Indian Institute of Technology Hyderabad (IITH)India
Vineeth N Balasubramanian is a Professor in the Department of Computer Science & Engineering at the Indian Institute of Technology Hyderabad, with affiliate faculty status in the Department of Artificial Intelligence. His research focuses on the intersection of deep learning, machine learning, and computer vision, emphasizing explainability, robustness, and real-world applications. He leads Lab 1055, which investigates problems such as Explainable and robust AI/ML systems Lifelong learning in evolving environments Multimodal vision-language models Applications in agriculture, autonomous navigation, and human behavior analysis His recent work includes causal reasoning in transformers, vision-language model capabilities, and drone-based object detection. Funded by organizations like Google, Microsoft, Intel, and DST, he has received multiple awards including the World's Top 2% Scientists (2022-23), INSA/INAE Fellowships, and Best Paper recognitions. Lab 1055 collaborates with institutions like CMU, UBC, and Monash University, contributing to cutting-edge advancements in AI.
Tomaso Aste is a Professor of Complexity Science at the Department of Computer Science, University College London (UCL). He founded the Financial Computing and Analytics group and co-founded the UCL Centre for Blockchain Technologies. His work bridges complex systems, data science, and finance, with applications in blockchain, fintech, and market modeling. Education: PhD in Physics (Politecnico di Milano, 1994); Laurea in Physics (University of Genoa, 1990) Prior Appointments: Reader at University of Kent's School of Physics; Associate Professor at Australian National University's Applied Mathematics His research focuses on data-driven modeling of complex systems , particularly financial systems, complex networks, and statistical physics. He has pioneered information filtering networks and topological machine learning methods for financial applications, including portfolio optimization, risk assessment, and cryptocurrency analysis. Recent publications highlight his expertise in financial time-series analysis, blockchain technology, and AI-driven modeling. Articles explore topics like limit order books, cryptocurrency market fragility, and topological neural networks. His work has influenced regulatory technology (RegTech) frameworks and digital economy strategies. Scientific Awards : Marie Curie Individual Fellowship University of Genoa graduate study specialization Fellowship Bacheflor Boncompagni-Ludovisi Foundation Fellowship Awarded fellowships from European Commission and academic foundations support his interdisciplinary research. He has held editorial roles at journals like Philosophical Magazine and Granular Matter , and contributed to professional societies including American Physical Society and Australian Research Council panels. Teaching & Academic Leadership : Co-created four UCL Master's programs: Financial Risk Management, Computational Finance, Financial Technologies, Emerging Digital Technologies Coordinates executive training on AI, blockchain, fintech, and regtech for regulators and private firms Teaches graduate-level courses in Data-Driven Modeling, Data Science, and Advanced AI
Sean Cao serves as Associate Professor (with tenure) at the Robert H. Smith School of Business, University of Maryland, where he is Director and Co-founder of the AI Initiative for Capital Market Research. He also holds an affiliation as professor at Harvard Business School's D 3 Institute. His academic journey began with a Ph.D. from the University of Illinois at Urbana-Champaign. Dr. Cao's research focuses on the intersection of artificial intelligence and capital markets, with particular expertise in how machine learning transforms financial analysis, corporate disclosure practices, and investment decision-making. His work examines the evolving relationship between human analysts and AI systems, blockchain applications in financial reporting, and the strategic adaptation of corporate communications for machine readership. He has pioneered research on the "AI divide" among investor groups and developed frameworks for human-AI collaborative stock analysis. His publication portfolio spans top journals including Journal of Financial Economics, Review of Financial Studies, Journal of Accounting Research, and Management Science. The research demonstrates consistent thematic progression toward increasingly sophisticated AI applications in finance, with recent work exploring distributed ledger technologies for auditing, machine learning for extracting private information from disclosures, and the economics of greenwashing in ESG funds. His studies frequently combine textual analysis with traditional financial metrics to uncover novel market insights. Fama-DFA Prize from Journal of Financial Economics for best paper in capital markets and asset pricing Michael J. Brennan Award from Review of Financial Studies Deloitte Initiative for AI and Learning award for developing trustworthy AI for social equity PanAgora Asset Management's Dr. Richard A. Crowell Memorial Prize Multiple best paper awards from Midwest Finance Association, Global AI Finance Conference, and Asian Finance Association Dr. Cao has delivered over 200 invited research talks at major institutions including the Central Bank of Japan, Central Bank of Thailand, and U.S. Securities and Exchange Commission. He serves as Guest Associate Editor for Management Science and has co-chaired Review of Financial Studies conferences on FinTech and Machine Learning. His educational initiatives include a widely adopted free AI textbook for finance and accounting that has been implemented at universities worldwide including Indiana University, UT Dallas, and University of Minnesota. As Director of the AI Initiative for Capital Market Research, Dr. Cao leads a multidisciplinary team exploring practical AI applications in finance. The initiative has secured significant funding including a $150,000 grant from GRF CPAs & Advisors. His research group maintains strong industry connections through partnerships with regulatory bodies, financial institutions, and technology companies, facilitating the translation of academic research into practical financial applications.
California State University, Long BeachUnited States
Vesna Terzic is a Professor in the Department of Civil Engineering and Construction Engineering Management at California State University Long Beach's College of Engineering. Her research specializes in seismic performance assessment, infrastructure resilience, and probabilistic risk analysis of structures. Education includes a PhD in Structural Engineering from UC Berkeley, MS in Earthquake Engineering from Ss. Cyril and Methodius University, and BS in Structural Engineering from University of Belgrade. Research focuses on developing advanced computational frameworks for evaluating post-earthquake functionality of buildings and bridges. Her work integrates performance-based engineering with resilience quantification, emphasizing practical applications for seismic design and retrofitting. Recent publications demonstrate consistent focus on functional recovery modeling, structural health monitoring, and optimization of protective systems. Research trends show progression from component-level analysis to regional recovery simulation frameworks. Major awards: ACI Chester Paul Siess Award for Excellence in Structural Research (2017) Popert Fellowship, UC Berkeley (2009) Professional service includes membership on FEMA P-58 project committees and contributions to OpenSees development. Current projects investigate soil-structure interaction effects on tall buildings and recovery-based design methodologies.
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.
Belkis Ezgi Arikan is a researcher at Justus Liebig University Giessen , affiliated with the Department of Psychology and Sports Science . Her work focuses on sensorimotor integration, tactile suppression, and neural mechanisms underlying action-outcome monitoring. She collaborates with Prof. Dr. Fiehler and Dr. Voudouris on project A4 (Predictive somatosensory processing during voluntary movements). Department: Psychology and Sports Science Collaborators: Dr. Dimitris Voudouris, Prof. Dr. Katja Fiehler Her research investigates: How the brain processes self-generated vs. externally generated sensory feedback Neural correlates of tactile suppression networks Role of cerebellum and angular gyrus in temporal recalibration Modulation of BOLD responses during action monitoring Recent publications reveal trends in predictive coding , sensorimotor recalibration , and neural suppression mechanisms across tactile, visual, and multisensory domains. Her work employs neuroimaging techniques like fMRI and behavioral paradigms to study self-motion perception and feedback processing. She contributes to understanding how the brain distinguishes self-initiated from external sensory events, with implications for motor learning and perceptual timing mechanisms.
Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.
Xiaowei Jia is an Assistant Professor in the Department of Computer Science at the University of Pittsburgh. He holds a Ph.D. from the University of Minnesota (supervised by Prof. Vipin Kumar) and B.S./M.S. degrees from the University of Science and Technology of China (USTC) and SUNY Buffalo. His research focuses on integrating scientific theory with machine learning to address societal and environmental challenges, such as climate modeling, hydrology, and fairness in AI. Education: Ph.D., University of Minnesota (2020) M.S., State University of New York at Buffalo B.S., University of Science and Technology of China (USTC) Research Interests: Knowledge-Guided Machine Learning Spatiotemporal Data Mining Fairness in AI for Social Good Applications in Environmental Science and Healthcare Publications showcase his work on physics-integrated neural networks, spatiotemporal modeling (e.g., water temperature prediction), and fairness-aware algorithms. His work has been recognized with Best Paper awards at SIAM SDM (2022, 2023). Awards include the Best Applied Data Science Paper Award at SIAM SDM in 2022 and 2023. He teaches advanced machine learning courses, emphasizing theory integration with real-world applications.
Dr. Michael Mühlebach is a Lecturer at the Department of Information Technology and Electrical Engineering, ETH Zurich, and affiliated with the Max Planck Institute for Intelligent Systems in Tübingen, Germany. He holds a Bachelor's (2010) and Master's (2013) from ETH Zurich, recognized with awards for academic excellence in Robotics, Systems, and Control. His research focuses on multibody dynamics, nonlinear system control, and model predictive control, with applications in robotics and aerospace systems. His work spans theoretical advancements in variational integrators and practical implementations in systems like the Cubli (a reaction wheel-based 3D inverted pendulum) and flying platforms for ducted fan actuation. Publications highlight contributions to model predictive control schemes with stability guarantees, nonlinear analysis, and distributed event-based state estimation. Key awards include the Outstanding D-MAVT Bachelor Award and Willi-Studer Prize. His research integrates control theory with real-world applications, emphasizing both foundational mathematics and engineering implementations. No grants or lab affiliations are explicitly listed in the provided text.
Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.
Swiss Federal Institute of Technology in LausanneSwitzerland
Colin Jones is an Associate Professor at the École Polytechnique Fédérale de Lausanne (EPFL) in the Automatic Control Laboratory, School of Engineering. He earned his BASc and MASc in Electrical Engineering and Mathematics from the University of British Columbia (1994-2002) and a PhD in Control Theory from the University of Cambridge (2002-2005). Prior to EPFL, he was an assistant professor there and a senior researcher at ETH Zürich. Current role: Director of the Robotics, Control, and Intelligent Systems Doctoral Program at EPFL Research focus: Optimization-based and model predictive control (MPC) for renewable energy systems, green energy management, and data-driven control methods His recent work (2023-2025) spans high-speed predictive control , smart grid optimization , and physically consistent neural networks , with applications to buildings, hovercrafts, and power systems. He has secured an ERC Starting Grant for his research on optimal control of building networks. Publications include over 200 papers in journals like Automatica , IEEE Transactions , and Energy and Buildings . Notable article trends include distributed optimization , data privacy in energy systems , and nonlinear MPC for autonomous vehicles . Scientific Awards : ERC Starting Grant for optimal control of building networks Advising : Supervises 10 current PhD students and has advised 19 past PhD students, including Alessandretti Andrea and Diwale Sanket Sanjay. Grants and projects emphasize smart energy systems , predictive demand response , and nonlinear control .
Daniel Abadi is the Darnell-Kanal Professor of Computer Science at the University of Maryland, College Park. He leads the Data Systems Lab at Maryland (DSLAM) and is widely recognized for his groundbreaking contributions to database system architecture and implementation. Previously, he was a faculty member at Yale University where he received the Provost's Teaching Prize. Abadi's research primarily focuses on database system architecture, particularly at the intersection with scalable and distributed systems. He is best known for developing the storage and query execution engines of the C-Store prototype (a column-oriented database system commercialized by Vertica and later acquired by Hewlett-Packard), HadoopDB research (commercialized by Hadapt and acquired by Teradata), and deterministic distributed transactional systems like Calvin (currently being commercialized by Fauna). His work bridges theoretical innovation with practical industrial impact. Analysis of his recent publications reveals a consistent trajectory toward solving fundamental challenges in distributed database systems. His research has evolved from foundational work on column-stores and hybrid database architectures to cutting-edge innovations in geo-replicated transactions, concurrency control mechanisms, and the integration of machine learning with database systems. The trend shows increasing focus on practical implementations that address real-world scalability and performance challenges in large-scale data processing environments. ACM Fellow Churchill Scholarship recipient NSF CAREER Award winner Sloan Research Fellowship recipient VLDB Best Paper Award winner Two VLDB Test of Time Awards (for C-Store and HadoopDB) 2008 SIGMOD Jim Gray Doctoral Dissertation Award 2013-2014 Yale Provost's Teaching Prize 2013 VLDB Early Career Researcher Award Professor Abadi has successfully mentored several PhD students, most notably Alexander Thomson and Jose Falerio, both of whom won the prestigious SIGMOD Jim Gray Doctoral Dissertation Award for their work under his supervision. His research has been generously supported by multiple NSF grants including BIGDATA awards and other funding mechanisms that have enabled significant advances in database technology. He actively collaborates with industry partners, with several of his research projects leading directly to commercial products. At the University of Maryland, Abadi directs the Data Systems Lab at Maryland (DSLAM), which focuses on developing innovative database technologies that address contemporary challenges in data management. The lab's research spans distributed transaction processing, database architecture, and the integration of database systems with emerging computing paradigms. Notable projects include SLOG (Serializable, Low-latency, Geo-replicated Transactions), which eliminates traditional tradeoffs in distributed database design, and ongoing work in deterministic database systems that provide strong consistency guarantees without sacrificing performance.
Ben Livneh is an Associate Professor at the University of Colorado Boulder , affiliated with both the Civil, Environmental, and Architectural Engineering Department and the Cooperative Institute for Research in Environmental Sciences (CIRES) . As Director of the Western Water Assessment , he bridges academic research with regional climate resilience initiatives. Ph.D. in Civil Engineering (Hydrology), University of Washington (2012) MESc in Civil Engineering, University of Western Ontario (2006) His research explores hydrologic responses to climate and land-cover changes , focusing on snowpack dynamics, wildfire impacts on water quality, sediment transport, and drought predictability. Key projects include simulations of montane snowpack for wolverine habitat preservation and post-fire landslide susceptibility analysis . Recent publications highlight continental-scale hydraulic geometry datasets , climate-energy nexus challenges , and global lake level reconstructions using satellite data. His work has been recognized by the AGU Hydrologic Sciences Early Career Award (2022) and NASA New Investigator Program (2018) . Scientific Awards AGU Hydrologic Sciences Early Career Award (2022) NASA New Investigator Award (2018) Symposium Scholar, DISCCRS VIII (2013) CIRES Visiting Fellowship (2012) Ben leads interdisciplinary collaborations with institutions like the University of Alaska Southeast and NOAA , addressing climate-water-energy-food nexus challenges through advanced modeling and remote sensing techniques.
Dr. Akhilesh Jaiswal serves as Assistant Professor of Electrical and Computer Engineering at the University of Wisconsin-Madison, where his research pioneers device-circuit co-design for next-generation computing systems. His work focuses on enabling extreme-edge intelligence through processing-in-pixel technology, in-memory computing architectures, and bio-inspired neuromorphic systems. His academic credentials include: PhD in Nano-electronics from Purdue University (2019) MS from the University of Minnesota (2014) Bachelor of Technology from Shri Guru Gobind Singhji Institute of Engineering and Technology (2011) Dr. Jaiswal's research program centers on revolutionizing edge computing through hardware innovations that integrate sensing and processing. His device-circuit co-design approach leverages alternate state variables to create energy-efficient systems for real-time applications, with particular emphasis on retina-inspired sensors and photonic memory architectures. This work bridges semiconductor physics with AI acceleration needs, targeting applications from autonomous systems to biomedical devices. Analysis of his 2023-2025 publications reveals dominant themes in photonic SRAM-based in-memory computing (40% of output), retina-inspired motion processing (30%), and secure hardware architectures (20%). His team consistently develops novel bitcell designs that enable XOR logic execution within memory arrays while maintaining compatibility with CMOS fabrication processes. Recent work shows increasing focus on biomedical applications of processing-in-pixel technology. His distinguished recognition includes: Three consecutive ISI Exploratory Research Awards (2020-2023) IEEE Brain Community Best Paper Award (2022) 27 issued US patents with multiple pending applications Nomination for USC Moore Inventor Fellowship (2022) Dr. Jaiswal actively mentors graduate researchers through ECE 790/890/990 courses while securing exploratory funding through ISI and Keston Foundation awards. His patent portfolio demonstrates exceptional translational impact, with industry game-changer classifications from USPTO. The 2022 VLSI-SoC nomination and multiple research highlights in major outlets validate his contributions to hardware security and neuromorphic vision sensors. His laboratory develops integrated hardware platforms combining magnetic tunnel junctions, photonic memory, and CMOS image sensors to create unified processing-in-sensor systems. Current projects include retina-inspired motion segmentation for event cameras and electro-optic frequency transducers for quantum computing interfaces, with strong industry collaboration through patent licensing.
Dr. Ly Fie Sugianto is an Associate Professor in the Department of Accounting at Monash Business School, Monash University. Her research focuses on the integration of data analytics, artificial intelligence, and machine learning in accounting and business systems, with applications in the energy sector and organizational behavior. Monash Business School, Monash University Department of Accounting Specialization: Accounting Information Systems, Data Analytics, AI Her research interests span Accounting Information Systems , Agent-Based Simulation , Decision Support Systems , and Technology Adoption . She applies computational methods to study competitive dynamics in deregulated electricity markets and the impact of digital tools on employee well-being and organizational resilience. The recent publications reflect a strong trend in using AI and simulation to analyze complex socio-technical systems, particularly in energy markets and leadership dynamics. Keywords across her work include agent-based modeling , data analytics , servant leadership , and enterprise social media , indicating interdisciplinary research at the intersection of information systems, management, and public policy. Her scientific awards include competitive grants from the ARC (SPIRT/Linkage) , the Australia Indonesia Governance Research Partnership (AIGRP) , and the Sumitomo Foundation . ARC Grant: Dispatch Optimisation in the Australian National Electricity Market Sumitomo Foundation: Technology Use and Employee Well-Being AIGRP: Governance and MSME Resilience during Pandemic Dr. Sugianto has advised research projects and collaborated with industry partners such as Western Power , Ecogen Energy , and AEMO . She is currently accepting PhD students and leads externally funded research initiatives. Her work contributes to UN Sustainable Development Goals related to industry innovation and responsible consumption. She is affiliated with research teams focusing on intelligent decision support systems and digital transformation in business , with active collaborations in Australia and Indonesia.
