جست‌وجوی استاد و پژوهشگر

• Economic Growth
• International Economics
• Business Cycles
• +۸ مورد دیگر

Miguel Leon-Ledesma is a Professor of Economics at the Department of Economics , University of Exeter Business School , joining in September 2024. Previously, he held a Professorship at the University of Kent . A macroeconomist, he specializes in Economic Growth , International Economics , and Business Cycles , with affiliations as Research Fellow at the Centre for Economic Policy Research (CEPR) and Fellow at the National Institute for Economic and Social Research (NIESR). He has advised international organizations like the European Central Bank and Asian Development Bank and serves as a committee member and trustee for the UK's Money Macro and Finance Society (MMF) . Research Interests : His work bridges macroeconomic theory and empirical analysis , focusing on growth volatility, trade dynamics, labor share trends, and structural transformation. He explores how monetary policy interacts with labor markets, the role of technology frontiers in productivity, and the impact of import elasticities and network effects on development. Article Trends : His recent publications and working papers emphasize growth convergence , DSGE model innovations , factor substitution in production, and trade-policy linkages , reflecting a thematic focus on macroeconomic stability, structural change, and globalization's economic implications. Scientific Awards : Research Fellow, Centre for Economic Policy Research (CEPR) Fellow, National Institute for Economic and Social Research (NIESR) Grants & Projects : Funded by the Leverhulme Trust , Nuffield Foundation , and ESRC , his work includes projects on pensions and health economics, oil shocks' network amplification, and UK firm creation during the pandemic. Labs & Teams : Collaborates with international researchers (e.g., Mathan Satchi, Laura Puzzello) and contributes to policy-oriented networks like the Money Macro and Finance Society , integrating academic research with institutional policy advice.

Mawuli Kouami Segnonمشاهده پروفایل

پژوهشگر

• Econometrics
• Time Series Analysis
• Financial Forecasting
• +۵ مورد دیگر

Dr. Mawuli Kouami Segnon is a researcher at the Chair of Empirical Economics, School of Business and Economics, University of Münster. His work focuses on econometric modeling, financial time series analysis, and volatility forecasting across various domains including cryptocurrencies, energy markets, and macroeconomic indicators. Research interests include: Development of advanced volatility models (GARCH, multifractal, regime-switching) Applications to financial markets, energy economics, and macroeconomic policy High-frequency data analysis and mixed-frequency forecasting Count data modeling with conditional heteroscedasticity Portfolio risk management using copula and multifractal approaches Recent publications demonstrate expertise in: Geopolitical risk impacts on stock volatility Comparative analysis of realized variance measures Inflation uncertainty modeling in G7 countries Electricity price volatility in Australian markets Bitcoin market forecasting Historical economic data analysis Current projects (since 2020) involve: Innovative economic/financial time series forecasting Financial market volatility modeling Applications of multifractal structures in econometrics

• Strategy
• Organizational Design
• Corporate Governance
• +۴ مورد دیگر

Ansgar Richter is a Professor of Corporate Strategy, Organisation and Governance at Frankfurt School of Finance & Management, where he currently serves as Dean of Faculty. His academic career spans multiple institutions including EBS Business School, University of Liverpool Management School, Surrey Business School, and Rotterdam School of Management, Erasmus University. Richter has held visiting scholar appointments at UC Berkeley, Stanford University, and INSEAD. Education: PhD in Management from London School of Economics (LSE); MSc in Industrial Relations and Personnel Management from LSE; BA in Philosophy and Economics from Frankfurt and Bochum Universities. Research Focus: Intersections of strategy, organization, and governance, with emphasis on dynamic capabilities, organizational design, incentives, ownership structures, and justice mechanisms. His scholarly work appears in top-tier journals like Strategic Management Journal , Journal of Management , and Leadership Quarterly . Richter's research spans corporate governance, professional service firms, and longitudinal analyses of diversification and performance. He has contributed to executive education programs across automotive, chemical, pharmaceutical, and professional services sectors. Scientific Awards & Service: Five papers in Academy of Management Best Paper Proceedings Editorial Board Member: Journal of Management , Long-Range Planning Former Chair: Management Consulting Division of Academy of Management AACSB/EPSO Peer Reviewer and Mentor Richter combines academic leadership with practical experience from over three years as a management consultant at McKinsey & Company. His work bridges empirical analysis of corporate strategy with normative questions of organizational justice and ethical governance.

Vipul K. Bansalمشاهده پروفایل

استاد

• Financial Engineering
• Risk Management
• Corporate Finance
• +۳ مورد دیگر

Dr. Vipul K. Bansal is a Professor in the Department of Economics and Finance at St. John's University's Peter J. Tobin College of Business. He holds a Ph.D. in Finance from the University of Mississippi, an MBA from the University of Delhi, and a BA in Economics from Jiwaji University. His expertise spans Financial Engineering, Risk Management, and Corporate Finance, with a focus on equity analysis, derivatives, and financial innovation. Dr. Bansal has authored/co-authored influential books such as Financial Engineering: The Complete Guide to Financial Innovation (translated into Chinese and Russian) and Measuring Market Risk with Value at Risk . His research has been published in journals like the Financial Review , Journal of Applied Corporate Finance , and Global Finance Journal . He has received notable recognition, including a nomination for 'Best Teacher of the Year' and the 'Outstanding Research Contribution of the Year' award. His professional roles include serving as Associate Director and Treasurer of the International Association of Financial Engineers (1992–1998).

Jae Kyung Wooمشاهده پروفایل

استاد

• Risk theory
• Reliability theory
• Aggregate claim analysis
• +۷ مورد دیگر

Professor Jae Kyung Woo is a distinguished academic in the School of Risk and Actuarial Studies at the UNSW Business School, University of New South Wales. She holds multiple prestigious professional designations including Fellow of the Institute of Actuaries of Australia (FIAA), Fellow of the Society of Actuaries (FSA), and Chartered Enterprise Risk Analyst (CERA). Her educational background includes MMath and Ph.D. degrees from the Department of Statistics and Actuarial Science at the University of Waterloo. She has held academic positions at Columbia University as Assistant Professor in the Department of Statistics (2011-2012), and at the University of Hong Kong as Assistant Professor in the Department of Statistics and Actuarial Science (2012-2017) before joining UNSW in July 2017. Research interests focus on risk theory, reliability theory, aggregate claim analysis, queueing theory, and dependence modelling Editorial Board member for ASTIN Bulletin (2021-present), European Actuarial Journal (2025-present), Probability in the Engineering and Information Sciences (2018-present), and Risks (2020-present) Principal investigator for ARC Discovery Projects (2020-2023) and Casualty Actuarial Society grants (2018-2020) Her research output includes 35 journal articles, 1 book, 1 thesis/dissertation, and 1 other publication, with recent work emphasizing shock models for correlated large losses, credibility theory under dependency structures, and advanced dependence modeling techniques in insurance contexts. Her work bridges theoretical stochastic analysis with practical applications in insurance and risk management. Fellow of the Institute of Actuaries of Australia (FIAA), since May 2018 Fellow of the Society of Actuaries (FSA), since Oct 2013 Chartered Enterprise Risk Analyst (CERA), since Jan 2012 Fellow Member of Actuarial Society of Hong Kong (ASHK), since Dec 2018 Professor Woo has secured significant research funding including an ARC Discovery Project grant of AUD 334,000 (2020-2023) for developing shock model-based frameworks for correlated large losses, and a Casualty Actuarial Society grant of USD 20,000 (2018-2020) for credibility theory research under general dependency structures. She served as Nominated Accreditation Actuary at UNSW until 2024.

Philippe Jorionمشاهده پروفایل

استاد

• Financial Risk Management
• Derivatives Markets
• International Finance
• +۴ مورد دیگر

Philippe Jorion is Dean's Professor of Finance at the Paul Merage School of Business, University of California, Irvine. He holds a PhD and MBA from the University of Chicago and an MEng from Université Libre de Bruxelles. He has previously served as vice dean and associate dean at the Merage School and is currently a managing director at Pacific Alternative Asset Management Company (PAAMCO). PhD, University of Chicago MBA, University of Chicago MEng, Université Libre de Bruxelles His research focuses on financial risk management , derivatives , international finance , and empirical investments . He is a leading authority on Value at Risk (VaR) and has pioneered methodologies for measuring and managing financial risk. His work bridges academic theory and practical application in asset management and risk control. The recent articles reflect a strong emphasis on risk modeling, tail risk, derivatives usage, and regulatory frameworks. Themes include Value at Risk validation , hedge fund risk , currency hedging , and model risk , demonstrating sustained scholarly leadership in quantitative and applied finance. His scientific awards include: Smith Breeden Prize for best paper in the Journal of Finance Graham and Dodd Scroll Award for best paper in the Financial Analysts Journal Professor Jorion has advised numerous professionals through executive seminars and industry engagement. He has delivered training on risk management, global asset allocation, and fixed income markets. He served as editor-in-chief of the Journal of Risk and sits on the editorial boards of several finance journals. He has also led academic initiatives as vice dean and associate dean at the Merage School. He is actively involved with the Pacific Alternative Asset Management Company (PAAMCO) , where he applies academic insights to real-world hedge fund portfolio management. His work integrates academic research with institutional investment strategies, particularly in alternative assets and global risk frameworks.

Giuseppe Cavaliereمشاهده پروفایل

استاد

• Time Series Econometrics
• Financial Econometrics
• Statistical Inference
• +۳ مورد دیگر

Giuseppe Cavaliere is a Full Professor of Econometrics at the University of Bologna (since 2006) and a Distinguished Research Professor at Exeter Business School. He holds affiliations with the University of Copenhagen and Aarhus University. His research focuses on time series econometrics, financial econometrics, statistical inference, and empirical macroeconomics. He serves as co-editor of the Journal of Econometrics and associate editor of the Journal of Time Series Analysis. Key roles include being an Elected Fellow of the International Association for Applied Econometrics (IAAE), Fellow of the Journal of Econometrics, and Research Fellow of the Granger Centre for Time Series Econometrics. He previously served as President of the Italian Econometric Association (SIdE). His publications appear in top journals like Econometrica, Annals of Statistics, and Journal of Econometrics. Current research emphasizes bootstrap inference, cointegration, and volatility modeling in nonstationary environments. His work addresses challenges in econometric theory, financial data analysis, and macroeconomic policy evaluation. Awards and recognitions highlight his contributions to econometric methodology and its applications in finance and macroeconomics. His advisory and editorial roles reflect his influence in shaping the field's theoretical and practical advancements.

Mathieu Mercadierمشاهده پروفایل

استادیار

• Business Analytics
• Machine Learning
• Statistics
• +۴ مورد دیگر

Dr. Mathieu Mercadier is an Assistant Professor of Business Analytics at Dublin City University Business School, Ireland. He serves as Programme Chair for the MSc and Graduate Diploma in Business Analytics. His research focuses on Business Analytics, Machine Learning, Financial Risk Management, and Sustainable Finance. Education: PhD in Economics from Université de Limoges, France, specializing in Machine Learning applied to Banking and Finance. He has ten years of industry experience as a Market Finance Consultant. Research interests include applying Machine Learning to banking risk, sustainable finance, and quantitative finance. His work spans statistical modeling for financial stability, algorithmic risk assessment, and ESG fund evaluation. Key trends in his articles involve quantum-enhanced machine learning for stock forecasting, systemic risk measurement, and pandemic impact analysis. No scientific awards listed. Advising and grants: No formal grants or student advisees mentioned. Active in curriculum development for business analytics programs. Engaged in international conferences and seminars. Labs/Teams: Not explicitly stated in provided data.

Dietmar Maringerمشاهده پروفایل

استاد

• Computational Economics
• Computational Finance
• Artificial Intelligence in Finance
• +۸ مورد دیگر

Dietmar Maringer is Professor of Computational Economics and Finance at the University of Basel's Faculty of Business and Economics (WWZ), where he leads research at the intersection of finance, computational methods, and artificial intelligence. His work focuses on risk management, portfolio optimization, algorithmic trading, and financial simulations. His research interests span computational finance, artificial intelligence in finance, data analysis, risk management, portfolio optimization, algorithmic and high-frequency trading, financial networks, complex adaptive systems, and market simulations. He applies advanced computational and heuristic optimization techniques to solve real-world financial problems, contributing significantly to quantitative finance and financial engineering. His recent publications demonstrate a consistent focus on applying evolutionary algorithms, reinforcement learning, and numerical optimization to portfolio management, market impact modeling, and financial forecasting. The research integrates econometrics, machine learning, and financial theory, emphasizing practical implementation and robust risk-aware decision-making. Several best-paper awards Maringer has served as Chair of the Portfolio Optimization Section of the IEEE Computational Economics and Finance Technical Committee from 2008 to 2018 and is frequently involved in organizing and program committees of international conferences. He has advised or collaborated with numerous researchers, though specific student names are not listed. His research has been supported through academic affiliations and likely institutional or conference-based grants, though explicit funding sources are not detailed. He is affiliated with several research groups, including IEEE Computational Economics and Finance TC, COMISEF, ERCIM, Centre for Innovative Finance, and the European Financial Management Association, reflecting a broad collaborative network in computational finance and economics.

Emese Lazarمشاهده پروفایل

استاد

• Risk Measurement
• Model Risk
• Financial Econometrics
• +۴ مورد دیگر

Professor Emese Lazar serves as Professor of Finance and Deputy School Director of Teaching and Learning at the ICMA Centre, Henley Business School, University of Reading. She joined the institution in 2005 and is an active member of the Econometrics with Data Science research cluster, focusing on quantitative finance applications. Her educational background includes: PhD in Finance from the University of Reading BSc in Finance and Banking from the University of Economic Studies, Bucharest BSc in Computer Science from the University of Bucharest Research interests span risk measurement and management , model risk , financial econometrics , derivatives pricing , green finance , climate risk in finance , and machine learning applications . Her work bridges theoretical finance with practical risk management challenges, particularly in climate-related financial risks and algorithmic risk modeling. Recent publications reveal a pronounced shift toward integrating climate risk metrics with traditional financial models and developing neural network-based forecasting for tail risk measures. Her research demonstrates consistent innovation in volatility modeling, model risk quantification, and climate finance applications across top-tier journals. Professor Lazar teaches postgraduate modules in Market Risk and Climate Change and Risk Management, supervising PhD students in her specialized research areas. She actively contributes to the Econometrics with Data Science research cluster, fostering interdisciplinary collaboration between finance, data science, and climate risk modeling.

Ji Hyung Leeمشاهده پروفایل

استاد

• Econometric Theory and Applications
• Time Series and Financial Econometrics
• Probability and Statistics
• +۳ مورد دیگر

Ji Hyung Lee is a Professor of Economics at the University of Illinois Urbana Champaign, with a courtesy appointment in the Department of Finance at Gies College of Business. His research focuses on econometric theory, time series analysis, financial econometrics, and machine learning applications in economics. He holds a Ph.D. in Economics from Yale University (2013) and a B.A. in Economics from Seoul National University (2005). His research interests include developing robust econometric methods for high-dimensional data, quantile regression techniques, and applications to macroeconomic policy and financial risk analysis. Notable contributions include work on predictive quantile regression, nonparametric density estimation, and modeling household inflation expectations. His recent articles explore topics such as machine-learning approaches to growth risk, quantile impulse responses for value-at-risk dynamics, and parameter-free methods for density estimation. Lee’s work emphasizes methodological innovation and practical relevance in policy contexts. He has held positions at multiple institutions and maintains affiliations with the Midwest Econometrics Group. His research has been published in top journals like Journal of Econometrics and Econometric Theory .

Paul Leahyمشاهده پروفایل

مدرس

• Wind Energy
• Renewable Energy
• Circular Economy
• +۴ مورد دیگر

Dr. Paul Leahy is a Lecturer in Wind Energy Engineering at University College Cork (UCC) and a funded investigator in the SFI MaREI Centre for Energy, Climate, and Marine Research. He leads research on wind energy, circular economy applications for decommissioned turbine blades, and climate change impacts. His work includes the Re-Wind project, a transdisciplinary initiative funded by SFI, NSF, and Northern Ireland's Department for the Economy. He co-supervises six PhD students and has examined over 20 theses globally. Education: BE Electrical Engineering (1995), PhD Electrical Engineering (2001), Postgraduate Certificate in Teaching & Learning in Higher Education (2018). Research & Awards: Research focuses on wind energy forecasting, energy storage, and greenhouse gas emissions. Notable awards include the Environmental Research Letters' 2013 Highlight and an ISI Highly Cited Paper (2012). He contributed to IPCC Special Reports on climate change mitigation and co-edits Renewable & Sustainable Energy Reviews. Grants & Projects: Secured €320,000 for Re-Wind and led multiple EU, EPA, and industry-funded projects. Current research includes lifecycle assessments of repurposed turbine blades and hydrogen production via offshore wind. Teaching & Outreach: Coordinates modules like NE6003 Wind Energy Engineering and contributes to energy systems education. Engages in public lectures and policy initiatives like Energy Cork Cluster leadership. Labs & Teams: Collaborates with multidisciplinary teams on infrastructure repurposing (e.g., BladeBridges) and climate adaptation strategies for agriculture and peatlands.

• Empirical Finance
• Behavioural Finance
• Asset Pricing
• +۶ مورد دیگر

Dr. Nadia Asghar is the Head of the Department of Finance, Accounting, and Economics at the University of Wolverhampton since April 2023, holding a Senior Lecturer academic rank. She joined the university in 2018, previously serving as an Associate Lecturer at Birmingham City University (2015–2018). Her expertise spans Empirical Finance, Behavioural Finance, and FinTech, with a focus on SME digitalisation, asset pricing, and cultural finance dynamics. Education: PhD (Finance) from Birmingham City University, PGCerts in Teaching & Learning and Research Methods, MSc Quality Management, MBA (Finance), and BBA (Finance) from Pakistani institutions, complemented by a Certified Accounting Technician (CAT) qualification from Oxford Brookes University. Research focuses on financial market behavior, SME digitalisation disparities, and the application of quantitative methods. Recent grants include leading a £ project investigating SME digitalisation barriers (ERC-funded, 2024) and a symposium on inclusivity in digital SME transformation. She co-authored a 2024 report on SME digitalisation disparities using longitudinal data. Teaching specialties include Corporate Finance, Quantitative Analysis, and Behavioural Finance, emphasizing pedagogical innovation and real-world applications. Awards include HEA Fellowship (2017). She speaks multiple languages (English, Urdu, Pashto, Punjabi) and holds certifications in TQM and e-learning methodologies.

• Spectral Analysis of Time Series
• Cointegration Methods
• Bootstrap Applications
• +۳ مورد دیگر

Evangelos Ioannidis is an Associate Professor at the Department of Statistics, School of Informatics and Statistics, Athens University of Economics and Business. Born in 1962, he holds a Mathematics PhD from the University of Heidelberg (1993) and has served in his current department since 1999, progressing from Lecturer (1999) to Assistant Professor (2007) and Associate Professor (2023). His expertise spans spectral analysis of time series , cointegration methods , and bootstrap applications in economic data analysis, with additional focus on Official Statistics and sampling techniques . University of Heidelberg: MMath (1987), PhD (1993) Researcher, University of Heidelberg (1987-1991) Visiting Researcher, University of Orsay, Paris Sud (1992-1993) OECD, Paris (1994-1998) National Institute of Labour (1999) His scientific contributions focus on time series econometrics, VAR model spectra, and R&D expenditure analysis. Recent work includes non-parametric spectral estimation and risk-based sampling methodology. He has collaborated with Eurostat on statistical projects (2012-2014). Current affiliations include the Athens University of Economics and Business , where he teaches and conducts research on economic time series analysis and statistical methods.

• Econometrics
• Financial Econometrics
• Risk Management
• +۶ مورد دیگر

Patrick Gagliardini is a Full Professor of Econometrics at the University of Lugano (USI) within the Faculty of Economics and the Institute of Finance. He also serves as Pro-Rector at USI. His academic journey includes a PhD in Econometrics from USI (2003) and studies in Physics at ETH Zurich (1998). He has held roles such as Visiting Fellow at CREST Paris (2003) and Assistant Professor at the University of St. Gallen (2004–2006). His research focuses on econometric methods (nonparametric techniques, GMM, latent factor models) and financial applications such as credit risk, asset pricing, and risk management. Competence areas include Big Data, investment decisions, and systematic risk analysis. He teaches courses in econometrics, financial econometrics, and time series at the undergraduate, graduate, and PhD levels. Recent publications explore latent factor models, econometric testing (e.g., eigenvalue tests for factor detection), and financial decision-making in small data regimes. His work bridges theoretical econometrics with practical applications in finance and risk modeling. Notably, his research addresses challenges in dynamic latent factor models, hedge fund performance evaluation, and granularity theory in financial systems. He maintains an active academic profile with contributions to both theoretical and applied econometrics.