory of infinite-dimensional diffusions, and applications in financial mathematics such as interest rate derivatives, credit risk, and stochastic volatility. His work bridges pure mathematical theory (Functional Analysis, PDEs, Ergodic Theory) with complex real-world problems across multiple domains. His research aligns with the University of Sydney Faculty of Science Research Strengths including Understanding the Universe, Fundamental Laws of Nature, Complex Systems, and Next Generation Materials. Professor Goldys has secured multiple significant research grants from the Australian Research Council, including recent projects such as 'Mathematics for future magnetic devices' (2024), 'Mathematics for breaking limits of speed and density in magnetic memories' (2019), and 'Novel Approaches for Problems with Uncertainties' (2015). His current research projects focus on geometric stochastic partial differential equations and applications in micromagnetism, mean field games in finance, stochastic boundary value problems, and stochastic Navier-Stokes equations on the rotating sphere. He maintains extensive international collaborations with institutions in Germany (University of Tuebingen), Italy (LUISS University), Poland (Institute of Mathematics Polish Academy of Sciences), and the United Kingdom (University of York), working on projects involving optimal control, stochastic systems with memory, and geometric stochastic PDEs. Goldys is an active member of the Applied Mathematics Research Group and The University of Sydney Nano Institute, contributing to interdisciplinary research initiatives that connect mathematical theory with cutting-edge technological applications.

• Nonparametric Statistics
• High Dimensional Data Analysis
• Statistical Methods in Finance
• +۷ مورد دیگر

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.

Dimitrios P. Tsomocosمشاهده پروفایل

استاد

• Central Banking
• Banking and regulation
• Incomplete asset markets
• +۷ مورد دیگر

Dimitrios P. Tsomocos is a Professor of Financial Economics at Saïd Business School and a Fellow in Management at St Edmund Hall, University of Oxford. He holds a BA, MA, MPhil, and PhD from Yale University and previously worked at the Bank of England. He serves on editorial boards including Annals of Finance and Economic Theory, and is a Senior Research Associate at the Financial Markets Group at the London School of Economics. His educational background includes: University of Oxford: M.A. by resolution, 2002 Yale University: Ph.D. in economics, 1996 Yale University: M.Phil. in economics, 1992 Yale University: M.A. in economics, 1990 Yale University: B.A. in economics, 1989 Professor Tsomocos is a mathematical economist specializing in Central Banking, Banking and regulation, Incomplete asset markets, Systemic risk, Financial instability, and Issues of new financial architecture. His research focuses on contagion, financial fragility, interbank linkages, and the impact of the Basel Accord using General Equilibrium models with incomplete asset markets, money, and endogenous default. He is working toward designing a new paradigm of monetary policy, financial stability analysis, and macroprudential regulation. His recent publications show a consistent focus on financial stability, banking regulation, and the interaction between monetary policy and financial stability. The research spans theoretical modeling of bankruptcy and default in general equilibrium frameworks, practical applications to bank regulation, analysis of commodity cycles in emerging economies, and policy responses to crises like the COVID-19 pandemic. His work frequently employs quantitative methods and general equilibrium modeling to address pressing issues in financial economics. His scientific achievements include: 2004 Bank Sabatell prize for the best work on the economics of banking (for "Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing") Co-development of the Goodhart-Tsomocos model of financial fragility (2003) Testimony to House of Lords for the Economic and Financial Affairs and International Trade Sub Committee's report (2011) Appointment to Research Advisory Board, Central Bank of Russian Federation (2018) Professor Tsomocos has advised numerous PhD students and collaborated extensively with central banks worldwide. He has served as an economic advisor to a major political party in Greece and regularly provides commentary on the Greek economy. His research has had substantial policy impact, with the Goodhart-Tsomocos model implemented by more than ten central banks including the Bank of Bulgaria, Bank of Colombia, Bank of England, and Bank of Korea. He continues to collaborate with researchers from the ECB, Central Bank of the Russian Federation, and Bank of Chile on updated versions of his financial fragility model. He co-developed the Goodhart-Tsomocos model of financial fragility while working at the Bank of England, which has been implemented at various central banks globally. His research group at Oxford continues to refine this model and apply it to contemporary financial stability challenges.

Ying Luمشاهده پروفایل

دانشیار

• Quantitative Methodology
• Demography
• Health Sciences
• +۳ مورد دیگر

Ying Lu is an Associate Professor at the Department of Applied Statistics, Social Science, and Humanities within the Steinhardt School of Culture, Education, and Human Development at New York University. She holds dual PhDs in Public Policy and Demography from Princeton University (2005) and in Statistics from the University of North Carolina at Chapel Hill (2009). Before joining NYU, she was an Assistant Professor at the University of Colorado Boulder, affiliated with the Institute of Behavioral Science. Her research focuses on quantitative methodology in social and behavioral sciences, including applications in demography, health, and political behavior, as well as statistical methods like model selection and hypothesis testing for high-dimensional data. Her interdisciplinary work bridges statistical rigor with real-world societal challenges. Recent articles highlight her contributions to areas such as employee outcomes in HRM, gut microbiota-cardiometabolic disease links, and innovative clinical trial designs. She has also explored topics in food science, environmental catalysis, and sustainable development policy. Ying Lu’s academic journey reflects a commitment to advancing statistical methodologies while addressing pressing issues in health, policy, and environmental science. She has advised numerous projects but no specific students are listed in the provided texts.