جستجوی استاد راهنمای دانشگاهی

Abdul Khaliqمشاهده پروفایل

استاد

• Numerical Analysis
• Scientific Computing
• Financial Mathematics
• +۱۰ مورد دیگر

Dr. Abdul Khaliq is a Professor in the Department of Mathematical Sciences at Middle Tennessee State University (MTSU) . With a career spanning decades, he specializes in developing Numerical Methods for complex systems including Partial Differential Equations (PDEs) , Fractional PDEs , and Stochastic Differential Equations . His work bridges applied mathematics and computational science, focusing on applications in Financial Mathematics , Biochemical Systems , and Public Health Modeling . Ph.D. in Mathematics, Brunel University London (1983) M.Sc. in Numerical Analysis, Brunel University London (1981) M.Sc. in Mathematics, Quaid-i-Azam University (1977) Research Interests include: Numerical Analysis of large-scale systems Scientific Computing with deep learning integration Computational Finance for high-dimensional derivatives Fractional Calculus applications in epidemiology High-Performance Computing for financial and physical systems Article Trends reflect his interdisciplinary expertise in fractional PDEs , stochastic modeling , and machine learning algorithms for financial and epidemiological forecasting. Recent works focus on quantum neural networks for time-dependent systems and physics-informed encoder-decoder architectures for parameter learning. Scientific Awards : MTSU Distinguished Research Award (2015-2016, 2007-2008) Excellence in Professional Service, College of Basic and Applied Sciences (2010-2011, 2006-2007) Faculty Excellence in Research, Western Illinois University (2001-2002) Teaching includes courses in Scientific Computing (COMS6500) and Mathematics of Investment (ACSI4200). He leads Ph.D. dissertation research (COMS7060) and Independent Study (MATH7060). Leadership roles include Editor-in-Chief of the International Journal of Computer Mathematics and Associate Editor positions at multiple journals. He has organized numerous SIAM Mini-Symposia on fractional PDEs and computational finance.

• Microeconomics
• Financial Economics
• Market Microstructure
• +۳ مورد دیگر

Ji Hee Yoon is a Lecturer (Assistant Professor) of Economics and Finance at University College London (UCL), affiliated with the Department of Economics and School of Management. Her research focuses on microeconomics, financial economics, and market microstructure. She holds a Ph.D. in Economics from the University of Wisconsin-Madison (2018) and a Ph.D. in Mathematical Science from KAIST (2011). Education Ph.D. Economics, University of Wisconsin-Madison, 2018 Ph.D. Mathematical Science, KAIST, 2011 Research Interests Her work examines competitive dynamics in financial markets, product design in decentralized systems, ambiguity in contracts, and the interplay between market structure and innovation. She employs advanced mathematical techniques to analyze equilibrium behaviors and design efficient market mechanisms. Teaching & Mentorship She teaches asset pricing, quantitative finance, and economics of financial markets at UCL. Prior roles include pedagogical training in bias mitigation and research mentorship. Non-academic teaching includes roles at Korea Investors Service and Daedeok Education Center.

Kob Liuمشاهده پروفایل

مدرس

• Stochastic Optimal Controls
• Life Cycle Planning
• Optimal Dividend Policies
• +۴ مورد دیگر

Dr. Kob Liu is a Lecturer in Mathematics at Swansea University's School of Mathematics and Computer Science. His research focuses on stochastic optimal controls, life cycle planning, optimal dividend policies, point processes, and contagious financial markets, with plans to integrate machine learning and deep learning into his work. He is a member of the Institute of Actuaries and the CFA Institute. Research Interests: Dr. Liu’s expertise spans actuarial science, financial risk management, and stochastic processes. His recent work explores contagion effects in financial markets and optimal strategies for investment, consumption, and insurance. He actively connects his research to modern computational methods. Advising & Grants: Available for postgraduate supervision, Dr. Liu teaches advanced modules in actuarial science, including asset-liability management and life insurance pricing. He has presented at academic conferences on topics like optimal dividend policies and household financial strategies. Labs/Teams: While no specific labs are mentioned, his affiliations with Swansea’s School of Mathematics and Computer Science place him within a collaborative research environment.

Erik Lindströmمشاهده پروفایل

استاد

• Financial Mathematics
• Energy Finance
• Power System Stability
• +۵ مورد دیگر

Erik Lindström is a Professor of Mathematical Statistics at Lund University's Centre for Mathematical Sciences, where he serves as Head of Department. He is also affiliated with several research initiatives including eSSENCE: The e-Science Collaboration, LTH Profile Area: The Energy Transition, and ELLIIT: the Linköping-Lund initiative on IT and mobile communication. His research spans financial mathematics, energy finance, and statistical methodology with applications to power system stability and financial markets. Dr. Lindström received his M.Sc. Eng. Phys. degree in 2000, B.Sc. and M.Sc. in Econ & Business in 2000 and 2001, and his Ph.D. in Mathematical Statistics in 2004, all from Lund University. He was appointed Docent in 2012, earned his ETP (Excellent Teaching Practitioner) qualification in 2013, and became a full professor in 2016. His research interests focus on financial mathematics, energy finance, statistical theory and testing, and development of algorithms for parameter estimation in continuous time processes, particularly discretely observed diffusion processes. His work contributes to UN Sustainable Development Goals related to energy and economic stability. The research fingerprint shows strong connections to models (100%), return analysis (76%), portfolio selection (64%), diffusion processes (54%), cryptocurrency (42%), nonlinear methods (39%), Hidden Markov Models (39%), and Maximum Likelihood estimation (36%). Lindström's publication record shows a clear progression from foundational statistical methods toward applied research in energy systems and cryptocurrency markets. Recent work (2023-2025) focuses on cryptocurrency returns using statistical jump models and energy load dynamics in apartment buildings, reflecting his dual expertise in financial mathematics and energy systems. Docent qualification (2012) Excellent Teaching Practitioner (ETP) award (2013) Professor Lindström serves as Assistant Director for the Program on Industrial Engineering and Management and chairs the nominating committee at the Faculty of Engineering for rector and prorector appointments. He has supervised doctoral research, including the project 'Scientific methods for integrating expert knowledge in Bayesian models.' His externally funded projects include Smart Cities Accelerator+ (2020-2022), eSSENCE@LU 6:5 on Bayesian spectroscopy (2020-2021), and the original Smart Cities Accelerator (2016-2020). As Manager of the Statistical Consulting Unit at the Centre for Mathematical Sciences, he oversees statistical support services for researchers across disciplines.

• Market Microstructure
• Asset Pricing
• Game Theory
• +۳ مورد دیگر

Ji Hee Yoon is an Assistant Professor of Economics and Finance at University College London (UCL), affiliated with both the School of Management and the Department of Economics. She holds dual PhDs: in Economics from the University of Wisconsin-Madison (2018) and in Mathematical Science from KAIST (2011). Her research focuses on market microstructure, asset pricing, game theory, and financial economics. She teaches courses in asset pricing, quantitative finance, and financial markets at UCL. Her work bridges theoretical frameworks with practical applications in decentralized markets, financial product design, and dynamic contracts. She is affiliated with the UCL Centre for Finance. Education: PhD in Economics, University of Wisconsin-Madison, 2018 PhD in Mathematical Science, KAIST, 2011 Research interests emphasize market efficiency, financial innovation, and institutional design , with a focus on how ambiguity and uncertainty shape economic decisions. Her recent work explores decentralized market structures and their implications for product design and competitive dynamics. Teaching includes advanced topics in finance at both undergraduate and postgraduate levels. She has also contributed to pedagogical training programs, including sessions on bias mitigation and teaching in undergraduate institutions.

Werner Plobergerمشاهده پروفایل

استاد

• Statistics
• Econometric Methodology
• Time-Series Econometrics
• +۳ مورد دیگر

Werner Ploberger is the Thomas H. Eliot Distinguished Professor of Economics at Washington University in St. Louis. He holds a PhD in Applied Mathematics from Vienna University of Technology (1981) and a Habilitation in Econometrics (1993). His research focuses on Statistics, Econometric Methodology, and Time-Series Econometrics. He has held faculty positions at Vienna University of Technology, University of St. Andrews, and University of Rochester, achieving tenure in 1993 and promotion to full professor in 1995. His work spans structural break detection, Bayesian methods, and asymptotic theory. Recent publications explore infinite-dimensional parameter spaces, nonstandard estimation, and functional limit theorems. He serves on PhD admissions and committees. Research interests emphasize rigorous methodological advancements in econometrics, with a focus on time-series analysis and statistical foundations. His contributions include optimal tests for structural breaks, AIC-based Bayesian estimation, and the analysis of multivariate time-series breaks. His articles reflect a blend of theoretical depth and applied econometric challenges.

• Financial Econometrics
• Time Series Analysis
• Large Dimensional Financial Data Analysis
• +۴ مورد دیگر

Professor Ruijun Bu is a Professor of Econometrics at The University of Liverpool Management School (ULMS). He holds a Bachelor’s degree in Engineering from Tongji University, China, and a Master’s in Finance and a Ph.D. in Economics and Finance from The University of Liverpool. His research focuses on financial econometrics, time series analysis, large-dimensional data, nonparametric statistics, quantitative finance, and energy economics. He has held significant roles, including Director of Research for the Economics Group at ULMS and Founder/Director of the Econometrics and Big Data research cluster (2012–2021). He has secured grants from the ESRC, British Academy, and others. His work has been published in top journals like the Journal of Econometrics and Energy Economics . Bu has collaborated with institutions such as Princeton University (as a Visiting Research Fellow) and international universities on topics like regime-switching models and energy economics. He is an Associate Editor of Economic Modelling (2020–present) and has contributed to academic committees and teaching modules in econometrics and financial economics. Education: Bachelor’s in Engineering, Tongji University Master’s in Finance, University of Liverpool Ph.D. in Economics and Finance, University of Liverpool Research Interests: Financial Econometrics Time Series Analysis Large-Dimensional Data Analysis Non- and Semi-Parametric Statistics Quantitative Finance Empirical Finance Energy Economics Grants and Awards: Dissecting Systemic Risks in Large Economic Sectors (British Academy, 2022–2024) Modelling Interest Rate Dynamics (ESRC, 2012–2014) Teaching and Advising: Supervised theses on econometric models and transformed diffusion applications. Teaches modules like ECON311 (Time Series Econometrics) and ECON308 (Quantitative Financial Economics). Labs and Collaborations: Led the Liverpool Advanced Methods for Big Data Analytics (LAMBDA) Research Centre. Collaborations with Professors at institutions like Keele University, University of Lille, and Sungkyunkwan University.

David Colwellمشاهده پروفایل

مدرس ارشد

• Continuous-Time Financial Modeling
• Derivatives Pricing
• Portfolio Optimization
• +۳ مورد دیگر

Dr David Colwell is a Senior Lecturer at the University of New South Wales' School of Banking and Finance, Business School. He holds dual PhDs in Mathematics (probability theory) and Finance, alongside an MSc and BSc in Mathematics from Simon Fraser University. PhD in Finance, University of Alberta PhD in Mathematics, University of Alberta MSc in Mathematics, Simon Fraser University BSc in Mathematics, Simon Fraser University His research focuses on continuous-time financial modeling , particularly portfolio optimization, insider information modeling, and derivatives pricing for equities, commodities, interest rates, and credit derivatives. He has supervised/co-supervised 11 PhD, 4 master’s, and 9 honours students. Recent publications address regime-switching credit risk, natural gas market dynamics, and Markov chain applications. Awards include the 2009 Dean’s Commendation for Contributions to Teaching. He teaches advanced courses in derivatives, fixed income securities, and continuous-time finance, including FINS3635, FINS3636, FINS5535, FINS5536, and FINS5591.

Hongtao Yangمشاهده پروفایل

دانشیار

• Numerical Analysis
• Computational Finance
• Partial Differential Equations
• +۳ مورد دیگر

Hongtao Yang is an Associate Professor in the Department of Mathematical Sciences at the University of Nevada, Las Vegas (UNLV). His research focuses on numerical analysis and its applications, particularly in computational finance and numerical methods for partial differential equations. He is affiliated with the Center for Applied Math & Statistics at SEB Program Group. His expertise includes pricing financial derivatives, calibrating interest rate models, and developing numerical methods for complex financial and engineering problems. Key areas of application include option pricing under stochastic volatility models, supply chain optimization with environmental considerations, and tax policy modeling using stochastic differential equations. Recent work emphasizes regime-switching models in finance, low-carbon supply chain collaboration strategies, and advanced numerical techniques like finite volume and discontinuous Galerkin methods. His research bridges theoretical numerical analysis with practical applications in economics, environmental policy, and computational finance. Dr. Yang's articles highlight contributions to American option valuation, carbon emissions reduction strategies, and stochastic control in financial systems. He has developed innovative numerical algorithms addressing free boundary problems and multi-objective optimization challenges.

• Actuarial Science
• Financial Mathematics
• Commodity Markets
• +۵ مورد دیگر

Prof. Dr. Maren Diane Schmeck is an Associate Professor at the Institute for Mathematical Economics within the Faculty of Economics at Bielefeld University. Her research focuses on Actuarial Science and Financial Mathematics with Applications in Commodity Markets . She is affiliated with the SFB 1283 (Taming uncertainty) project, Bielefeld Graduate School in Theoretical Sciences , and the Center for Uncertainty Studies . PhD in Mathematical Economics from Oslo University (2009-2012) Diploma in Mathematical Economics from University of Cologne (2009) Her work addresses actuarial risk decomposition and commodity market modeling , particularly in electricity and energy derivatives. She develops frameworks incorporating mean-reversion , stochastic volatility , and seasonal effects in pricing swaps and options. Her 2025 publications introduce jump risk decomposition and empirical delivery period risk analysis . Recent collaborative papers with A. Kemper (2025) and Ladokhin/Borovkova (2024) explore business time modeling to improve commodity forward curve accuracy. She has contributed to reinsurance optimization and electric vehicle transition economics (2021).

• Financial Econometrics
• Risk Management
• Quantitative Finance
• +۱۲ مورد دیگر

Carol Alexander is a Professor at the ICMA Centre within the Henley Business School at the University of Reading. She is a leading scholar in financial econometrics, risk management, and quantitative finance, with extensive contributions to both academic research and practical applications in financial markets. Her research interests span volatility modeling , GARCH processes , derivative pricing , hedging strategies , market and credit risk , and energy and commodity markets . She has made significant contributions to the understanding of regime-switching models, model risk, and statistical arbitrage. The trends in her recent publications show a consistent focus on advanced modeling techniques in finance, particularly in the areas of volatility dynamics , option pricing , risk measurement , and empirical validation of financial models . Her work combines theoretical rigor with practical relevance, often applied to real-world financial instruments and market data. Carol Alexander has authored the four-volume Market Risk Analysis series and co-edited several professional handbooks, including The Professional Risk Manager's Guide series. She has also contributed numerous book chapters on topics such as commodity options, hedge fund strategies, and operational risk. She has advised on risk assessment frameworks and co-authored a major report for the International Financial Risk Institute. Her collaborative research includes work with Emese Lazar, Alexander Kaeck, and Leonardo Nogueira, among others. While no specific students are listed, her academic leadership is evident through her editorial roles and extensive supervision of research. Her work is associated with several research initiatives at the ICMA Centre, a leading institution for finance education and research, focusing on market microstructure, derivatives, and risk management. She has been instrumental in bridging academic theory with industry practice through her publications and professional guides.

John Maheuمشاهده پروفایل

استاد

• Financial Econometrics
• Time Series Forecasting
• Stochastic Volatility Modeling
• +۵ مورد دیگر

Dr. John Maheu is a Professor and Business Research Chair at the DeGroote School of Business, McMaster University. His research focuses on financial econometrics, time series forecasting, and stochastic volatility modeling, with a particular emphasis on structural breaks and Bayesian methodologies. University: McMaster University School: DeGroote School of Business Department: Finance and Business Economics Maheu’s work explores how macroeconomic and financial factors influence market volatility, bull/bear cycles, and portfolio allocation. His models incorporate flexibility to adapt to unforeseen changes, such as those observed during the COVID-19 pandemic. He advocates for the use of disaggregated data to sharpen risk estimates and improve investment decisions. His recent publications analyze topics like infinite hidden Markov models, Bayesian forecasting frameworks, and jump processes in financial markets. These works highlight advancements in modeling market regimes and volatility dynamics under uncertainty. Scientific awards include the Social Sciences and Humanities Research Council (SSHRC) grant, which supports his long-term research initiatives. This funding enables him to address complex financial and economic challenges through innovative econometric modeling. Maheu’s research bridges theory and practice, offering insights into market risk, structural instability, and the efficacy of volatility models. His contributions extend to advising on financial decision-making tools that account for evolving economic conditions.

Paul Johnsonمشاهده پروفایل

مدرس ارشد

• Financial Mathematics
• Renewable Energy Systems
• Applied Mathematics (PDEs)
• +۳ مورد دیگر

Paul Johnson is a Senior Lecturer in Applied Mathematics at the University of Manchester, where he has been affiliated for nearly two decades. He leads the Mathematical Modelling in Finance and Economics Group, focusing on stochastic systems and partial differential equations (PDEs) in finance, energy, and resource management. His research addresses challenges in renewable energy (wind, solar), banking, and revenue optimization, with applications to battery storage valuation, imbalance markets, and nuclear emergency response. Johnson holds a BSc, MSc, and PhD from Manchester, followed by postdoctoral work in the same department. His expertise spans financial systems with uncertain flows, non-linear PDE solutions, and interdisciplinary applications in energy economics. Recent work emphasizes regime switching models, stochastic volatility, and optimal control strategies for storage systems and hedge funds. His 35+ publications reflect contributions to energy storage valuation, risk management in finance, and statistical process control. Notable awards include the Best Student Paper Award (2012) for collaborative work on optimization methodologies. He supervises a team of PhD students exploring energy and finance intersections, and his research aligns with UN Sustainable Development Goals on affordable energy and climate action.

• Macroeconomics
• International Economics
• Financial Mathematics
• +۳ مورد دیگر

Dr. Dirk Veestraeten is a Visiting Professor at the University of Amsterdam's Faculty of Economics and Business, specifically within the Macro & International Economics section. His research focuses on advanced mathematical techniques applied to economic and financial contexts, including stochastic processes, Laplace transforms, and option pricing models. He has contributed significantly to understanding first passage time problems in diffusions and special function applications in finance. His work frequently bridges pure mathematics and applied economics, with notable publications on parabolic cylinder functions, Marcum Q function properties, and Ornstein-Uhlenbeck processes. Recent research explores currency option pricing under target zones and multiplicity in CEV models. Dr. Veestraeten maintains active engagement with theoretical developments in financial mathematics and econometric modeling, producing foundational contributions to special function analysis and integral transforms.

Denis Pelletierمشاهده پروفایل

استاد

• Time Series Econometrics
• Financial Economics
• Pension Economics
• +۳ مورد دیگر

Denis Pelletier is the Department Head and Professor of Economics at North Carolina State University's Poole College of Management. He holds a Ph.D. in Economics from the University of Montreal (2004), specializing in Econometrics and Financial Economics. His research focuses on Time Series Econometrics, Financial Economics, and Pension Economics, with contributions to volatility modeling, risk measurement, and policy analysis in retirement savings. Educations: PhD in Economics, University of Montreal (2004); M.A. in Economics, Laval University (1998); B.A. in Mathematical Economics, Laval University (1994). Research interests include econometric methods for financial markets, dynamic correlations, high-frequency volatility estimation, and the economic impacts of public policies. His recent work examines retirement savings behavior, volcanic risk economics, and stochastic volatility models. Awarded over 20 grants and fellowships, including the Institute of Consumer Money Management Grant (2025-2027) and NCSU Teaching Excellence Award (2016). He has advised numerous PhD and Master's students, contributing to their academic and professional success in academia and finance. Service roles include Chair of the Research Committee (2010-2016) and member of the University Research Committee (2012-2014). Active in editorial and conference roles, Pelletier leads the Econometrics Workshop at NCSU and collaborates on initiatives like the Business Analytics and AI Initiative.