جست‌وجوی استاد و پژوهشگر

• Stochastic Control and Games
• Mathematical Finance
• Principal-Agent Problem
• +۱ مورد دیگر

Zimu Zhu is an Assistant Professor in the FinTech Thrust at HKUST(Guangzhou) and previously served as a Visiting Assistant Professor at the University of California, Santa Barbara (UCSB), mentored by Michael Ludkovski. He holds a Ph.D. in Applied Mathematics from the University of Southern California (2021), supervised by Jianfeng Zhang. His research focuses on Stochastic Control and Games, Mathematical Finance, Principal-Agent Problem, and Machine Learning. His academic journey includes a visiting role at UCSB's Department of Statistics and Applied Probability. Key research interests involve dynamic economic models, optimal consumption theory, and financial risk analysis. Recent publications highlight contributions to stochastic control, principal-agent dynamics, and computational finance. Zhu's work bridges theoretical advancements with practical applications in FinTech and quantitative finance. No scientific awards are explicitly mentioned, but his active research portfolio reflects a strong focus on impactful contributions to his field.

Ceren Vardar Acarمشاهده پروفایل

استادیار

• Stochastic Processes
• Extreme Values and Risk Management
• Financial Mathematics/Statistics
• +۳ مورد دیگر

Ceren Vardar Acar is an Assistant Professor in the Department of Statistics at the Middle East Technical University (METU), Ankara, Turkey. She holds a PhD in Mathematics and Statistics from Bowling Green State University, USA (2002-2008), and prior degrees from METU, including a BSc and MSc in Statistics. Her professional experience includes roles as Assistant Professor at TOBB ETU (2011-2015) and instructorships at various institutions in Turkey and the USA. Her research focuses on Stochastic Processes , particularly their path properties, extreme value analysis, and applications in financial mathematics, risk management, and population dynamics. Key areas include fractional Brownian motion modeling, Lévy processes, and the analysis of maximum loss/drawdown phenomena. She has also contributed to methodological advancements in parameter estimation and Monte-Carlo simulation techniques. Academic leadership roles include serving as Co-Head of the Department of Mathematics at TOBB ETU (2013-2015) and coordinating service courses for non-mathematics departments (2010-2015). She secured a TÜBİTAK grant (2011-2014) exploring maximum loss distributions in fractional Brownian motion and Lévy processes. Her work bridges theoretical probability with applied domains like finance and healthcare, evidenced by publications in journals such as Extremes , Journal of Computational and Applied Mathematics , and Statistics and Probability Letters . She maintains active collaborations in interdisciplinary research, including dental education simulation and population modeling with delays.

Aleksey Polunchenkoمشاهده پروفایل

دانشیار

• Mathematical Statistics
• Financial Mathematics
• Statistical Surveillance Methods
• +۲ مورد دیگر

Aleksey Polunchenko is an Associate Professor in the Department of Mathematics and Statistics at Binghamton University . His research focuses on mathematical statistics , particularly sequential change-point detection with applications in financial surveillance, anomaly detection, and statistical process control. He has made significant contributions to the analysis of the Shiryaev-Roberts procedure and related methods, including their asymptotic properties, robustness, and performance evaluation. Education : PhD, University of Southern California His recent publications explore the quasi-stationary distributions , first exit times , and asymptotic optimality of change-point detection algorithms, with applications in real-time financial monitoring and cybersecurity. While no scientific awards are listed, his work has been cited in multi-sensor systems and distributed detection frameworks. Email : aleksey@binghamton.edu

• Autonomous Vehicles
• Vehicle Control Systems
• Traffic Safety
• +۵ مورد دیگر

Jonas Sjoberg is a Professor of Mechatronics at Chalmers University of Technology and leader of the Mechatronics research group. His work spans over 30 years with 143 publications and leadership in 29 research projects. His current research focuses on autonomous vehicle systems, vehicle dynamics, and traffic safety applications. Dr. Sjoberg's research interests center on mechatronic systems for transportation applications. His work bridges theoretical control systems with practical automotive implementations, particularly in autonomous vehicle technology. His research group investigates vehicle dynamics, path planning, intersection management, and safety systems, with growing emphasis on micromobility applications including autonomous bicycles and pedestrian interaction. Recent work demonstrates strong focus on real-world applications of control theory to improve vehicle safety and performance. His publication record shows consistent output with 15+ papers annually, demonstrating sustained research activity. The work spans fundamental control theory (system identification, nonlinear control) to applied transportation problems (intersection management, road surface estimation, autonomous docking). Recent publications show increasing focus on micromobility applications, particularly autonomous bicycles, and integration of machine learning techniques with traditional control approaches. Dr. Sjoberg leads multiple significant research projects including MicroSIM (2026-2027), Mintox (2025-2026), and MicroITS, with funding from VINNOVA, EU, and industry partners. His projects address critical challenges in autonomous vehicle safety, micromobility integration, and traffic management. As leader of the Mechatronics research group, Dr. Sjoberg oversees research on vehicle control systems, autonomous driving technologies, and safety applications. His laboratory work focuses on practical implementation of theoretical control concepts, with recent emphasis on bicycle dynamics and micromobility safety systems.

Sophie Huibertsمشاهده پروفایل

پژوهشگر

• Linear Programming
• Mixed Integer Programming
• Algorithm Analysis
• +۴ مورد دیگر

Sophie Huiberts is a CNRS researcher at LIMOS, Clermont Auvergne University in Clermont-Ferrand since fall 2023. Previously, she was a Simons Junior Fellow at Columbia University in New York City, hosted by Tim Roughgarden. She completed her PhD research at Centrum Wiskunde & Informatica in Amsterdam under Daniel Dadush and received her doctorate in 2022 from Utrecht University. Dr. Huiberts specializes in theoretical aspects of mathematical optimization, particularly focusing on the gap between practical performance and theoretical predictions of linear programming algorithms. Her research examines software implementations like Gurobi, CPLEX, SCIP, and HiGHS to understand why these algorithms perform better in practice than worst-case analysis would suggest. She has made significant contributions to smoothed analysis of the simplex method, establishing both upper and lower bounds on its complexity under perturbations of worst-case inputs. Analysis of her publication record shows consistent focus on bridging theoretical computer science with practical optimization methods. Her work spans linear programming theory, integer programming, combinatorial optimization, and computational geometry, with particular emphasis on understanding the geometric properties of optimization problems and the behavior of algorithms on real-world instances. Simons Junior Fellowship Dr. Huiberts maintains active engagement with the research community through social media platforms including Mastodon and Bluesky, and produces high-quality recordings of her research talks available on YouTube. She has made a conscious decision to stop air travel since 2023 due to climate concerns, demonstrating commitment to sustainable research practices while maintaining scientific connections through digital means. She is affiliated with LIMOS (Laboratoire d'Informatique, de Modélisation et d'Optimisation des Systèmes), a research laboratory at Clermont Auvergne University focused on computer science, modeling, and optimization systems, where she continues her investigations into the theoretical foundations of practical optimization algorithms.

Sergey Nadtochiyمشاهده پروفایل

استاد

• Financial Mathematics
• Probability Theory
• Partial Differential Equations
• +۲ مورد دیگر

Sergey Nadtochiy serves as Professor of Applied Mathematics within the College of Computing at Illinois Institute of Technology. His research bridges theoretical mathematics with financial applications through rigorous probabilistic and analytical frameworks. His academic foundation includes: Ph.D. in Operations Research & Financial Engineering from Princeton University (2009), advised by R. Carmona M.A. in Operations Research & Financial Engineering from Princeton University (2008), advised by R. Carmona Specialist (M.Sc.) in Mathematics, summa cum laude, from Moscow State University (2005), advised by A. Shiryaev Nadtochiy's research program centers on Financial Mathematics, Probability Theory, and Partial Differential Equations with applications to market microstructure, optimal contract design, and systemic risk. His work demonstrates deep integration of Stochastic Control and Game Theory to model complex financial phenomena like price impact and limit order book dynamics, while recent publications extend into mathematical physics through Stefan problem analysis. Analysis of his 15 most recent publications reveals a strategic evolution from pure financial mathematics toward interdisciplinary connections with mathematical physics. The 2022-2024 works show increasing focus on the Stefan problem and diffusion-limited aggregation, while maintaining core expertise in market microstructure through studies on price impact concavity, brokerage contracts, and liquidity effects. His scientific recognition includes: Award for excellence (honorific fellowship) from Moscow State University (2001-2005) SIAG/FME Junior Scientist Prize from SIAM (2012) Charlotte Elizabeth Procter Honorific Fellowship from Princeton University (2008-2009) Gordon Y.S. Wu Honorific Fellowship from Princeton University (2005-2009) Nadtochiy has secured significant research funding as sole Principal Investigator on two NSF awards: a CAREER grant (DMS-1855309, 2017-2022) and earlier grant DMS-1411824 (2014-2017). While no formal student advisees are listed in the source materials, his collaborative publications with researchers like M. Shkolnikov and S. Shreve demonstrate active mentorship within research teams focused on probabilistic methods and financial modeling.

Boualem Djehicheمشاهده پروفایل

استاد

• Stochastic Analysis
• Stochastic Control
• Insurance Mathematics
• +۸ مورد دیگر

Boualem Djehiche is a Professor of Mathematical Statistics at the Department of Mathematics, KTH Royal Institute of Technology. He is affiliated with the Digital Futures Faculty and the SCI School at KTH. His research focuses on Stochastic Analysis, including Stochastic Control, Insurance Mathematics, Mathematical Finance, and Game Theory. Djehiche holds editorial roles in journals such as Scandinavian Actuarial Journal and Finance and Stochastics . Education details are not explicitly stated in the provided texts. His teaching responsibilities include courses like Game Theory, Probability Theory, and Financial Mathematics. He advises students in these areas, though explicit student names are not listed. His research explores advanced topics such as mean-field games, time-inconsistent optimal control, and applications in finance and economics. Recent publications address topics like zero-sum Dynkin games, generative AI outcomes as Nash equilibria, and commodity futures pricing with regime switching. Research Interests: Stochastic Control, Insurance Mathematics, Mathematical Finance, Mean-Field Games, System Identification. Editorial Duties: Editor-in-Chief of Scandinavian Actuarial Journal , Associate Editor of Finance and Stochastics , and roles in multiple other journals. Grants & Collaborations: Collaborations include work on disability insurance modeling, credit scoring, and energy market dynamics via mean-field-type games. Labs/Teams: Involved in cross-disciplinary initiatives like the Digital Futures research center, focusing on digital technologies and societal challenges.

• Transportation Engineering
• Road Safety
• Intelligent Transportation Systems
• +۳ مورد دیگر

Rhonda Kae Young , Ph.D., PE, is an Associate Dean of Faculty Affairs and Professor of Civil Engineering at Gonzaga University , where she has worked since 2015. With an academic career spanning since 2002, she teaches undergraduate and graduate courses in Transportation Engineering and freshman/sophomore engineering curricula. Education: Ph.D. (2002), M.S. (1999), Graduate Certificate (2001) from University of Washington; B.S. (1992) from Oregon State University Research Focus: Transportation safety, Connected Vehicle Technology for adverse weather operations, and equity in infrastructure Professional Affiliations: Registered Professional Engineer in Washington and Wyoming; active participant in Transportation Research Board, American Society of Engineering Education, and Institute of Transportation Engineers Recognitions: No specific scientific awards mentioned in available data Teaching: Courses include CENG 418 Transportation System Design, CENG 318 Transportation Engineering, and CENG 193 FYS: Equity & Infrastructure Rhonda's publications demonstrate expertise in weather-responsive traffic control systems , variable speed limit corridors , and pedagogical approaches to transportation engineering education. Her work with National Science Foundation grants indicates collaboration with multi-institutional teams on curriculum development. Current research explores Connected Vehicle Technology applications for adverse weather operations and bicycle rolling stop laws through simulator studies. She actively contributes to transportation safety analysis and public involvement frameworks in infrastructure planning.

• Finance
• Asset Pricing
• Portfolio Management
• +۵ مورد دیگر

René Garcia is an Associate Professor in the Department of Economics at the Faculty of Arts and Sciences, University of Montreal. He maintains an office in Pavillon Lionel-Groulx, room C6031, and is also designated as an Honorary Professor, reflecting his distinguished career. Garcia is actively affiliated with CIREQ (Centre interuniversitaire de recherche en économie quantitative), a major research center in quantitative economics. His research expertise spans several key areas: Asset pricing and financial market analysis Portfolio management and risk assessment Non-linear econometric modeling Regime-switching processes in financial markets Stochastic discount factors and performance evaluation Garcia's scholarly work focuses on developing theoretical frameworks that integrate time and state dependencies in pricing models, with significant contributions to understanding information processing in economic decision-making and price stickiness phenomena. His research bridges theoretical economics with practical financial applications, particularly in emerging markets contexts as evidenced by his work on the Brazilian stock market. His current research trajectory shows continued productivity with multiple active projects extending through 2026, including work on Markov switching processes, reinforcement learning applications in portfolio choice, and advanced financial econometrics. Garcia has secured substantial research funding from major Canadian institutions: CRSH/Conseil de recherches en sciences humaines du Canada CRSNG/Conseil de recherches en sciences naturelles et génie du Canada MITACS Inc. FRQSC/Fonds de recherche du Québec - Société et culture As an educator, Garcia has supervised numerous PhD students since 1999, with his most recent advisee completing in 2023. His supervision record demonstrates his commitment to training the next generation of economists and financial researchers, with students exploring diverse topics in empirical asset pricing, climate finance, and quantitative financial methods.

Wei Weiمشاهده پروفایل

استادیار

• Behavioural Economics
• Financial Mathematics
• Time-Inconsistent Decision Making
• +۴ مورد دیگر

Dr. Wei Wei is an Assistant Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, part of the School of Mathematical & Computer Sciences. He holds a PhD from the University of Oxford and previously worked as a postdoctoral researcher at the University of Waterloo. His research focuses on behavioral economics, time-inconsistent decision making, stochastic control, and applications of deep learning in dynamic models. He teaches courses such as F70TS: Time Series and Machine Learning. Education: PhD in Mathematical and Computational Finance (University of Oxford, 2017); MSc in Mathematics (Tongji University, 2012); BSc in Mathematics (Tongji University, 2009). Research interests include collective decision making, risk management, and financial engineering. His work bridges theoretical frameworks (e.g., HJB equations, optimal stopping) with practical applications in reinsurance, investment, and algorithm design. He collaborates internationally and contributes to journals like SIAM Journal on Control and Optimization and the Journal of Economic Theory. Grants and funding details are not explicitly listed, but his publications suggest engagement with topics requiring computational and theoretical resources. He is affiliated with the Maxwell Institute for Mathematical Sciences and serves as a reviewer for multiple top-tier journals.

• Theoretical Asset Pricing
• Information Economics
• Financial Markets
• +۳ مورد دیگر

Paula Cocoma is an Assistant Professor of Finance at Frankfurt School of Finance & Management. Her research focuses on theoretical asset pricing, information economics, and financial market dynamics, utilizing tools such as General Equilibrium and Optimal Stopping Problems. Bachelor's in Industrial Engineering, Universidad de Los Andes Master of Finance, MIT - Sloan School of Management M.Sc. and Ph.D. in Management, INSEAD Her work integrates industry experience in risk management (DekaBank) and quantitative research (StateStreet, BlackRock). Recent publications examine investor behavior, passive governance inefficiencies, pre-announcement drift, and momentum crash theories. Paula teaches Quantitative Portfolio Management in the Master of Finance program. Contact details include a phone number ( 0049 69 154008-446 ) and office location (Room 3.14).

Aleksey S. Polunchenkoمشاهده پروفایل

دانشیار

• Statistics
• Sequential Analysis
• Quickest Change-Point Detection
• +۲ مورد دیگر

Aleksey S. Polunchenko serves as an Associate Professor in the Department of Mathematics and Statistics within Harpur College of Arts and Sciences at Binghamton University (SUNY), where he has been affiliated since 2012. His academic foundation includes a Ph.D. from the University of Southern California (2009). Contact details confirm active status: Office WH-129, phone (607) 777-6901, and email aleksey@binghamton.edu. Research Interests: Specializing in mathematical statistics with intense focus on sequential analysis and quickest change-point detection. His work addresses composite hypotheses in change-point theory, developing rigorous frameworks for Shiryaev-Roberts procedures and quasi-stationary distributions. Primary applications span cybersecurity, financial surveillance, and anomaly detection in autocorrelated systems. Recent scholarly output demonstrates consistent expertise in stochastic diffusion models and asymptotic optimality. His publications analyze exit times, fractional moments, and performance metrics of change-point detectors, with notable emphasis on mathematical precision in continuous-time and Brownian motion setups. Teaching & Service: Currently instructs MATH 147 (Elementary Statistics) and MATH 458 (Time Series), while contributing to the Statistics Seminar series. His work is accessible via arXiv, Google Scholar, and ResearchGate, with an ORCID identifier (0000-0001-8025-4059) for scholarly tracking.

• Probability Theory
• Stochastic Processes
• Brownian Motion
• +۵ مورد دیگر

Paavo Salminen is a faculty member in the Mathematics department at the Faculty of Natural Sciences and Engineering. With a prolific publication record spanning from 1990 to 2025, he has established himself as a prominent researcher in probability theory and stochastic processes. His research interests primarily focus on: Brownian Motion and its variants Optimal Stopping problems Diffusion processes and spider processes Excessive functions and Green kernels Theta functions and their probabilistic aspects Markov processes and their applications Salminen's recent work demonstrates a continued focus on theoretical aspects of stochastic processes with applications in mathematical finance and other fields. His publications show consistent contributions to understanding diffusion processes, optimal stopping problems, and the mathematical properties of Brownian motion variants. The research spans both theoretical developments and potential applications in financial mathematics and other domains requiring sophisticated stochastic modeling techniques. His scientific contributions include: 34 publications documented between 2009-2024 Multiple collaborations with international researchers including Christophe Vignat, Ernesto Mordecki, and Pierre Vallois Hosting academic visitors at his institution in 2022 and 2024 Salminen maintains an active research program, with several publications appearing in 2024 and even some listed for 2025, indicating ongoing productive research activities. His work bridges pure probability theory with potential applications in mathematical finance and other fields requiring advanced stochastic modeling techniques.

• Operations Research
• Management Science
• Optimization
• +۵ مورد دیگر

Evangelos F. Mageirou serves as Professor of Operations Research at the Department of Informatics, School of Information Sciences and Technology, Athens University of Economics and Business (AUEB), a position held continuously since 1986. Previously, he worked at the Scientific Secretariat of the National Energy Council under Greece's Ministries of Coordination, Industry and Energy from 1977-1986. His academic credentials include: PhD in Decision and Control Sciences, Harvard University (1972-1976), Thesis: 'Topics in the Analysis of Interconnected Systems' MS in Decision and Control Sciences, Harvard University (1971-1972) BS in Electrical Engineering, Princeton University (1967-1971) Mageirou's research centers on Theoretical and Applied Operations Research with significant applications to the Greek business environment, particularly in finance, shipping logistics, and production systems. His foundational work spans optimization theory, probabilistic modeling, and quantitative methods development. The consistent publication record through 2020 demonstrates enduring scholarly productivity in his core domains. Analysis of recent publications reveals three dominant research trajectories: maritime logistics optimization (vessel speed/positioning studies), game-theoretic security applications (spam email modeling), and control theory extensions (policy iteration algorithms). These threads demonstrate methodological continuity from his early work on interconnected systems to contemporary applications in financial mathematics and pandemic response modeling.

Juan J. Manfrediمشاهده پروفایل

استاد

• Partial Differential Equations
• Nonlinear Analysis
• Subelliptic Equations
• +۴ مورد دیگر

Juan J. Manfredi is a Professor of Mathematics at the University of Pittsburgh's Department of Mathematics, part of the Dietrich School of Arts and Sciences. He holds a PhD from Washington University in St. Louis, focusing on quasiregular mappings and partial differential equations. His research emphasizes elliptic and parabolic PDEs of p-Laplacian type, sub-Riemannian manifolds, and game-theoretic interpretations of equations like the infinity Laplacian. He explores regularity properties of p-harmonic functions and their applications in stochastic processes and signal processing. His work spans nonlinear potential theory, subelliptic equations, and geometric analysis. Notable contributions include studies on Monge-Ampère equations, viscosity solutions, and the interplay between stochastic games (e.g., tug-of-war) and PDEs. He has collaborated on topics like Carnot groups, Heisenberg group geometry, and Riemannian approximations in sub-Riemannian settings. Recent publications highlight advancements in asymptotic mean-value formulas, BMO estimates for solutions, and convergence principles for dynamic programming. His research bridges pure analysis and applied problems, including mass transport and optimal control. While no formal awards are listed, his extensive bibliography and academic roles reflect significant scholarly impact. Manfredi maintains an active online presence with resources like the QuasiWorld page, offering lecture notes and computational tools. His work often intersects with probability, geometric analysis, and numerical methods, positioning him at the forefront of modern nonlinear PDE research.