جستجوی استاد راهنمای دانشگاهی

• Operational Risk
• Financial Economics
• Risk Management
• +۷ مورد دیگر

Enrique Jose Jimenez Rodriguez is an Associate Professor in the Department of Financial Economics and Accounting at Universidad Pablo de Olavide . He is affiliated with the research group GIFEM (Corporate and Market Finance) and contributes to the Doctoral Programs in Management Control and Finance . His academic work focuses on operational risk, financial economics, and risk management, with publications spanning from 2002 to 2022. Education : PhD in Financial Economics (2008) from Universidad Pablo de Olavide, supervised by Dr. José Luis Martín Marín and Dr. María Dolores Oliver Alfonso. Jimenez Rodriguez's research interests include: Operational Risk Modeling Basel Accords Compliance Cryptocurrency Volatility Lean Manufacturing in SMEs Healthcare Risk Assessment Behavioral Economics in E-commerce His publications demonstrate a strong emphasis on risk analytics, financial regulation, and interdisciplinary applications of statistical and machine learning techniques. His recent work includes forecasting cryptocurrency volatility using machine learning (2022), analyzing operational risk over-dispersion (2015), and foundational studies on financial risk frameworks under Basel accords.

• Extreme Value Theory
• Financial Risk Management
• Market Volatility
• +۴ مورد دیگر

François Longin is a Professor of Finance at ESSEC Business School, France, where he has held academic roles since 1994, including Head of the Finance Department (2019–2025). He earned his PhD in Finance from HEC Paris (1993) and a DEA in Probability from Paris VI University. His research focuses on extreme events in finance, risk management, and applications of extreme value theory, with notable contributions to Value at Risk (VaR) methodologies, market volatility analysis, and operational risk assessment. He has been recognized with the Chicago Board of Trade Award (1996) and a Labex grant (2015). Prof. Longin’s professional roles include Director of Research and Innovation at HSBC Continental Europe (1999–2003) and consultancy for financial institutions. He co-founded the FinLink professional network and leads the SimTrade trading simulation project. He has authored over 60 publications in top journals like the Journal of Finance and Review of Financial Studies , and edited major works such as Extreme Events in Finance: Handbook of Extreme Value Theory (2016). His research bridges academia and practice, addressing critical issues like financial regulation impact, portfolio management during crises, and gender dynamics in finance. He has held editorial roles at journals including Journal of Banking and Finance and serves on multiple academic and industry committees.

Serena Ngمشاهده پروفایل

استاد

• Econometrics
• Empirical Macroeconomics
• Time Series Analysis
• +۷ مورد دیگر

Serena Ng is the Edwin W. Rickert Professor of Economics at Columbia University and an Affiliated Faculty member in the Department of Statistics. Her research spans econometrics, empirical macroeconomics, time series analysis, and big data methods, with a focus on factor models, missing data, and macroeconomic forecasting. She has developed influential datasets such as FRED-MD and FRED-QD, widely used in macroeconomic research. Her research interests include: High-dimensional econometric modeling Factor analysis and principal components Missing data and matrix completion Dynamic modeling of disasters and climate shocks Macroeconomic forecasting and nowcasting Structural vector autoregressions and DSGE identification Her recent publications (2021–2025) reflect a strong trend toward integrating machine learning and computational methods into econometric modeling, particularly in handling large datasets, imputing missing values, and analyzing the macroeconomic impact of climate and disaster shocks. She has also contributed to foundational work in uncertainty measurement and time-varying parameter models. Her scientific contributions are recognized through extensive publication in leading journals. While no specific awards are listed, her editorial and collaborative roles (e.g., with the Journal of Econometrics) indicate high standing in the profession. She advises doctoral students in economics and statistics, though no names are publicly listed. She has received funding from major institutions including the National Science Foundation and NIH for interdisciplinary research. Her work bridges econometrics with environmental and health economics, particularly in projects related to climate adaptation and disaster impacts. She maintains a laboratory-like research group focused on macroeconometric modeling and big data analysis, contributing to the development of tools for real-time economic monitoring and policy analysis.

Domenico Cuocoمشاهده پروفایل

دانشیار

• Financial Derivatives
• Portfolio Optimization
• Incomplete Markets
• +۴ مورد دیگر

Domenico Cuoco serves as Associate Professor of Finance at The Wharton School, University of Pennsylvania, where he has maintained a continuous faculty position since 1994. He previously held a visiting appointment at Universitat Pompeu Fabra in Spain. His academic credentials include: PhD in Finance, University of California at Berkeley (1994) MBA, University of California at Berkeley (1992) BS, Libera Università Internazionale degli Studi Sociali, Rome (1987) Cuoco's research centers on financial economics with emphasis on portfolio optimization under constraints, asset pricing in incomplete markets, and derivative securities. His work rigorously addresses stochastic income effects, market frictions, and equilibrium implications, particularly through dynamic modeling frameworks that incorporate real-world limitations like risk limits and restricted market participation. Analysis of his publication timeline reveals sustained focus on market microstructure and risk management, evolving from foundational equilibrium models in the late 1990s to sophisticated risk-limit applications in the 2000s. His research consistently bridges theoretical finance with practical implementation challenges, especially regarding VaR methodologies and delegated portfolio management. His professional recognition includes: University of Pennsylvania Greek System Outstanding Professor Award (1996) University of Pennsylvania MBA Excellence in Teaching Award (1970) Cuoco has significantly contributed to academic discourse through editorial roles at the Journal of Economic Theory (1997-present) and Review of Financial Studies (1998-present), though details of student supervision and research funding remain unspecified in available records. He maintains active involvement in institutional service through these editorial commitments.

• Data Analytics
• Statistical Learning
• Computational Science
• +۴ مورد دیگر

Giuseppe Brandi is an Assistant Professor in Data Science at Northeastern University London and an Honorary Research Fellow at Imperial College London's Centre for Climate Finance & Investment. His research focuses on DataMetrics, a discipline blending Data Analytics, Statistical Learning, and Computational Science to analyze complex systems, particularly in finance and climate contexts. He emphasizes adapting models to data rather than forcing data into pre-existing theoretical frameworks. Dr. Brandi's work spans Climate Data Science, Econometrics, and Quantitative Finance. He critiques rigid theoretical models and advocates for interdisciplinary methods to extract insights from multidimensional data. His recent publications explore multiscaling in financial systems, tensor-based decomposition for multidimensional data, and liquidity contagion in interbank markets. His articles highlight trends in financial risk assessment, systemic risk modeling, and the application of tensor methods to complex datasets. Notably, he develops tools like the DisaggregateTS package for time-series analysis and visual warning systems for financial anomalies. Despite these contributions, no scientific awards are explicitly mentioned in the provided texts. Dr. Brandi's advising and grant activities remain undocumented here, though his academic roles suggest involvement in student mentorship and collaborative research projects. His affiliation with Northeastern's global network positions him to engage with interdisciplinary teams across multiple campuses.

Markus K. Brunnermeierمشاهده پروفایل

استاد

• Resilience in Economic Systems
• Financial Crises and Liquidity
• Monetary Policy
• +۴ مورد دیگر

Markus K. Brunnermeier is the Edwards S. Sanford Professor of Economics at Princeton University, where he also directs the Bendheim Center for Finance. His research spans resilience, international financial markets, monetary theory, and macroeconomics, with a focus on bubbles, liquidity, financial crises, and digital money. A prolific author, his notable books include A Crash Course on Crises , The Resilient Society , and The Euro and the Battle of Ideas . Ph.D. from the London School of Economics (1999) Doctor honoris causa from the University of Regensburg (2022) Markus has pioneered concepts like liquidity spirals, CoVaR (a systemic risk measure), the Volatility Paradox, Financial Dominance, European Safe Bonds (ESBies), and the Reversal Rate. His work frequently intersects with policy, advising institutions like the IMF, Federal Reserve Bank of New York, European Systemic Risk Board, German Bundesbank, and U.S. Congressional Budget Office. His recent publications reflect a focus on systemic risk, digital currencies, and financial crises, spanning topics from the German hyperinflation to mobile money and blockchain economics. His work has been recognized with awards such as the Smith Breeden Prize, Sloan Fellowship, Guggenheim Fellowship, and the Germán Bernácer Prize.

• Financial Economics
• Systemic Risk
• Banking and Financial Regulation
• +۷ مورد دیگر

Viral V. Acharya is a Professor of Finance and the C.V. Starr Professor of Economics at New York University's Leonard N. Stern School of Business. He is affiliated with several leading research institutions, including the Centre for Economic Policy Research (CEPR), the European Corporate Governance Institute (ECGI), and the National Bureau of Economic Research (NBER). His research spans critical areas in financial economics, with a focus on systemic risk, financial regulation, banking stability, corporate governance, liquidity risk, sovereign debt, and the implications of unconventional monetary policy. His work frequently addresses real-world financial crises and regulatory challenges. The trends in his scholarly output reveal a consistent emphasis on understanding the interconnectedness between financial institutions and broader economic stability. His publications explore topics such as credit derivatives, shadow banking, securitization, market freezes, and climate-related financial risks, often combining theoretical models with empirical analysis to inform policy. Notable contributions include seminal papers on measuring systemic risk, the design of prudential regulation, the role of liquidity in asset pricing, and the real effects of sovereign debt crises. His recent work continues to address pressing issues such as banking stress in 2023 and the rise of shadow banking in China.

Anindya Royمشاهده پروفایل

استاد

• Time Series Analysis
• Nonparametric Bayesian Analysis
• High-dimensional Estimation and Inference
• +۳ مورد دیگر

Anindya Roy is a Professor of Statistics in the Department of Mathematics and Statistics at the University of Maryland, Baltimore County (UMBC). His research focuses on time series analysis, Bayesian methods, high-dimensional statistics, and applications in biomedical and engineering domains. He serves as an Area Editor for Statistical Analysis and Data Mining , and on editorial boards for Sankhya, Ser. A and Statistics in Medicine . His research interests include nonparametric Bayesian approaches, geometric constraints in statistical models, and sequential experimental design. He has received research funding from the National Science Foundation (NSF DMS–2210282). Recent work addresses privacy-preserving data synthesis, causal inference in time series networks, and fetal growth modeling. Key contributions include methodologies for high-dimensional time series with directed acyclic graphs, Bayesian approaches for relational graph estimation, and statistical techniques for medical applications such as cyclotron ion source development and cervical cancer screening risk prediction. Notable collaborative efforts involve proteomic analysis of chemical mixtures, oncology trial design, and biomarker studies. His work bridges theoretical statistics with applied problems in health sciences and engineering, emphasizing interdisciplinary impact.

Terri Duhonمشاهده پروفایل

پژوهشگر ارشد

• Derivatives
• Credit Derivatives
• Financial Trading
• +۳ مورد دیگر

Terri Duhon serves as an Associate Fellow at Saïd Business School, University of Oxford, where she teaches on the MBA and MSc in Financial Economics programmes while maintaining high-level non-executive board positions including Non-Executive Chair of Morgan Stanley Investment Management Ltd., Non-Executive Director at Morgan Stanley International (Risk Committee Chair), Rathbones plc (Risk Committee Chair), and Wise plc. Her academic foundation includes a Mathematics degree from MIT, followed by a decade as a derivative trader at J.P. Morgan where she co-developed global credit derivatives markets (documented in Fool's Gold ), and later founded a consulting firm providing expert witness services during the credit crisis. Research and Industry Focus Ms. Duhon's expertise spans critical financial domains: Derivatives structuring and credit risk modeling Real-time portfolio management with equity, debt, and FX exposures Algorithmic trading strategies and execution systems Value-at-Risk (VaR) and scenario analysis under leverage Fintech innovation in global payment infrastructure Post-crisis unwinding of complex financial products She leads an experiential eight-week trading course where students build and stress-test portfolios, and contributes to Oxford's Algorithmic Trading Programme exploring technology-driven market strategies. Professional Leadership Author of How the Trading Floor Really Works , she previously served on CHAPS Co and Operation Smile boards, and co-founded the Prince’s Trust Women’s Leadership Group.

• Financial Markets
• Cryptocurrency Analysis
• Corporate Investment
• +۳ مورد دیگر

Dr. TANIA KLAYME is a Lecturer in the Department of Banking and Finance at Eastern Mediterranean University, affiliated with the School of Business and Finance. She holds a PhD in Finance (2018–2024, Eastern Mediterranean University), an MS in Accounting and Finance (2017, Balamand University), and a BA in Banking and Finance (2015, Balamand University). Her research interests span Financial Markets, Cryptocurrency Analysis, Corporate Investment, Risk Management, Economic Uncertainty, and Art Market Analysis. Recent work focuses on topics like cryptocurrency-energy market dynamics, pandemic impacts on corporate investment, and art market risk modeling. She is based in Office BE011 and reachable at tania.klayme@emu.edu.tr.

• Macroeconometrics
• Time Series Econometrics
• Forecasting
• +۳ مورد دیگر

Giovanni Angelini is an Associate Professor in the Department of Economic Sciences at the University of Bologna. His research focuses on macroeconometrics, time series analysis, forecasting methodologies, and quantitative sport economics. He holds a permanent position and is affiliated with the Department of Economic Sciences, contributing to both academic research and teaching in economics. Research interests include advanced econometric techniques for analyzing macroeconomic trends, climate change impacts on public perception, and applications of stochastic models to tourism and sports economics. Notable recent work explores price competition dynamics in tourism, extreme event forecasting using Poisson autoregressions, and the identification of structural economic shocks via proxy-SVAR approaches. His publications span topics like DSGE model validation, uncertainty spillovers in the Euro area, and forecasting methodologies in cryptocurrency markets. He is actively engaged in methodological advancements in structural vector autoregressions and bootstrap testing for macroeconomic models.

Radosław Pietrzykمشاهده پروفایل

استاد

• Financial Risk Management
• Cryptocurrency Markets
• Econometrics
• +۳ مورد دیگر

Dr hab. Radosław Pietrzyk, prof. UEW, is a Professor at the Department of Financial Investments and Risk Management within the University of Economics in Wrocław. His research focuses on financial risk management, household financial planning, cryptocurrency markets, and econometric modeling. He specializes in developing integrated risk models for households, evaluating Value at Risk (VaR) forecasts, and analyzing market dynamics during crises such as the subprime mortgage collapse, the global pandemic, and geopolitical conflicts like the Russo-Ukrainian war. His work often intersects with practical applications, including stress testing financial instruments, optimizing investment portfolios, and assessing mutual fund performance in Polish and global markets. Pietrzyk’s methods emphasize statistical rigor, with contributions to Divisia Index applications for stock exchange analysis and multi-objective optimization frameworks for household financial goals. Recent articles highlight his exploration of green bonds’ governance effectiveness and cryptocurrency exchange rate volatility. His research frequently addresses longevity risk, risk aversion in retirement planning, and the integration of environmental factors into financial decision-making. Pietrzyk maintains active academic engagement, offering consultations via email (radoslaw.pietrzyk@ue.wroc.pl) and through Microsoft Teams. His consultancy hours are Monday 8:00-9:30 AM. He collaborates with external institutions and contributes to the academic community through platforms like ResearchGate and ORCID.

Fernando Heineck Comiranمشاهده پروفایل

دانشیار

• Earnings Management
• Accounting Fraud
• Voluntary Disclosure
• +۴ مورد دیگر

Associate Professor Fernando Heineck Comiran is a faculty member at the University of San Francisco, specializing in accounting and finance. His research focuses on earnings management, accounting fraud, voluntary disclosure, and security valuation. He examines how disclosure impacts stock returns and explores market reactions to natural disasters. Prior to academia, he worked as an engineer optimizing telecom networks in Brazil. Ph.D. in Business Administration (Accounting) from UC Berkeley (2014) M.Sc. in Finance and Accounting from Federal University of Rio Grande do Sul (2009) B.S. in Electrical Engineering from Federal University of Rio Grande do Sul (2005) His research integrates real-world applications with academic inquiry, particularly analyzing individual investor behavior and corporate incentives. Recent work includes studies on subprime crisis impacts on oil companies and currency risk management using VaR models.

Ilaria Periمشاهده پروفایل

مدرس

• Mathematical Finance
• Quantitative Finance
• Financial Risk Management
• +۳ مورد دیگر

Ilaria Peri is a Lecturer in Quantitative Risk and Financial Data Science at the Department of Economics, Mathematics & Statistics within Birkbeck Business School, Birkbeck, University of London. She holds a PhD in Mathematical Finance from the University of Milan-Bicocca (2012) and a BSc in Economics and Finance from the same institution (2004). Prior to academia, she worked in risk management and banking operations at Deloitte Consulting Italy (2005–2009). Her research focuses on risk measures theory, applications to financial stability, and machine learning in sustainable finance. Notable areas include lambda quantiles, backtesting frameworks, and dynamic tail risk modeling. She currently supervises two doctoral students and teaches modules on Credit Risk Management and Financial Data Science with Python. Administrative roles include Programme Director for MSc Finance and MSc Banking and Finance (since 2024) and Dual Degree Lead for the University of Milan-Bicocca. Her work bridges theoretical mathematics with practical financial applications, emphasizing real-world problem-solving.

Florian Huberمشاهده پروفایل

استاد

• Bayesian Econometrics
• Macroeconomics
• State Space Modeling
• +۳ مورد دیگر

Florian Huber is a Professor of Economics and Vice-Head of the Department of Economics at the University of Salzburg. His research focuses on Bayesian macroeconometrics, particularly large-scale non-linear multivariate time series modeling. He has published in top journals such as the Journal of Econometrics and the Journal of Applied Econometrics. His work integrates machine learning and nonlinear methods to analyze macroeconomic dynamics and uncertainty. Huber serves as a Scientific Consultant to the Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), and European Commission. He holds roles as Associate Editor of Macroeconomic Dynamics, Senior Scientist at the International Institute for Applied Systems Analysis (IIASA), and Research Fellow of Bocconi University’s Baffi Center. His accolades include the 2024 Kurt-Zopf-Förderpreis and Fellow status in the Society for Economic Measurement. Research interests span Bayesian econometrics, state space modeling, forecasting, and financial spillovers. His recent work addresses topics like growth-at-risk, nonlinear VAR models, and real-time inflation forecasting. Huber’s contributions bridge theoretical econometrics with policy-relevant analysis, emphasizing the integration of big data and structural models.