جست‌وجوی استاد و پژوهشگر

Christoph Freiمشاهده پروفایل

استاد

• Quantitative Finance
• Risk Management
• Mathematical Economics
• +۴ مورد دیگر

Christoph Frei is a Professor and Chair of the Department of Mathematical and Statistical Sciences at the University of Alberta. He holds a PhD in mathematical finance from ETH Zurich and previously worked as a researcher at École Polytechnique in Paris. His research focuses on quantitative finance, risk management, and mathematical economics, with applications to algorithmic trading, credit risk, and digital currencies. Education: PhD in Mathematical Finance, ETH Zurich Postdoctoral Researcher, École Polytechnique (Paris) Bachelor/Master in Mathematics, ETH Zurich His work bridges academia and industry through collaborations with institutions like ATB Financial, Canadian Western Bank, and the Federal Reserve System. Key research interests include over-the-counter markets, financial regulation, and machine learning applications in risk prediction. Frei has received notable recognition, including the Best Paper in Asset Pricing Award (2019). Current industry partnerships include AI-driven customer risk prediction projects with ATB Financial and credit risk analysis with Canadian Western Bank. He actively contributes to professional organizations like PRMIA Edmonton and advises on financial technology innovation. Research grants come from NSERC, SSHRC, and Mitacs. His consulting roles have spanned risk modeling at UBS and Credit Suisse, emphasizing practical applications of theoretical frameworks.

• Corporate Finance
• Banking
• Macroeconomics with Financial Frictions
• +۳ مورد دیگر

Konrad Adler is an Assistant Professor at the School of Finance, University of St. Gallen. He earned his PhD in 2019 from Toulouse School of Economics and held a PostDoc position at the University of Bonn (2020-2023) within the Finance Group. His research focuses on Corporate Finance, Banking, and Macroeconomics with Financial Frictions. His recent publications address passive investing, financial covenants, green finance, globalization, and overlapping ownership. These works span keywords like Finance, Economics, Sustainability, and International Business, with subfields including Loan Spreads, Risk Assessment, Environmental Economics, and Market Competition. Dr. Adler’s office is located at Büro 51-4007, Unterer Graben 21, 9000 St. Gallen. No scientific awards or student advising details are explicitly mentioned in the provided texts.

Gavin Schwarzمشاهده پروفایل

استاد

• Organizational Change
• Organizational Failure and Inertia
• Virtual Teams
• +۲ مورد دیگر

Gavin Schwarz is a Professor and Head of School at the School of Management and Governance within the UNSW Business School . He specializes in organizational change , organizational failure and inertia , and the dynamics of virtual teams , with a focus on how organizations fail during change processes and how to develop applied strategies for change management . His work spans diverse sectors including healthcare, technology, and education, with publications in leading journals such as Academy of Management Learning and Education and Administrative Science Quarterly . Education : PhD in Management (University of Queensland), MPhil (Hons) in Management (University of Auckland), BA in Management and English (University of Auckland). Grants : 2020 Brock University grant for "University communication in times of COVID-19" , 2020 UNSW Medicine grant for "Translation and change: Embedding effective change management in health" , and earlier Australian Research Council and Gordon J. Samuels Fellowship awards. His research explores the development of knowledge in organizational theories , with an emphasis on collective responses to change , HR management during crises , and technology strategy . He has contributed to understanding organizational communication , team innovation , and structural inertia . His 15 most recent publications cover topics from AI’s role in organizational change to pandemic-driven research adaptation, with keywords spanning management science , behavioral economics , and digital transformation . Scientific Awards 2021-2023 : Outstanding Reviewer Awards (Academy of Management Review) 2017-2020 : Best Reviewer Awards (Journal of Organizational Behavior) 2019, 2013, 2011 : Best Paper Finalist/Awardee (Academy of Management divisions) 2007, 2006 : Editorial Board Excellence (Academy of Management Journal) and Gordon J. Samuels Fellowship As an active supervisor in organizational change and HR development , his work supports healthcare innovation and digital transformation. He serves as Editor-in-Chief for the Journal of Applied Behavioral Science and is on the editorial boards of Academy of Management Review , Journal of Management , and Journal of Organizational Behavior . Contact: g.schwarz@unsw.edu.au

Lars Augestad Lochstoerمشاهده پروفایل

استاد

• Asset Pricing
• Asset Management
• Quantitative Finance
• +۵ مورد دیگر

Lars Augestad Lochstoer is a Professor of Finance at the UCLA Anderson School of Management, where he teaches Empirical Methods in Finance and Data Analytics and Machine Learning in the Master of Financial Engineering program. He previously held faculty positions at Columbia University and London Business School, and served on the Asset Allocation Advisory Committee for the Norwegian Sovereign Wealth Fund from 2016 to 2022. Dr. Lochstoer earned his Ph.D. in Finance from the University of California, Berkeley's Haas School of Business in 2005, following his Sivilingeniør Business Economics degree from the Norwegian University of Science and Technology in 1999. His research focuses on understanding the economic mechanisms that drive asset prices, including stock market return dynamics, cross-sectional stock returns, exchange rates, and commodity markets. He has made significant contributions to asset pricing literature, particularly in volatility expectations, risk-return tradeoffs, and currency risk. His publication record reveals a strong focus on behavioral aspects of asset pricing, with recurring themes of investor expectations, volatility dynamics, and market anomalies. His work often combines theoretical models with empirical evidence, frequently incorporating quantitative methods and data science approaches. Recent publications show increasing attention to currency risk and multi-horizon risk-return relationships, reflecting evolving market conditions and research interests. EFA Viz Risk Management Prize for best paper in Energy Markets, Securities and Prices (2009) Michigan Ross School of Business Mitsui Finance Symposium Best Discussant Award (2012) UCLA Anderson Excellence in Teaching Award (2017, 2020, 2021) RFS Distinguished Referee Award (2021) As an active member of the academic finance community, Lochstoer serves as an associate editor for the Review of Finance and the Critical Finance Review, having previously served in the same capacity for the Review of Financial Studies. His professional service includes committee roles in major finance associations and extensive reviewing for top finance and economics journals. He has also contributed to practical finance through his service on the Asset Allocation Advisory Committee for the Norwegian Sovereign Wealth Fund.

• Monetary Policy
• International Finance
• Central Banking
• +۷ مورد دیگر

Professor Georgios Chortareas is a Professor of Economics at King's Business School, part of King's College London. He serves as Director of the Data Analytics for Finance and Macro Research Centre and is affiliated with the Qatar Centre for Global Banking & Finance. His research focuses on monetary policy, international finance, central banking, exchange rate economics, and fiscal policy coordination. He has contributed to understanding real exchange rates, current accounts, banking efficiency, and the impact of quantitative easing on stock markets. Affiliations : Data Analytics for Finance and Macro Research Centre, Qatar Centre for Global Banking & Finance His work bridges theoretical and applied economics, with notable contributions on policy conflict resolution in monetary unions, volatility-growth linkages, and the role of central bank interventions. He has published extensively in journals like the Journal of Economic Behavior and Organization, European Journal of Political Economy, and International Journal of Finance and Economics. Research highlights include analyzing fiscal leadership strategies in monetary unions, the asymmetric New Keynesian Phillips Curve, and the effects of financial development on economic growth. His studies often employ advanced econometric techniques to address policy-relevant questions.

Valentyn Panchenkoمشاهده پروفایل

استاد

• Financial Econometrics
• Time Series Analysis
• Dependence Measures and Copulae
• +۱۱ مورد دیگر

Professor Valentyn Panchenko is a leading academic in Economics at the UNSW Business School, specializing in advanced econometric methodologies and financial modeling. Holding a PhD from the University of Amsterdam and an MPhil from the Tinbergen Institute, his research bridges theoretical econometrics with real-world financial applications, emphasizing big data analysis, network structures, and dependence modeling in economic systems. His expertise spans financial econometrics, time series analysis, non-parametric statistics, and agent-based economic simulations. He focuses on Granger causality, model evaluation, structural economic modeling, and bounded rationality with heterogeneous agents. His work has secured significant grants including ARC Discovery Projects and DECRA fellowships, enabling cutting-edge research on market dynamics and economic interactions. Professor Panchenko's publications appear in top-tier journals like the Journal of Econometric Theory, AEJ: Micro, Journal of Economic Dynamics & Control, and Journal of Banking & Finance. His methodological contributions include novel approaches to copula-based forecasting, nonlinear causality testing, and evolutionary learning models in strategic economic environments. While specific student advising details aren't provided, his research leadership demonstrates sustained impact across econometric theory, financial markets, and experimental economics.

Simon Carnمشاهده پروفایل

استاد

• Volcanology
• Remote Sensing
• Atmospheric Chemistry
• +۵ مورد دیگر

Simon Carn is a Professor in the Department of Geological and Mining Engineering and Sciences at Michigan Technological University, specializing in satellite-based monitoring of volcanic degassing and atmospheric pollution. His work leverages NASA satellite constellations to quantify sulfur dioxide emissions and their climate impacts. Education: PhD in Volcanology from Cambridge University MS in Volcanology and Magmatic Processes from Université Blaise Pascal BA in Earth Sciences from Oxford University Research Focus: Carn pioneers the use of space-borne sensors like OMI and TEMPO to measure volcanic SO 2 , ozone, and other trace gases. His research bridges satellite observations with climate modeling to understand sulfate aerosol formation, volcanic cloud transport, and anthropogenic pollution sources. Key methodologies include DOAS/FTIR remote sensing, satellite-ground data validation, and aviation hazard mitigation systems. Publication Trends: Recent work (2023-2025) centers on high-cadence monitoring via geostationary satellites (TEMPO, DSCOVR/EPIC), analysis of major eruptions (Hunga Tonga, Raikoke), and extending 20+ years of global SO 2 records. Research emphasizes volcanic-climate interactions, eruption response protocols, and quantifying underreported passive degassing that affects climate models.

• Energy Finance
• Renewable Energy
• Sustainable Finance
• +۴ مورد دیگر

Christina Nikitopoulos Sklibosios is an Associate Professor in the Finance Discipline Group at the University of Technology Sydney (UTS) Business School. She specializes in energy finance, renewable energy economics, sustainable finance, and commodity markets. Her research focuses on analyzing price dynamics and volatility in energy markets, particularly addressing challenges posed by renewable energy integration, green bond markets, and climate transition risks. She has held leadership roles including Finance PhD Program Coordinator (2015–2023) and currently serves on the UTS Business School's Faculty Board and HDR Director (acting). Education: Doctoral and academic background in finance and energy economics (details not explicitly provided in texts). Her research projects include modeling electricity prices in Australia’s National Electricity Market (NEM), assessing renewable energy impacts on grid stability, and evaluating green bond premiums. Key grants include ARC grants on energy market volatility and climate risk (2010–2017), and recent awards such as the UTS Strategic Research Accelerator grant (2024–2025) for net-zero decision-making tools. Research interests span energy economics, sustainable finance mechanisms, and commodity market dynamics. She collaborates with international organizations like CEMA, IAEE, and AFFECT, and contributes to policy discussions on energy transition and financial market reforms.

• Finance
• Financial Economics
• Quantitative Finance
• +۳ مورد دیگر

Ke Xu is an Assistant Professor at the Department of Finance, Faculty of Business and Economics, University of Victoria. His research bridges finance, econometrics, and cryptocurrency, focusing on market microstructure, high-frequency trading, and price discovery mechanisms. He has extensively studied Bitcoin ETFs, fractional cointegration models, and machine learning applications in financial markets. Key Research Areas: Market Microstructure High-Frequency Trading Cryptocurrency Dynamics Price Discovery Machine Learning in Finance Financial Econometrics Article Trends: Xu’s work spans empirical analyses of Bitcoin ETFs, volatility modeling (e.g., affine GARCH), and algorithmic trading strategies. His recent papers explore mini flash crashes using machine learning, regulatory impacts on market quality, and sustainable crypto portfolios.

Oliver Lintonمشاهده پروفایل

استاد

• Econometric Theory
• Empirical Finance
• Financial Econometrics
• +۲ مورد دیگر

Oliver Linton is the Chair of the Faculty and Professor of Political Economy at the University of Cambridge's Faculty of Economics. He coordinates the Empirical Analysis of Financial Markets theme at the Janeway Institute and holds a position at Trinity College. His research primarily focuses on econometric theory and empirical finance , with applications in market microstructure, asset pricing, and volatility modeling. His research interests span: Development of novel econometric methods for high-dimensional and dynamic data Analysis of financial market behavior, including liquidity and trading patterns Applications in policy-relevant contexts such as quantitative easing and pandemic forecasting Linton's recent publications demonstrate a strong focus on: Advanced time-series methodologies (e.g., GARCH, nonparametric regression) Financial market microstructure and high-frequency trading Economic impact analysis of major events (e.g., Brexit, COVID-19) He has received prestigious awards including: Humboldt Research Award (2015) Thousand Talents Plan recognition from Renmin University of China (2016) Linton actively advises doctoral students, with current supervisees including Xinyi Su, Zhaocheng Zhang, and Kilian Bachmair. He secured significant funding such as the European Commission FP7 grant for Nonparametric and Semiparametric Methods in Economics and Finance (2011–2014).

Cristi A. Gleasonمشاهده پروفایل

استاد

• Financial Reporting
• Corporate Taxation
• Earnings Management
• +۳ مورد دیگر

Cristi A. Gleason is a Professor of Accounting at the Tippie College of Business, University of Iowa, holding the prestigious Carlson-KPMG Research Professorship. As Editor of The Accounting Review , she shapes scholarly discourse in the field. Her 20-year academic career spans roles at the University of Arizona and leadership as Department Executive Officer (2020-2024). PhD in Management, Cornell University MS in Business and Public Administration, Cornell University MAC in Accounting, Brigham Young University BS in Accounting, Brigham Young University Professor Gleason's research focuses on corporate financial reporting , particularly income tax disclosures , analyst forecasts , and corporate governance . Her work examines how firms strategize around unrecognized tax benefits , interim reporting , and the information environment created by analyst interactions. Over 20 publications in top journals explore these intersections, emphasizing regulatory impacts like FIN 48 and strategic board composition. Recent research trends include: Worker representation effects on corporate tax behavior Accuracy of tax expense estimation frameworks Contagion risks in accounting restatements Construct validity in accounting measurement Post-Reg FD selective disclosure mechanisms Political economy of accounting standard adoption Scientific Recognition : American Tax Association Manuscript Award (2007) Public Interest Section AAA Best Paper (2020) Recipient of multiple teaching honors, including the Gilbert P. Maynard Award (2013, 2017) and Dean's Teaching Award (2006), she mentors doctoral students through her PhD seminar while maintaining editorial service on Contemporary Accounting Research (2010-2021).

Georgios Sermpinisمشاهده پروفایل

استاد

• Machine Learning
• Financial Trading
• Forecasting
• +۳ مورد دیگر

Professor Georgios Sermpinis is a faculty member in Accounting & Finance at the Adam Smith Business School, University of Glasgow. He joined the institution in 2011, bringing expertise in machine learning, financial trading, forecasting, econometrics, and financial risk management. Degrees from National Kapodistrian University of Athens and Liverpool John Moores University Former roles at University of Bedfordshire and Liverpool John Moores University Consultancy for major banks including Goldman Sachs and BNP Paribas Research Interests: Focus on machine learning applications in finance, including portfolio optimization, cryptocurrency markets, and risk modeling. His work integrates AI with traditional financial theories, emphasizing sustainability and behavioral aspects. Scientific Awards: Acanto Research Grant (2017) Santander & University of Oviedo Grant (2017) Mobility Grant, Universidad de La Laguna (2017) University of Oviedo Grant (2014) Early Career Research Grant, University of Bedfordshire (2010) Students: Supervised PhD candidates include Feng Xin and Sun Longguang, focusing on ESG investment and financial markets. Editorial Roles: Senior Editor of Decision Support Systems, Associate Editor of Information Systems and Operational Research, and Guest Editor for journals like Quantitative Finance.

Ankush Agarwalمشاهده پروفایل

دانشیار

• Mathematical finance
• Data science in finance
• Financial statistics
• +۳ مورد دیگر

Ankush Agarwal is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. His research focuses on mathematical finance, financial statistics, and Monte Carlo methods, with applications to risk management and derivatives pricing. He supervises PhD students in quantitative finance and has taught courses on Monte Carlo methods and advanced financial modeling at Western University. Education: PhD in Mathematics from Tata Institute of Fundamental Research (2015) Research interests span regime-switching models, longevity risk hedging, stochastic differential equations, and rare event simulation. His work combines theoretical probability with computational techniques for financial applications. Recent publications include studies on McKean-Vlasov SDEs, implied Sharpe ratio estimation, and optimal portfolio strategies under stochastic volatility. These works demonstrate his expertise in stochastic processes and financial engineering. Supervision: Current PhD advisees include Ying Liao, Buchun Wang, and Shuya Zhang at the University of Glasgow. Former advisees include Yongjie Wang and Yihan Zou.

Ralph Luettickeمشاهده پروفایل

استاد

• Macroeconomics
• Fiscal Policy
• Monetary Policy
• +۳ مورد دیگر

Ralph Luetticke is a Professor of Economics at the University of Tübingen, affiliated with the Centre for Economic Policy Research and the Stone Centre on Wealth Concentration at University College London. His research focuses on fiscal/monetary policy, business cycles, and computational methods, emphasizing household heterogeneity. Key contributions include analyzing liquidity channels of fiscal policy, military multipliers, and unconventional policy shocks. Recent work explores military spending multipliers, endogenous gridpoint methods for distributional dynamics, and the distributional impacts of monetary policy. His 2023 ERC Starting Grant ('AIRMAC') supports research into aggregate uncertainty in business cycles. Teaching includes advanced macroeconomics courses at UCL and Tübingen, emphasizing HANK models and policy analysis. Scientific awards include the ERC Starting Grant (2023). Research tools developed include the BASE for HANK toolbox (Julia) and open-source codes for heterogeneous agent modeling. His work bridges theoretical macroeconomics with empirical policy analysis, addressing modern challenges like inequality and pandemic stimulus effectiveness.

Melanie Schienleمشاهده پروفایل

استاد

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

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