جست‌وجوی استاد و پژوهشگر

Yunran Weiمشاهده پروفایل

استادیار

• Quantitative Risk Management
• Actuarial Science
• Mathematical Finance
• +۴ مورد دیگر

Yunran Wei is a Tenure-track Assistant Professor at the School of Mathematics and Statistics, Carleton University. His research focuses on Quantitative Risk Management, Actuarial Science, Mathematical Finance, and FinTech/InsurTech. He holds a Ph.D. in Actuarial Science from the University of Waterloo, with supervisors Ruodu Wang and Gord Willmot, and has earned credentials including the Associate of the Society of Actuaries (ASA). Education: Ph.D. in Actuarial Science, University of Waterloo (Supervisors: Ruodu Wang, Gord Willmot) MMath in Statistics, University of Waterloo (Supervisor: Carole Bernard) BMath, Double Major in Pure Mathematics and Mathematical Finance, University of Waterloo Research Interests: Dr. Wei’s work bridges theoretical advancements in risk management and practical applications in financial markets. His research explores Cryptocurrency Market Risk , Risk Sharing Mechanisms , and Statistical Methods for Actuarial Applications . Recent projects analyze vulnerability in financial systems using conditional risk measures and investigate optimal allocations under heterogeneous beliefs. Awards & Funding: NSERC Discovery Grant (2023–2028) James C. Hickman Scholar Fellowship (2018–2019) Grants & Advising: As sole PI of NSERC grants totaling $39,500 CAD annually, Dr. Wei leads research teams focusing on risk analytics. His advising includes collaborations on cryptocurrency risk modeling and parametric risk measures. Professional Activities: Active contributor to journals like Mathematical Finance and Insurance: Mathematics and Economics , with a focus on advancing quantitative methods in finance and insurance.

• Financial Economics
• Portfolio Optimization
• Stochastic Dominance
• +۵ مورد دیگر

Professor Wing-Keung Wong is a distinguished academic at the Department of Finance, Asia University . With over 187 scholarly papers and 638 citations, his work spans critical areas in financial economics and quantitative finance. Current affiliation: Asia University, Department of Finance Past affiliations: National University of Singapore, Chinese University of Hong Kong, Erasmus University Rotterdam Research Themes include: Portfolio optimization and stochastic dominance theory Market efficiency analysis across diverse financial instruments Behavioral finance and investor decision-making models Risk measurement with VAR and CVaR frameworks International financial market integration studies Quantitative trading system development Key Article Trends reveal consistent focus on empirical finance, mathematical modeling, and decision science applications in portfolio management and market anomalies.

Keying Yeمشاهده پروفایل

استاد

• Bayesian inference
• Objective Bayesian analysis
• Normalized power Bayesian analysis
• +۷ مورد دیگر

Keying Ye is a Professor of Statistics in the Department of Management Science and Statistics at The University of Texas at San Antonio (UTSA), part of the Alvarez College of Business. Previously, he held positions at Virginia Tech (1990–2005) and Shanghai Jiaotong University (1985). He earned his Ph.D. in Statistics from Purdue University, an M.S. in Mathematics from the Institute of Applied Mathematics at Academia Sinica (China), and a B.S. in Mathematics from Fudan University (China). Research Interests : Bayesian inference and methods, objective Bayesian analysis, normalized power Bayesian analysis, clinical trial design (e.g., Continual Reassessment Method), variable selection, Bayesian model averaging, and applications in biostatistics, cyber security, environmental science, and experimental design. He currently serves as an Associate Editor for Bayesian Analysis . His teaching spans courses such as Bayesian statistics, regression analysis, statistical learning, and advanced inference methods. His publications focus on methodological advancements and applied statistical solutions in diverse fields.

• Time Series Analysis
• Financial Econometrics
• Volatility Modeling
• +۵ مورد دیگر

Professor Shelton Peiris is an Associate Professor at the School of Mathematics and Statistics , University of Sydney , where he has been since 1990. He holds visiting appointments at institutions worldwide, including University of Waterloo , University of Manitoba , and University of Malaya . Currently, he serves as Sub Dean (Student Affairs) in the Faculty of Science and coordinates interdisciplinary teaching with the School of IT for MIT/MDS degrees. His research focuses on time series analysis, financial econometrics, and technology integration in statistics education. Education: PhD in Statistics, Monash University , 1987 Shelton's research interests include statistical analysis of stationary and non-stationary time series, theory and applications of estimating functions, financial time series modeling, saddlepoint and Edgeworth approximations, and exploring technology's role in statistics education. He is a member of the Statistics Research Group at the University of Sydney and leads projects in financial econometrics, generalized autoregressive models, and nonlinear time series analysis. Recent publication trends highlight his work in financial econometrics, particularly volatility and duration modeling, stochastic processes, and hybrid forecasting methods combining traditional statistical techniques with machine learning advancements like GANs and neural networks. His collaborations span Australia, Canada, Malaysia, and Indonesia, with notable grants including ARC Linkage and University of Malaya Research Grants . Scientific Awards: 2012: Faculty of Science Teaching Citation 2011: Bronze Medal, University Putra Malaysia 2007: Bronze Medal, University Putra Malaysia 1983: Monash University Graduate Scholarship Elected Member, International Statistical Institute (ISI) Fellow, Royal Statistical Society (FRSS) Honorary Fellow, Institute of Applied Statistics, Sri Lanka (FIASSL) Current Research Students: Leonard Mushunje - High-Dimensional Financial Functional Time Series Data Grants: ARC Linkage Grant (2005-2007): Modelling Stock Market Liquidity ARC Bridging Grant (2012-2014): Financial Duration Modeling University of Malaya Research Grants (2011-2015): Volatility Models, GARCH MOHE Malaysia Grant (2013-2015): Robust Control Charts Professor Peiris contributes to editorial boards such as the Journal of Statistical Computation & Simulation and Sri Lankan Journal of Applied Statistics . His teaching roles include MATH1015 (Statistics for Life Science) , MATH1905 (Statistics Advanced) , and advanced honors courses in time series analysis.

Yuanhua Fengمشاهده پروفایل

استاد

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

Prof. Dr. Yuanhua Feng leads the Chair of Econometrics and Quantitative Methods at the University of Paderborn 's Faculty of Business Administration and Economics , focusing on Financial and Economic Data Science . His research includes semiparametric modeling of seasonal time series, long memory processes, spatial time series, and machine learning hybrids. Doctoral supervision for Sebastian Letmathe (2023), Bastian Schäfer (2022), Xuehai Zhang (2018), and others Teaching courses: Econometrics, Financial Econometrics & Quantitative Risk Management Research areas emphasize: Semiparametric GARCH/ACD models for risk management Non-negative financial process forecasting Spatial time series with long memory Hybrid time series/machine learning models Recent publications focus on: Risk measurement with long-memory GARCH Spatial volatility modeling Box-Cox transformed models DeSeaTS seasonal decomposition Notable collaborations include DFG projects and joint PhD supervision with Chinese institutions. Teaching materials integrate R packages like smoots , rugarch , and custom tools for VaR/ES applications.

• Financial Econometrics
• Time Series Analysis
• Statistics
• +۳ مورد دیگر

Christian Francq is a Professor in Applied Mathematics with dual affiliations at ENSAE-CREST (École Nationale de la Statistique et de l'Administration Économique - Center for Research in Economics and Statistics) and the University of Lille (specifically University Charles-de-Gaulle Lille 3). He joined ENSAE-CREST in September 2011 on secondment while maintaining his position at the University of Lille where he has been a full Professor since September 2002. His academic career began as an Assistant Professor in Applied Mathematics at University Lille I from 1990 to September 1998, followed by a position as full Professor of Mathematics at the University Littoral-Côte d'Opale from September 1998 to September 2002. Professor Francq's research focuses on Financial Econometrics , Time Series Analysis , and Statistics , with particular expertise in GARCH models, volatility modeling, and risk measurement. His work bridges theoretical statistical developments with practical financial applications, making significant contributions to the understanding of financial time series and risk modeling. He has developed advanced methodologies for estimating and testing GARCH-type models, addressing challenges related to non-stationarity, moment conditions, and model specification. His recent publications demonstrate a strong focus on advancing the theoretical foundations of time series analysis while maintaining relevance to financial applications. Key themes include conditional heteroskedasticity modeling, systemic risk measurement, volatility estimation, and the development of robust statistical inference procedures for financial time series. His work often addresses the challenges of working with real financial data, including non-stationarity, heavy-tailed distributions, and complex dependence structures. Professor Francq has been actively involved in major research projects including the ANR project MLforRisk (ANR-21-CE26-0007) and previously completed ANR projects MultiRisk and Econom&Risks. These projects focused on econometric methods for multiple risk modeling and contributed to the development of reproducible research platforms like Exec&Share and RunMyCode. He has extensive teaching experience in advanced statistical and financial courses including GARCH and stochastic volatility models, Linear Time Series, and Risk measures. His book on GARCH modeling represents a significant contribution to the field, providing comprehensive coverage of both theoretical foundations and practical applications of GARCH models. Professor Francq collaborates extensively with researchers across Europe and has co-authored numerous papers with prominent scholars in econometrics and statistics. His work has been presented at major international conferences and published in top-tier journals in econometrics and statistics.

• Econometrics
• Time Series Analysis
• Macroeconomic Forecasting
• +۴ مورد دیگر

Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at the Princeton University Department of Economics . His research focuses on macroeconomic time series analysis , with particular emphasis on dynamic factor models , inflation forecasting , and structural vector autoregression methods. Research Interests : Watson's work addresses fundamental econometric challenges in Time series modeling under structural instability Robust inference for nonstationary data Macroeconomic forecasting techniques Analysis of business cycle dynamics Cointegration and unit root testing Monetary policy and inflation relationships Publication Trends show expertise in high-dimensional forecasting , factor models , and robust statistical methods applied to macroeconomic data. His collaborative work with James H. Stock has become foundational in modern econometric practice. Technical Contributions include development of New index construction for economic indicators Software tools for cointegration analysis Replication frameworks for empirical research Available through Princeton University servers.

• Financial Risk Management
• Corporate Finance
• SME Finance
• +۶ مورد دیگر

Prof. Luca Erzegovesi is a Full Professor at the Department of Economics and Management, University of Trento. He holds academic positions in the Faculty of Economics and Commerce, specializing in financial systems and risk management. With a 1980 degree from Bocconi University, he has served in academic roles since 1980, advancing from researcher to full professor by 1994. His research focuses on financial risk management, SME financing, and financial engineering. Education: 1980: Degree in Business Economics from Luigi Bocconi University Research Interests: Prof. Erzegovesi explores financial risk management frameworks, corporate finance strategies for SMEs, and innovative fintech solutions. His work integrates quantitative models with practical financial instruments, including interest rate risk management and asset-liability management. Recent projects include SME financing through guarantee consortia and network-based financial solutions. Notable Research Activities: Coordinated EU-funded projects on monetary policy impacts and SME risk management. Developed DIVES software for Monte Carlo simulations in enterprise risk assessment. Authored seminal works on agricultural credit systems and financial engineering principles. Advising & Grants: MIUR-funded project on SME risk management (2001-2002) Provincia Autonoma di Trento project on financial software development (1991-1993) Consulted Banca d'Italia on securities regulation and Mediocredito Trentino on strategic ALM Labs/Teams: Co-founded Larix, a financial software firm developing risk assessment tools. Currently developing network-based solutions for SME finance through interdisciplinary research.

Hamid Arianمشاهده پروفایل

استادیار

• Financial AI
• Algorithmic Trading
• Risk Management
• +۴ مورد دیگر

Hamid Arian is an Assistant Professor in the School of Administrative Studies at York University, specializing in finance. His research focuses on quantitative methods in finance, including derivatives pricing, risk management, and machine learning applications in algorithmic trading. Education: PhD in Mathematical Finance, University of Toronto MSc and BSc in Pure Mathematics, Sharif University of Technology CFA charter from CFA Institute, USA FRM charter from GARP, USA Arian's research spans environment and sustainability management, derivatives securities, risk management, financial AI, algorithmic trading, and fintech. His recent publications demonstrate extensive work on portfolio optimization, neural networks for financial modeling, and advanced statistical methods for risk assessment. Articles predominantly explore machine learning innovations in finance, showing consistent focus on robust modeling techniques for derivatives pricing, risk quantification, and algorithmic trading systems.

• Game Theory
• Economic Theory
• Sport Management
• +۱۲ مورد دیگر

Kjetil Kåre Haugen is a Professor in logistics and sport management at Molde University College, Faculty of Business Administration and Social Sciences. His research spans game theory, economic theory, and algorithmic development with applications in sports—particularly football—focusing on doping, gambling, corruption, and uncertainty of outcome. He is an active member of the Sport Management Research Group (SpM). Research Interests: Haugen’s work integrates economic modeling and game theory to analyze sports phenomena such as doping behavior, tournament design, referee decisions (e.g., VAR), and fan engagement. He also explores philosophical and satirical dimensions of economics and academia, often publishing critiques of higher education systems and performance metrics. The recent articles (2020–2025) demonstrate a strong trend in applying mathematical and game-theoretic models to real-world sports issues, especially in football. Topics include cheating detection in chess, doping incentives, penalty kick dynamics, and the economic implications of tournament structures. His interdisciplinary approach bridges economics, computer science, and sports science, with a recurring emphasis on fairness, integrity, and strategic behavior. Scientific Contributions: Extensive publication record in journals like Mathematics for Applications , Scientometrics , and Sports Economics Review . Author of books on event logistics and game theory in soccer. Regular contributor to public discourse via Panorama , Subjekt.no , and The Guardian . Advising and Public Engagement: While no formal students are listed, Haugen frequently collaborates with researchers such as Knut Peder Heen, Harry Arne Solberg, and Alex Krumer. He actively engages in academic and public debates on sports policy, higher education reform, and ethical issues in research. His work has not been linked to specific grants in the provided text, but his consistent output suggests ongoing research activity. Laboratories and Teams: He is affiliated with the Sport Management Research Group (SpM) at Molde University College, which serves as his primary research team for interdisciplinary projects in sports economics and management.

Kudbeddin Şekerمشاهده پروفایل

دانشیار

• Financial Markets and Institutions
• Investments and Portfolio Management
• Islamic Finance
• +۴ مورد دیگر

Assoc. Prof. Kudbeddin Şeker is an academic at Dumlupınar University's School of Applied Sciences, Department of Insurance and Risk Management. He holds a PhD in Accounting and Finance from İnönü University (2018). His academic career includes roles as Doctor Lecturer (2019–present) and Associate Professor (2023–present). Previously, he served as Deputy Director of Tax Office (2013–2019) and Revenue Specialist (1998–2013) within the Ministry of Finance. Education: Associate Degree in Accounting and Tax Applications, Dicle University (1993) Bachelor's in Business Administration, Süleyman Demirel University (1997) Master's in Business Administration, Süleyman Demirel University (2006) PhD in Accounting and Finance, İnönü University (2018) Research Interests: Focuses on financial markets, portfolio management, Islamic finance, and volatility analysis. His work bridges macroeconomic policy analysis with financial instrument evaluation, emphasizing practical applications of accounting standards (e.g., IFRS, TMS). Active in publishing textbooks on financial performance and Islamic institutions. Publications & Conferences: Authored/co-authored over 20 books and peer-reviewed articles. Recent works include volatility spillover analysis in cryptocurrency markets and causal relationships between stock market values and GDP. Presented at international conferences on participation banking efficiency and panel data methodologies. Languages: Proficient in English (UDS 60, YÖKDİL 65 scores).

• Corporate Finance
• Banking and Financial Institutions
• Corporate Governance
• +۹ مورد دیگر

Iftekhar Hasan is the E. Gerald Corrigan Professor of Finance at the Gabelli School of Business, Fordham University. He holds significant research affiliations with the Bank of Finland and the University of Sydney, reflecting his international academic presence. His scholarly work spans corporate finance, banking, governance, ESG, and FinTech. His research interests include corporate governance, financial regulation, banking efficiency, tax aggressiveness, social capital, and the impact of technology on monetary policy. He frequently publishes in top journals such as Journal of Financial Economics , Contemporary Accounting Research , and Review of Accounting Studies . His recent publications (2020–2025) focus on climate-related disclosures, WealthTech, technological innovation in banking, and corporate culture. These works reveal a strong emphasis on sustainability, digital transformation, and behavioral aspects of finance. His scientific impact is evident through his SSRN rankings: Top 349 in downloads and Top 355 in citations, with over 96,000 downloads and 1,980 citations across 292 papers. He collaborates extensively with researchers globally, particularly in Europe and Asia. He has advised or co-authored with numerous junior scholars, including Qiang Wu, Bill Francis, Chun Keung Hoi, and Xian Sun, indicating a strong mentorship role. He is involved in research on SME lending, competition policy, and financial inclusion, often supported by institutions like the Bank of Finland and ECB. He is associated with research teams focusing on financial stability, banking in transition economies, and digital finance. His work frequently appears in BOFIT, BIS, and ECB working paper series, suggesting institutional grant support and policy relevance.

Andrea Mintoمشاهده پروفایل

استاد

• Financial Regulation
• European Economic Law
• FinTech
• +۱۳ مورد دیگر

Andrea Minto is a Professor at the University of Stavanger (UiS) School of Business and Law, Department of Accounting and Law. He also holds the Chair in Digitalisation in EU Financial Studies (EUDIFIN) at Ca’ Foscari University of Venice, funded by the European Commission. He serves as Of Counsel at Annunziata&Conso Law Firm in Milan and as a Senior Policy Adviser and External Researcher at the Deutsche Bundesbank Eurosystem, focusing on financial stability, FinTech, and regulatory reform. His research lies at the intersection of Law, Economics, and Finance, with a focus on European and comparative financial regulation, corporate governance, anti-money laundering (AML), and financial innovation. Key areas include crypto-assets, regulatory arbitrage, decentralized finance (DeFi), and systemic risk. His work has been published in leading journals such as Journal of Financial Regulation , Capital Markets Law Journal , and European Company and Financial Law Review . His recent publications reveal a consistent focus on digital finance regulation, particularly MiCAR, PSD2, crypto-exchange platforms, and internal governance in AML frameworks. He explores regulatory coordination, systemic risks, and the legal challenges posed by new financial technologies. Themes of institutional design, compliance challenges, and policy reform are central across his scholarly output. Scientific awards and fellowships include: BIS Fellowship (twice) at the Bank for International Settlements SIEMENS Integrity Initiative Fellowship at IACA PMFCFS research grant at the Prince Mohammad Bin Fahd Center for Futuristic Studies Andrea has advised numerous financial supervisors and international organizations, including Deutsche Bundesbank, De Nederlandsche Bank, Bank of Italy, Norges Bank, European Banking Authority, Bank for International Settlements, and the International Anti-Corruption Academy. He previously served as Assistant Professor at Utrecht University and as a part-time Associate Professor at the University of Southern Denmark, where he coordinated Law & Economics programs. He has also worked as an Associate at CHIOMENTI Law Firm in regulatory and financial law. While not explicitly mentioned, his affiliations with research centers and policy institutions suggest active participation in research teams and policy advisory groups focused on financial regulation and digital innovation.

Paola Zerilliمشاهده پروفایل

مدرس ارشد

• Financial Econometrics
• Energy Derivatives
• Energy Economics
• +۳ مورد دیگر

Dr. Paola Zerilli is a Senior Lecturer in the Department of Economics at the University of York. She serves as Programme Director for the MSc Financial Engineering and Scientific Coordinator of EU-funded projects like XPRESS and SUPER-i. Her research focuses on applied financial econometrics, energy derivatives, and green finance, with projects addressing renewable energy adoption and energy efficiency in public-private partnerships. Education: BA (Bocconi University) MSc (Boston University) PhD (Boston University) Her research interests include energy economics, financial risk modeling, and the application of econometric methods to energy markets. She has contributed to projects like XPRESS (enhancing green procurement in EU regions) and SUPER-i (advancing energy efficiency in social housing through PPPs). Dr. Zerilli teaches courses such as Principles of Corporate Finance and Financial Engineering, and her work bridges academic research with practical financial tools for sustainable development. She coordinates multiple EU H2020 projects, including SUPERSHINE and MARINEWIND, aimed at fostering innovation in renewable energy and marine wind technologies. Her advisory roles include graduate admissions for MSc Economics and Finance programs. Projects and Grants: XPRESS (EU H2020): Green Public Procurement and Renewable Energy Integration SUPER-i (EU H2020): Energy Efficiency Refurbishment in Social Housing

Shuba Srinivasanمشاهده پروفایل

استاد

• Strategic Marketing
• Financial Performance
• Econometrics
• +۳ مورد دیگر

Shuba Srinivasan is the Adele and Norman Barron Professor of Management and Professor of Marketing at Boston University's Questrom School of Business. Her research bridges marketing strategy with financial performance, leveraging advanced econometric techniques like time-series analysis. She has held editorial board roles at Marketing Science Journal of Marketing Research International Journal of Research in Marketing and mentored doctoral students at BU, University of Groningen, UCLA, and UCR. Her educational background includes PhD (1995) - University of Texas at Dallas MBA (1988) - Indian Institute of Management MS (1986) - Indian Institute of Technology Research interests focus on modeling marketing-finance linkages, particularly how brand reputation , advertising , and sociopolitical risks affect firm value. Her recent work uses VAR models and algorithm aversion analysis to quantify marketing's strategic impact. Scientific recognition includes 2010 Broderick Prize M/A/R/C Outstanding Doctoral Student Award She combines academic rigor with industry experience, having consulted for diverse companies while maintaining active roles in marketing research and education.