جستجوی استاد راهنمای دانشگاهی

Douglas W Diamondمشاهده پروفایل

استاد

• Financial intermediaries
• Financial crises
• Liquidity
• +۳ مورد دیگر

Douglas W. Diamond is the Merton H. Miller Distinguished Service Professor of Finance at the University of Chicago's Booth School of Business, where he has been on the faculty since 1979. He received the Nobel Memorial Prize in Economic Sciences in 2022 for his groundbreaking research on banks and financial crises. Diamond is also a research associate of the National Bureau of Economic Research and a visiting scholar at the Federal Reserve Bank of Richmond. His research focuses on financial intermediaries, financial crises, and liquidity. Diamond's work has established the theoretical foundations for understanding why banks exist, how they create liquidity, and why they are vulnerable to runs. His seminal papers with Philip Dybvig on bank runs and deposit insurance form the basis of modern bank regulation. Diamond's extensive publication record shows a consistent focus on banking theory, financial intermediation, and financial stability. His research has evolved from foundational theoretical work to more recent analyses of liquidity, pledgeability, and the role of banks in the financial system. His work has become increasingly relevant following the 2008 financial crisis and the more recent banking turmoil. Nobel Memorial Prize in Economic Sciences (2022) Onassis Prize in Finance (2018) CME Group-Mathematical Sciences Research Institute Prize (2016) Morgan Stanley-American Finance Association Award (2012) Member of the National Academy of Sciences Fellow of the Econometric Society Fellow of the American Academy of Arts and Sciences Diamond has served as president of both the American Finance Association and the Western Finance Association. He has advised policymakers during financial crises, including providing analysis of the Silicon Valley Bank collapse in 2023. His research has directly influenced financial regulation and central bank policy regarding bank stability and liquidity requirements.

Pierre De Leoمشاهده پروفایل

استادیار

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

Pierre De Leo is an Assistant Professor in the Department of Economics at the University of Maryland. His research focuses on international macroeconomics, finance, and monetary policy, particularly the role of expectations in identifying economic shocks, exchange rate dynamics, and optimal policy conduct. During Spring 2025, he will also be visiting the Federal Reserve Bank of Boston. Education: PhD and MA in Economics, Boston College BA and MA in Economics (highest honors), University of Milan - Bicocca Research Interests: De Leo explores topics such as exchange rate fluctuations, monetary policy design, and the impact of global investors on bond markets. His work bridges theoretical frameworks with empirical analysis to address policy-relevant questions in open economies, emphasizing the interplay between expectations and macroeconomic outcomes. Recent Articles: His publications analyze themes like the disconnect between short-term interest rates and policy, speculation in emerging markets, and the implications of imperfect exchange rate expectations. These studies highlight his focus on bridging theory and real-world policy challenges. Labs/Teams: No specific labs or teams are explicitly mentioned in the provided texts. However, his research aligns with broader initiatives in international macroeconomics and monetary policy at the University of Maryland.

• Macro-Finance
• International Finance
• Empirical Asset Pricing
• +۵ مورد دیگر

Philippe Mueller is a Professor of Finance at Warwick Business School (University of Warwick) and a leading researcher in macro-finance, international finance, and asset pricing. He previously held positions at the London School of Economics (2008–2017) and earned his PhD from Columbia University. His research focuses on factors driving asset prices, foreign exchange markets, corporate credit, and central bank policies. Mueller has published in top journals such as the Journal of Finance and Journal of Financial Economics , and his work on corporate bond pricing won the Fama-DFA Prize (2023). Education: PhD in Finance and Economics, Columbia University, 2008 MBF, Master of Science in Banking and Finance, Université de Lausanne, 2002 lic. rer. pol., Universität Bern, 1999 Research Interests: His primary research areas include asset pricing, financial econometrics, and international finance with a focus on fixed income markets, corporate credit provision, and monetary policy impacts. Recent work examines intraday foreign exchange patterns, central bank swap lines, and volatility dynamics in fixed income and currency markets. Teaching & Grants: Mueller teaches advanced courses in asset pricing and fixed income at Warwick. He has secured grants from the BA/Leverhulme Trust, BIS Research Fellowship, and INQUIRE Europe. His work is supported by collaborations with institutions like the Swiss National Bank and ECB. Awards & Recognition: Fama-DFA Prize for best asset pricing paper (2023) BIS Research Fellowship (2025–2027) Walter Wasserfallen Prize (2000) Professional Activities: He serves on programme committees for major finance conferences (EFA, WFA) and referees for top journals including Journal of Political Economy and Econometrica .

Yuzhang Linمشاهده پروفایل

استادیار

• Smart Grid
• Renewable Energy Systems
• Power Systems Modeling
• +۵ مورد دیگر

Dr. Yuzhang Lin is an Assistant Professor in the Department of Electrical and Computer Engineering at NYU Tandon School of Engineering. Previously, he held an Assistant Professor position at the University of Massachusetts Lowell (2018–2023). He earned his Ph.D. from Northeastern University and B.Eng./M.S. from Tsinghua University. His research focuses on smart grids, renewable energy systems, cyber-physical resilience, and machine learning applications. He leads editorial roles for IEEE Transactions on Power Systems and chairs IEEE PES Task Forces on standard test cases and distribution system operations. Dr. Lin’s research has been funded by NSF, DOE, ONR, and others. He is a recipient of the NSF CAREER Award and Northeastern’s Graduate Student Outstanding Research Award. His work emphasizes data-driven solutions for grid resilience, including state estimation, cyber-physical defense, and distributed energy integration. The Lin Group actively seeks PhD candidates interested in advancing smart grid technologies. Education: Ph.D. (Northeastern University), B.Eng./M.S. (Tsinghua University) Grants: NSF, DOE OE/EECE/CESER, ONR, NYSERDA, MassCEC Service Roles: IEEE PES Task Force Co-chair (Standard Test Cases), Secretary (Distribution System Operations Subcommittee) Publications span top journals/conferences, focusing on state estimation, inverter-based resource control, and machine learning for grid systems. His lab develops cutting-edge tools for power system resilience and renewable energy integration.

Samuel G. Hansonمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Corporate Finance
• +۳ مورد دیگر

Samuel G. Hanson is the William L. White Professor of Business Administration at Harvard Business School (HBS), a Research Associate at the National Bureau of Economic Research (NBER), and a Faculty Affiliate of the Harvard Department of Economics. He teaches Finance 1 in the MBA curriculum and Ph.D. courses in Corporate Finance and Empirical Methods. His research focuses on asset pricing, behavioral finance, corporate finance, and financial intermediation, with a particular emphasis on debt markets and financial stability. Hanson holds a Ph.D. in Business Economics from Harvard University and a B.A. in Quantitative Economics and Philosophy from Tufts University. Before academia, he worked at Lehman Brothers, the Federal Reserve Bank of New York, and the U.S. Treasury Department during the 2009 financial crisis. His work explores investor behavior, institutional factors, and policy interventions to enhance financial stability. Key awards include the 2014 RFS Rising Scholar Prize and the 2015 Brattle Group Distinguished Paper. His research is published in top journals like the Quarterly Journal of Economics, Journal of Finance, and Journal of Financial Economics. He also contributes to policy discussions on banking regulation and government debt management.

Kingsley Fongمشاهده پروفایل

دانشیار

• Market Microstructure
• Investment
• Household Finance
• +۲ مورد دیگر

Kingsley Fong is an Associate Professor of Finance at the UNSW Business School , specifically within the School of Banking and Finance . He holds a PhD from the University of Sydney and a BCom (Hons) from UNSW. His research focuses on market microstructure , investment , household finance , and sustainable finance , and he co-founded the RISE Finance Lab to explore finance's role in societal well-being. He also developed the DATKIS framework for systemic coherence in financial practices. Research Interests : Market microstructure, household finance, sustainable finance, and empirical finance. Teaching : Courses such as WEALTH MANAGEMENT AND CLIENT ENGAGEMENT , SUSTAINABLE INVESTING , and SUSTAINABLE FINANCE . Key Trends in Research : His work spans liquidity proxies, algorithmic trading impacts, broker-client dynamics, and sustainable finance innovations. Notable collaborations include studies on market quality, tax-driven trading, and household investment behavior. Scientific Awards : 2017 Review of Finance Spängler IQAM Prize 2021 Aspen Institute Ideas Worth Teaching Award 2022 S&P Global Decarbonisation Hackathon Engagement : Co-Founder of UNSW RISE Finance Lab (2025) Australian Sustainable Finance Institute Reference Group (2024) Deputy Head of School Banking and Finance (2011–2019) Contact : k.fong@unsw.edu.au | Location : UNSW Business School, Ref E12, Level 3, Room 344B.

Andrea Vedolinمشاهده پروفایل

استاد

• International Finance
• Financial Economics
• Asset Pricing
• +۳ مورد دیگر

Andrea Vedolin is a Professor of Finance at the Questrom School of Business, Boston University. He is also a Research Associate at the National Bureau of Economic Research (NBER) and a Research Affiliate at the Centre for Economic Policy Research (CEPR). His research focuses on international finance, asset pricing, and macroeconomic uncertainty, with particular emphasis on exchange rate dynamics, risk premia, and monetary policy effects. Vedolin holds a Ph.D. in Economics from the University of Lugano (2010). His work spans topics such as bond risk premia, variance risk across assets, and the impact of central bank communication on financial markets. Key contributions include analyses of global factor structures in exchange rates, the role of uncertainty in shaping asset prices, and the modeling of systemic risk in international contexts. His research often integrates theoretical frameworks with empirical evidence to address questions in macro-finance and financial economics. Vedolin’s articles explore themes like interest rate risk management, liquidity in international markets, and the interplay between economic uncertainty and credit markets. His studies frequently employ advanced econometric techniques and model-free approaches to derive insights about market behavior and policy implications. Despite his prolific output, no specific scientific awards or grants are mentioned in the provided texts. His advising record and lab affiliations remain unspecified, though his work suggests involvement in collaborative projects with institutions like NBER and CEPR. The summary highlights his role as a leading scholar in understanding how uncertainty and policy regimes influence financial markets globally.

Melanie Schienleمشاهده پروفایل

استاد

• Econometrics
• Statistical Methods
• Financial Risk Analysis
• +۴ مورد دیگر

Prof. Melanie Schienle is a Professor and Chair of Statistical Methods and Econometrics at the Department of Economics and Management, Karlsruhe Institute of Technology (KIT). She also holds a professorship in the Department of Mathematics at KIT since 2021. Her expertise spans statistical methods, econometrics, financial risk analysis, and forecasting. She leads the HKMetrics Network and the RespiNow Hub for respiratory disease forecasting. She serves as a Senior Fellow at the Rimini Center for Economic Analysis (RCEA), a steering committee member of the German Economic Association, and a member of the University Research Council at KIT. Education: Ph.D. (Dr. rer. pol.) in Economics from Mannheim University (2008), summa cum laude; Diploma in Mathematics (University of Karlsruhe, 2003) with a minor in theoretical physics. She has held academic positions at Leibniz University Hannover (2012–2015) and Humboldt University of Berlin (2008–2012). Research interests focus on financial networks, systemic risk, time series analysis, and machine learning applications in economics. She co-leads projects on nowcasting and forecasting, including collaborative efforts during the pandemic to predict hospitalizations. Her work integrates advanced statistical techniques with real-world policy implications. Prof. Schienle is an Associate Editor for the International Journal of Forecasting and Journal of Time Series Analysis . She has authored over 50 peer-reviewed publications and contributed to high-impact journals like Nature Communications and Journal of Business & Economic Statistics . She leads the Institute of Statistics at KIT and chairs the MathSEE initiative for interdisciplinary mathematical applications.

• Financial Mathematics
• Actuarial Mathematics
• Stochastic Processes
• +۷ مورد دیگر

Thorsten Schmidt is Professor of Mathematical Stochastics at the University of Freiburg, succeeding Prof. Ernst Eberlein in the summer semester of 2015. He also serves as Senior Financial Engineer at MathFinance. Previously, he held professorships at Chemnitz University of Technology (2008-2015), Technical University Munich (2008), and University of Leipzig (2004 onwards). From 2017-2019, he was a Research Fellow at the Freiburg Institute for Advanced Studies (FRIAS) in a joint research group with the University of Strasbourg and USIAS on the topic of Linking Finance and Insurance. His research focuses primarily on financial and actuarial mathematics, stochastic processes, and statistics, with recent work on machine learning methods and their applications in financial mathematics and AI regulation. In Freiburg, his goal with his young team is to tackle complex challenges with improved mathematical models and apply these methodologies to various fields. Key Research Areas: Financial mathematics and credit risks Pricing and hedging of derivative financial products Statistics of stochastic processes Energy markets and nonlinear filter theory Machine learning applications in finance and insurance His recent publications show a strong trend toward integrating machine learning with traditional mathematical finance, particularly in risk management, insurance-finance arbitrage, and robust financial modeling. His work increasingly addresses ethical considerations in AI applications within finance, reflecting his broader interest in responsible AI development. Notable Awards: IDA Award Finance (2015) FRIAS-USIAS Research Fellow (2017/2018) IDA Award Machine Learning and AI (2020) MAPFRE Research Grant (2020) Luis Bachelier Fellow (2021) As Editor-in-Chief of Statistics and Risk Modeling and Associate Editor for Mathematical Finance and International Journal of Theoretical and Applied Finance, Schmidt plays a significant role in academic publishing. He leads the CRC 'Small Data' research center with Harald Binder, focusing on medical problems where disease progression must be estimated with few data points per patient. His LeanAI project, funded by the Vector Foundation, explores the connection between machine learning and theorem-proving software LEAN, aiming to develop AI that can translate between mathematics and formal proof systems. His laboratory work centers around the application of stochastic methods combined with machine learning to solve problems in finance and insurance where data is limited ('Small Data' initiative), with significant funding from DFG (€12 million for CRC Small Data) and the Carl Zeiss Foundation.

Matteo Fasioloمشاهده پروفایل

مدرس ارشد

• Generalized Additive Models
• Electricity Demand Forecasting
• Covariance Matrix Modeling
• +۳ مورد دیگر

Dr. Matteo Fasiolo is a Senior Lecturer in the School of Mathematics at the University of Bristol, specializing in Statistical Science. His research focuses on advanced statistical modeling with significant applications in electricity demand forecasting and medical statistics, leveraging Generalized Additive Models (GAMs) as a core methodology. His primary research interests span: Generalized Additive Models and their extensions for complex data structures Covariance matrix modeling for high-dimensional energy forecasting Probabilistic forecasting techniques for uncertainty quantification Statistical machine learning including variational inference and contrastive learning Applications in electricity grid management and medical diagnostics Recent publications (2023-2025) reveal a dual focus: developing scalable statistical methods for electricity net-demand prediction in Great Britain using additive covariance models, and applying distributional regression to medical challenges like kidney function decline and cardiovascular risk prediction. His work on SoftCVI demonstrates innovation in variational inference, while extensions to GAMs address both mean modeling and full distributional forecasting. Dr. Fasiolo has supervised at least one student as indicated by university records. His research outputs include 16 publications and 2 publicly available datasets, reflecting active contributions to methodological statistics and domain-specific applications in energy systems.

Md Noor-A-Rahimمشاهده پروفایل

استادیار

• Intelligent Transportation Systems
• Machine Learning
• Internet of Things
• +۴ مورد دیگر

Dr. Md Noor-A-Rahim is an Assistant Professor (Lecturer-Above the Bar) at the School of Computer Science and Information Technology, University College Cork (Ireland). He previously served as a Senior Researcher and Marie Curie Fellow at the same institution. His academic journey includes a PhD from the University of South Australia (2015) and the prestigious Michael Miller Medal for his outstanding thesis on wireless communication systems. His research focuses on Intelligent Transportation Systems, Machine Learning, IoT, Wireless Networks, and DNA-based data storage. He has published extensively on topics like 6G-V2X systems, time-sensitive networking, and error characterization in DNA storage. His work integrates cutting-edge technologies such as intelligent reflecting surfaces (IRS), federated learning, and ultra-reliable low-latency communication (URLLC). Research Interests : Dr. Rahim's research bridges theoretical advancements and real-world applications in vehicular networks, smart manufacturing, and next-generation communication systems. He explores challenges in autonomous driving, edge computing, and bio-constrained data storage. His contributions include novel coding schemes for anytime transmission and frameworks for mitigating big vehicle shadowing in V2X communications. Key Publications : His recent work includes a comprehensive survey on wireless TSN (2025), analysis of 6G-V2X systems (2022), and breakthrough studies on DNA data storage error modeling (2023). These publications highlight his expertise in both foundational research and industry-relevant solutions. Awards : Recipient of the Michael Miller Medal (2015) for doctoral research excellence. Grants & Labs : While specific grants are not listed in the text, his research portfolio suggests involvement in collaborative projects with industry partners and funding bodies. He leads interdisciplinary efforts in smart manufacturing and vehicular communication systems.

Richard Payneمشاهده پروفایل

استاد

• Empirical Market Microstructure
• Empirical Asset Pricing
• Exchange Rate Determination
• +۴ مورد دیگر

Richard Payne is a Professor of Finance at Bayes Business School, City University London. His research focuses on empirical market microstructure and asset pricing, with emphasis on exchange rate determination, algorithmic trading, and liquidity dynamics. He holds a PhD in Economics from the London School of Economics and has held academic roles at leading institutions including LSE, University of Bristol, and Warwick Business School. Payne has extensive industry experience, consulting for financial regulators and institutions. His work explores topics like short selling impacts, high-frequency trading, and cross-market linkages between equities and forex markets. Education: PhD in Economics, London School of Economics and Political Science MSc in Econometrics and Mathematical Economics, LSE BSc in Economics, University of Bristol Research Interests: Equity and FX market microstructure Algorithmic trading effects Regulatory policy impacts (e.g., Dodd-Frank, short sale bans) Liquidity measurement and provision High-frequency trading dynamics Publications Trends: His work spans over 31 journal articles and 2 books, with recent focus on long-horizon market skewness, centralized trading transparency, and ultra-fast trading impacts. Key themes include liquidity analysis across asset classes and regulatory interventions' empirical effects. Professional Activities: Directed MSc in Finance programs Organized EMG microstructure conferences Consulted for UK regulators and financial firms Media commentator on market manipulation and high-frequency trading Labs/Teams: Active in cross-disciplinary research groups exploring algorithmic trading, financial regulation, and market quality metrics.

Miguel F. Anjosمشاهده پروفایل

استاد

• Mathematical Optimization
• Smart Grids
• Operations Research
• +۳ مورد دیگر

Miguel F. Anjos is Professor and Chair of Operational Research at the School of Mathematics, University of Edinburgh , and holds the NSERC-Hydro-Québec-Schneider Electric Industrial Research Chair on Optimization for Smart Grids at Polytechnique Montréal. He received his B.Sc. (1992), M.S. (1994), and Ph.D. (2001) from McGill, Stanford, and Waterloo respectively. Research Theme Head of Data and Decisions at Edinburgh Founding Director of Trottier Institute for Energy Editor-in-Chief of Optimization and Engineering Research Interests: His work bridges mathematical optimization with smart grid applications , focusing on conic optimization, optimal power flow, demand response, and facility layout. He applies these techniques to energy storage, electric transportation, and industrial systems. Scientific Awards: Méritas Teaching Award (2012) Humboldt Research Fellowship (2009) Queen Elizabeth II Diamond Jubilee Medal (2013) Elected Fellow of EUROPT and Canadian Academy of Engineering Academic Service: Served on Mathematical Optimization Society Council, SIAM Activity Group on Optimization, INFORMS Optimization Society Vice-Chair, and Mitacs Research Review Committee. Hosts benchmark datasets: QAPLIB, FLPLIB, Jones Benchmark.

João Tovar Jallesمشاهده پروفایل

دانشیار

• Macroeconomics
• Public Finance
• Applied Econometrics
• +۳ مورد دیگر

João Tovar Jalles serves as a Senior Associate Professor of Economics at the University of Lisbon's Lisbon School of Economics and Management (ISEG), with over 15 years of expertise spanning macroeconomics, public finance, and applied econometrics. His career includes significant roles at the International Monetary Fund (2014-2019), OECD (2012-2014), European Central Bank (2011-2012), and Portuguese Public Finance Council (2019-2020), alongside teaching appointments at Sciences Po, University of Aberdeen, and Cambridge University. He ranks among the top 1% of global economic authors (IDEAS database) and serves as Associate Editor of the Public Finance Review. His academic credentials include: Aggregation in Economy (2023) from Universidade de Lisboa, ISEG PhD in Economics (2011) from University of Cambridge MSc in Economics (2008) from University of Warwick BSc in Economics (2006) from Universidade Nova de Lisboa Dr. Jalles' research centers on fiscal policy dynamics, climate-economy interactions, and institutional efficiency, with particular focus on emerging markets. His work examines how decentralization affects environmental outcomes, how fiscal space influences pandemic responses, and the relationship between tax structures and income inequality. He employs advanced econometric techniques to analyze cross-country datasets, emphasizing policy-relevant insights for sustainable development. Recent publications (2024-2025) reveal a pronounced shift toward integrating climate risk into macroeconomic modeling, with 60% of his work now addressing environmental-fiscal linkages. His studies consistently demonstrate how natural disasters reshape intergovernmental fiscal relations and how climate shocks propagate through sovereign bond markets, establishing him as a leading voice in climate macroeconomics. Professional recognition includes: Top 1% ranking among 67,861 economic authors globally (IDEAS/RePEc database) Dr. Jalles actively supervises Master's students at ISEG, guiding research on renewable energy transitions, unconventional monetary policy spillovers, and pandemic-climate interactions. His consultancy work with international organizations focuses on fiscal sustainability frameworks and tax reform implementation in developing economies, directly influencing policy design in Portugal, Asia, and Africa. He contributes to ISEG's research ecosystem through the Policy Lab and Data Lab, where his team develops real-time fiscal monitoring tools and climate stress-testing models for government institutions, bridging academic research with practical policy applications.

Frank Zhouمشاهده پروفایل

استادیار

• Corporate Disclosure
• Financial Reporting
• Managerial Accounting
• +۷ مورد دیگر

Frank Zhou is an Assistant Professor of Accounting at the University of Pennsylvania's Wharton School. His research focuses on strategic disclosure dynamics in capital markets and how these interactions influence firm reporting and investment decisions. He serves on the editorial boards of The Accounting Review and Accounting Horizons , and has published in top journals like Management Science and Journal of Accounting Research . Zhou teaches Financial Accounting to MBAs and has received multiple teaching excellence awards. Education: PhD and MBA in Accounting (University of Chicago), MSc in Finance (Tilburg University), BS in Finance (Nankai University). Research Interests: Strategic interactions between managers' disclosures and stakeholder learning, with applications to audit quality, fraud detection, systemic risk, and governance mechanisms. His work bridges accounting theory with empirical analyses of capital market behaviors. Notable contributions include analyzing auditor tenure effects on misreporting, identifying fraud power laws, and investigating cultural impacts on shareholder expropriation. His 2023 paper on financial reporting quality and myopic investments explores how disclosure quality affects long-term corporate investment decisions. Awards : Arnold Zellner Doctoral Prize (2015), Chicago Booth PhD Fellowship (2011–2015), CentER Scholarship (Tilburg University). Teaching : Courses include ACCT1010 (Financial Reporting), ACCT6110 (Financial Accounting), and advanced research seminars (ACCT9400–9430). Active in scholarly communities, Zhou collaborates with institutions globally and has been featured in Knowledge at Wharton discussing how investor learning shapes firm behavior.