جست‌وجوی استاد و پژوهشگر

Adriano Aguzziمشاهده پروفایل

استاد

• Neurodegeneration
• Prion Diseases
• Neuroimmunology
• +۲ مورد دیگر

Adriano Aguzzi is a Full Professor of Neuropathology at the University of Zurich and Director of the Institute of Neuropathology at the University Hospital Zurich. He has led the National Reference Center for Prion Diseases since 1995. His primary affiliations include the Faculty of Medicine and the Faculty of Mathematics and Natural Sciences, where he investigates neurodegeneration, prion biology, and neuroimmune interactions. His research focuses on: Molecular mechanisms of prion diseases and protein misfolding Neuroinflammation and microglial dynamics Transgenic models for neurodegeneration High-throughput therapeutic screening using CRISPR and omics technologies Recent publications (2022–2025) emphasize neuropathology of aging, prion transmission mechanisms, glial cell functions, and innovative therapeutic delivery systems. Honors include memberships in: EMBO Royal College of Physicians (FRCP) Austrian Academy of Sciences German Academy of Natural Scientists Leopoldina He directs the Institute of Neuropathology and the National Prion Disease Center, coordinating interdisciplinary teams for clinical diagnostics and experimental neuropathology.

Dirk Niepeltمشاهده پروفایل

استاد

• Macroeconomics
• International Finance
• Public Finance
• +۷ مورد دیگر

Dirk Niepelt is a Professor of Macroeconomics at the University of Bern's Economic Institute and a CEPR research fellow. He teaches multiple graduate and undergraduate courses including Macroeconomics I & II, Macro Finance, and Fiscal and Monetary Policies. His academic work bridges theoretical macroeconomics with practical policy analysis in monetary economics and financial regulation. Niepelt's research focuses on the intersection of digital finance, monetary policy, and banking regulation. He has made significant contributions to understanding central bank digital currencies (CBDC), particularly examining their implications for traditional banking systems and monetary policy transmission. His work on epidemic control modeling during the pandemic demonstrated the application of macroeconomic frameworks to public health crises. He has also conducted influential research on too-big-to-fail institutions, public liquidity backstops, and the social costs of liquidity provision. His recent publications reveal a strong emphasis on the evolving digital finance landscape, with numerous papers analyzing CBDC designs across different jurisdictions. Niepelt frequently collaborates with Cyril Monnet and Remo Taudien on Swiss banking regulation issues, producing quantitative analyses of too-big-to-fail subsidies and liquidity backstop mechanisms. His research combines rigorous theoretical modeling with practical policy recommendations, often addressing immediate regulatory challenges. Niepelt serves as a member of the Bank of England and HM Treasury's CBDC Academic Advisory Group, reflecting his standing as a leading expert in digital currency research. His analysis of the Swiss banking sector, particularly regarding UBS and Credit Suisse, has informed policy debates on financial stability. He has estimated that UBS Group AG benefited from an annual senior debt subsidy of approximately $2.9 billion due to its too-big-to-fail status. As an educator, Niepelt emphasizes microfoundations and dynamic aspects of economic decision-making in his teaching. His courses follow established textbooks while incorporating cutting-edge research, and he maintains an active academic blog discussing contemporary economic issues. His work on fiscal theory of the price level (FTPL) and New Keynesian model critiques has contributed to ongoing debates about monetary policy transmission mechanisms.

• Financial Risk Management
• Econometrics
• Quantum Information Theory
• +۳ مورد دیگر

Sandra Stupar serves as a Lecturer at the Lucerne University of Applied Sciences and Arts (HSLU), School of Business, within the Institute for Financial Services Zug (IFZ). She teaches core courses including Introduction to Mathematics for Business and Economics, Risk Models and Optimization, and Financial Risk Management across bachelor's and master's programs in Banking & Finance. Education: Bachelor and Master in Mathematics, Oxford University (2008-2012) PhD in Theoretical Physics (Quantum Information Theory), ETH Zurich (2012-2018) Dr. Stupar's research bridges financial risk management and quantum information theory. Her finance work focuses on corporate governance mechanisms—particularly board secretary roles—and practical risk modeling, evidenced by 2023 publications on VR-Sekretäre and Central Swiss financial monitoring. Earlier contributions to quantum physics explored clock synchronization and time operationalization, with foundational work published in PRX Quantum and arXiv. This dual expertise stems from her industry transition from Deloitte risk consulting to UBS quantitative analysis before academia. Recent publications (2022-2023) reveal a decisive shift toward applied finance: developing the Third-Party Risk Calculator, analyzing compliance frameworks, and monitoring regional banking sectors. Her quantum physics output has diminished since 2018, reflecting her career pivot toward financial applications where she leverages mathematical modeling for regulatory challenges. Dr. Stupar actively supervises master's research through project courses and practical methods modules. Her industry background enables direct translation of academic concepts into banking applications, particularly in risk assessment. Current projects like 'Return on Compliance' demonstrate her focus on bridging regulatory requirements with operational banking practices through institutional collaborations with IFZ and industry partners. Her work occurs within HSLU's Institute for Financial Services Zug ecosystem, characterized by close industry partnerships in Swiss financial regulation. The absence of a dedicated lab reflects her applied, project-based research model focused on immediate industry solutions rather than theoretical experimentation.

Florian Weigertمشاهده پروفایل

استاد

• Empirical Asset Valuation
• Hedge Funds
• Mutual Funds
• +۵ مورد دیگر

Florian Weigert is a Full Professor of Financial Risk Management at the University of Neuchâtel, Switzerland, where he has held his position since February 2020. He also serves as the Director of the Master of Science in Finance program. Prior to this, he was an Assistant Professor of Finance at the University of St. Gallen from 2014 to 2020. Weigert has held visiting scholar positions at prestigious institutions including New York University, Georgetown University, University of Texas at Austin, and Georgia State University. Weigert's research focuses on empirical asset valuation, hedge funds, mutual funds, financial technology, risk management, and behavioral finance. His work employs sophisticated quantitative methods to analyze financial markets, with particular emphasis on crash risk, option pricing, and the application of machine learning in finance. His research has been published in top-tier finance journals including the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Currently, Professor Weigert leads two major research projects: an FNS project on "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide" (2022-2027) and an Innosuisse Project on "Fund Manager Selection with Machine Learning" (2022-2026). His recent publications demonstrate a growing interest in the intersection of financial technology, machine learning, and traditional finance topics, with several forthcoming papers in 2025 addressing cryptocurrency returns, weather risk, and advanced modeling techniques for equity options. Best Paper Awards Excellence Awards Weigert actively contributes to the academic community as the managing editor of the scientific journal Financial Markets and Portfolio Management since July 2024. He is also a research member of several prominent organizations including the Centre of Financial Research Cologne, the Swiss Society for Financial Market Research, and the Association of University Professors of Business Administration.