جست‌وجوی استاد و پژوهشگر

Neil Kellardمشاهده پروفایل

استاد

• Finance
• International Finance
• Development Economics
• +۴ مورد دیگر

Neil Kellard is a Professor of Finance and Acting Deputy Vice-Chancellor at the University of Essex, affiliated with the Essex Business School's Department of Finance. He holds a BA from Manchester Metropolitan University, an MSc from the University of Warwick, and a PhD from the University of Nottingham. His research focuses on finance, international finance, development economics, applied econometrics, and environmental sustainability. He has supervised numerous PhD students and contributed to over 46 journal articles. His work spans topics like commodity price volatility, financial markets' role in inequality, and environmental policies' economic impacts. Neil has presented at global conferences, including the Quantitative Finance Symposium (Greece, 2018) and the African Econometrics Society (South Africa, 2009). His grants include Innovate UK's KTP3 Application (2021) and ESRC's Smart Data Analytics project (2014). He advises on financial stability, green innovation, and commodity markets. His lab focuses on econometric analysis of financial and commodity markets, with a team exploring long-term trends in global economic systems.

Norman R. Swansonمشاهده پروفایل

استاد

• Financial Econometrics
• Forecasting
• Machine Learning
• +۶ مورد دیگر

Norman R. Swanson is a Distinguished Professor and James Cullen Chair in Economics at Rutgers University. He holds a PhD from the University of California, San Diego, and a degree from the University of Waterloo. Primary Affiliations: Department of Economics, Rutgers University Previous Positions: Pennsylvania State University, Texas A&M University, Purdue University, IBM Canada His research focuses on financial econometrics , forecasting , machine learning and big data , and time series analysis . He has published over 100 peer-reviewed articles and served as editor for journals like the Journal of Econometrics and Journal of Business and Economic Statistics . His work often bridges theoretical econometrics with practical applications in finance and macroeconomics, emphasizing robustness and predictive accuracy. The articles listed reflect his expertise in volatility modeling , jump detection , data reduction , and forecasting methodology . Key trends include the use of shrinkage methods, factor models, and simulation-based testing in high-frequency financial and macroeconomic contexts. Scientific Awards: Fellow of the Journal of Econometrics Fellow of the International Association of Applied Econometrics He has acted as a visiting scholar at institutions like the University of Maryland and the Federal Reserve Bank of Philadelphia. His consulting work spans firms such as Union Bank of Switzerland and DFA Capital Management, with expertise as a legal expert witness in financial services cases.

• Quantitative Macroeconomics
• Econometrics
• Asset Pricing
• +۳ مورد دیگر

Jürg Fausch is a Professor at the Lucerne School of Business (HSLU) and the Institute of Financial Services Zug (IFZ), specializing in quantitative macroeconomics, econometrics, and asset pricing. His roles include Project Head within the CC Investments department at IFZ. He holds a PhD in Economics from the Stockholm School of Economics and Stockholm University (2017), focusing on DSGE models, monetary policy, and financial markets. Education: PhD in Economics from Stockholm School of Economics and Stockholm University (2011–2017) MSc in Economics with focus on Financial Market Theory from Universities of Liechtenstein and Skövde (Sweden) His research interests center on macroeconomic policy analysis, financial market dynamics, and the application of machine learning in asset management. Key projects include the IFZ FinTech initiative, Swiss Asset Management Studies, and fund manager selection using machine learning. Recent publications highlight his work on monetary policy spillovers, speculative bubbles' welfare implications, and Swiss asset management trends. Notable contributions include the annual Swiss Asset Management Studies (2020–2024) analyzing sector growth and economic impacts. Achievements: Member of program committees for major finance conferences (2025) Reviewer for journals including Journal of Macroeconomics and Journal of Empirical Finance He actively advises on asset management strategies and has presented at global venues like the Southern Finance Association and German Finance Association conferences. His work bridges theoretical macroeconomics with practical financial market applications, particularly in leveraging data-driven approaches for investment solutions.

Ali Nazarpourمشاهده پروفایل

استادیار

• Operations and Supply Chain Management
• Artificial Intelligence
• Mass Customization
• +۴ مورد دیگر

Dr. Ali Nazarpour is an Assistant Professor in Management at the School of Business, Maynooth University. He holds a PhD in Operations and Supply Chain Management from University College Dublin’s Smurfit School of Business, along with a BSc in Industrial Engineering and an MSc in Business Administration from Iran University of Science and Technology. Prior to his academic career, he spent nine years in industry roles, including Sales Supervisor, Marketing and Sales Planning Chief, and Inventory Management Project Manager in the automotive sector, alongside teaching and research activities. His work bridges industry experience with academic rigor, focusing on supply chain optimization, mass customization strategies, and AI integration in business processes. Education: PhD in Operations and Supply Chain Management (Smurfit School of Business, UCD) MSc in Business Administration (Iran University of Science and Technology) BSc in Industrial Engineering (Iran University of Science and Technology) Research Interests: Artificial Intelligence applications in supply chain and logistics Mass customization feasibility across industries and countries Third-party logistics selection methodologies Project management and risk mitigation strategies Global logistics frameworks Industry 4.0 technologies for operational efficiency His publications and conference contributions between 2014 and 2021 highlight trends in leveraging AI for supply chain decision-making, analyzing mass customization challenges, and exploring cross-country operational dynamics. Despite no explicit scientific awards listed, his active participation in conferences like INFORMS, POMS, and EurOMA underscores his academic engagement. In advising and teaching, he focuses on Contemporary Issues in Management, Operations and Supply Chain Management metrics, and Project Risk Management. His industry experience enriches classroom discussions and research projects. He is based in the TSI Building (Room 253) and reachable via ali.nazarpour@mu.ie or phone (01) 474 7516.

Martin Fordeمشاهده پروفایل

مدرس

• Financial Mathematics
• Stochastic Volatility Models
• Lévy Processes
• +۵ مورد دیگر

Martin Forde is a Lecturer in Financial Mathematics at King's College London's Department of Mathematics, part of the Faculty of Natural, Mathematical & Engineering Sciences. He joined King's in 2011 and previously held roles as a Research Fellow at Dublin City University and Visiting Assistant Professor at the University of California, Santa Barbara. His research focuses on asymptotics for stochastic volatility models, Lévy processes, and diffusion-type processes, with applications in financial mathematics and quantitative finance. His work often involves large deviations theory and explores topics like volatility smile dynamics, rough volatility models, and optimal trade execution strategies. Key research interests include rough volatility, price impact models, Gaussian fields, and robust hedging of exotic options. He contributes to events such as the London-Paris Bachelier Workshop in Financial Mathematics and maintains an active publication record in journals like Risk , Quantitative Finance , and Mathematical Finance . His recent work addresses small-time and large-time asymptotics in models like the Rough Heston and Stein-Stein frameworks, as well as the analysis of multiplicative chaos and log-correlated Gaussian fields. Publications highlight advancements in understanding the behavior of financial derivatives under stochastic volatility, including papers on the conditional law of Bacry-Muzy fields, rough Bergomi model skew flattening, and optimal execution strategies under drift uncertainty. His research bridges theoretical probability and applied finance, with a focus on rigorous mathematical analysis of market dynamics and derivative pricing.

• Resource Recovery
• Wastewater Treatment
• Microbial Ecology
• +۳ مورد دیگر

Merve Atasoy is an External Researcher at Wageningen University & Research, holding a PhD from the Royal Institute of Technology (KTH), awarded in September 2020. Her research focuses on microbial-driven solutions for sustainable resource recovery, wastewater treatment, and circular economy transitions. She specializes in optimizing bioreactors for volatile fatty acid production and studying microbial responses to extreme conditions like low pH environments. Education: PhD in Environmental Biotechnology from Royal Institute of Technology (2017–2021). Awarded on 10 September 2020. Research Interests: Her work integrates microbial community dynamics, bioprocess engineering, and eco-friendly waste valorization strategies. Key areas include enhancing wastewater treatment efficiency, developing nature-based solutions for cities, and leveraging microbial consortia for targeted biochemical production. She explores both fundamental mechanisms (e.g., acid stress responses) and applied technologies (e.g., reactor design). Publications Trends: Recent work emphasizes low-pH microbial systems, circular economy frameworks, and SARS-CoV-2 wastewater surveillance. She has contributed to understanding microbial acid tolerance, optimizing anaerobic bioreactors, and designing sustainable wastewater resource recovery facilities. Collaborations: Active in international networks like the COST Action on acid-impacted microbiology and interdisciplinary teams addressing planetary health through microbial innovation.

• Corporate Finance
• Corporate Governance
• Going Private Transactions
• +۴ مورد دیگر

Wael Rouatbi is an Associate Professor of Finance at Montpellier Business School's Finance & Accounting department. He obtained his PhD in Management Sciences from University of Paris–Est in 2016 and teaches courses including Corporate Finance, Strategic Finance, Power Platform, and Financial Modeling. His research bridges theoretical finance with practical business applications. Research Interests: Dr. Rouatbi's work spans corporate governance, financial risk analysis, sustainable business practices, and the economic impacts of global crises. Key areas include: Corporate decision-making under market uncertainty Shareholder influence mechanisms Climate and pandemic-related financial volatility Ethical frameworks in investment strategies Publication Focus: His recent articles (2021-2024) demonstrate strong emphasis on how environmental factors and health crises reshape financial markets, with methodologies ranging from econometric modeling to sectoral case studies. Cross-border investment patterns and corporate resilience during disruptions are recurring themes. Awards: 2017 Emerald/EFMD Outstanding Doctoral Research Award in Finance No information is currently available regarding student advising, research grants, or laboratory affiliations.

Zhang Yueمشاهده پروفایل

استادیار

• Atmospheric Chemistry
• Aerosol Physics
• Climate Change
• +۴ مورد دیگر

Dr. Yue Zhang is an Assistant Professor in the Department of Atmospheric Sciences at Texas A&M University, affiliated with the College of Geosciences. His research focuses on understanding the physicochemical properties of atmospheric aerosols, their interactions with gases, and impacts on climate and air quality. He holds a Ph.D. in Environmental Sciences and Engineering from Harvard University (2015) and a B.S. in Environmental Sciences from Peking University (2010). Research interests include: (1) chemical evolution of organic aerosols using environmental chambers, (2) climate effects of aerosols (e.g., cloud condensation nuclei, ice nucleation), (3) spatial-temporal distribution of organic gases and health impacts, and (4) aerosol modeling integration into regional/global climate models. Current projects explore nanoplastics, PFAS, and volatile chemical products (VCPs) in the atmosphere. Awards include the NSF CAREER Award (2025), Texas A&M Montague-CTE Scholar Award (2024), and multiple postdoctoral fellowships. His lab uses advanced instruments like the 10 m³ environmental chamber, SP-ToF-AMS, and mobile laboratories for field measurements. Collaborations include Professors Daniel Cziczo (Purdue) and Jason Surratt (UNC). Lab Facilities: Environmental chamber, oxidation flow reactor, aerosol mass spectrometers, and health implications studies via electrostatic precipitators. Grants: NSF Environmental Chemical Sciences, DOE ASR, TCEQ AQRP Program, and EPA grants for VCP and air toxin measurements. Future Work: Aerosol-cloud interactions in the Southeast U.S., mobile sampling campaigns in California/North Carolina, and emerging pollutants like microplastics.

Pierre Perronمشاهده پروفایل

استاد

• Econometrics
• Time Series Analysis
• Structural Change Analysis
• +۴ مورد دیگر

Pierre Perron is a Professor of Economics at Boston University, specializing in econometrics and time series analysis. He holds positions in the Department of Economics, with a focus on structural change, unit root testing, and applications in climate change and financial markets. He received his PhD from Yale University. Education: PhD in Economics, Yale University Research Interests: Development of econometric methods for time series with structural breaks and unit roots Applications to climate change, financial markets, and macroeconomic policy Advances in statistical inference for nonstationary processes Key Awards: Fellow of the Econometric Society Clarivate Citation Laureate (2020) Doctor Honoris Causa from Pontificia Universidad Católica del Perú (2023) Recipient of the Distinguished Author Award (2022) Advising & Grants: Supervised numerous PhD students in econometrics, with many contributing to theoretical and applied research globally. His work has been supported by grants and recognized through high-impact publications. Publications: Authored/co-authored over 150 articles and books, including two volumes on Time Series Econometrics (2019) and cutting-edge work on structural change and climate modeling.

Katja Ignatievaمشاهده پروفایل

دانشیار

• Quantitative Finance
• Financial Risk Management
• Actuarial Science
• +۳ مورد دیگر

Katja Ignatieva is an Associate Professor at the School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales. She holds a co-tutelle PhD in Finance from Goethe University Frankfurt (Germany) and Macquarie University Sydney, along with an MSc in Mathematics and Statistics from Humboldt University Berlin and Glasgow University. Her research focuses on quantitative finance, stochastic processes, energy markets, and actuarial risk modeling. Key research areas include energy price dynamics, portfolio risk management, mortality modeling, and systemic risk analysis. She has published extensively in top-tier journals, addressing topics such as volatility modeling, jump-diffusion processes, and commodity market dependencies. Educational background includes: PhD in Finance (2011), Goethe University Frankfurt & Macquarie University MSc in Mathematics & Statistics (2000s), Humboldt University Berlin & Glasgow University Her work bridges theoretical finance with practical applications in risk management and insurance. She has contributed to methodologies for pricing complex financial derivatives and managing longevity risk in variable annuities.

• Marketing Strategy
• Marketing Channels
• Digital Marketing
• +۳ مورد دیگر

Stephen J. Carson is the David Eccles Professor of Marketing and Chair of the Marketing Department at the University of Utah's David Eccles School of Business. He joined the faculty in 2000 and holds an M.B.A. from the University of Texas-Austin and a B.A. in Economics from the University of Illinois, alongside his Ph.D. in Marketing from the University of Minnesota. His research focuses on marketing strategy, marketing channels, and digital marketing, with publications in top-tier journals such as the Journal of Marketing , Journal of Marketing Research , and Strategic Management Journal . He has been recognized with the Brady Superior Teaching Award and Faculty Research Excellence Award. Teaching responsibilities include core marketing strategy courses in the Professional MBA program, as well as specialized courses like Marketing Honors Projects and Thesis Research for Ph.D. students. His work bridges theoretical frameworks with empirical insights, addressing topics like online customer behavior, outsourced R&D governance, and the impact of diversity in media. Education: Ph.D., Marketing, University of Minnesota, 2000 M.B.A., Marketing, University of Texas-Austin, 1991 A.B., Economics, University of Illinois, 1989 His research consistently explores the intersection of strategic marketing decisions and organizational dynamics, with a focus on digital transformation and consumer-centric approaches.

Marcel Prokopczukمشاهده پروفایل

استاد

• Commodity Markets
• Capital Market Research
• Derivatives
• +۳ مورد دیگر

Prof. Dr. Marcel Prokopczuk is a full Professor of Finance and Commodity Markets at Leibniz University Hannover, serving as Dean of the Faculty of Economics and Management since 2024. He holds a Ph.D. from the University of Mannheim and is a CFA Charterholder. His research focuses on commodity markets, capital market dynamics, derivatives, risk management, and household financial decisions. Affiliations: Institute of Finance and Commodity Markets, Leibniz Research Centre Energy 2050, Hannover Center of Finance and Insurance (HCFI). Roles: Editor of the Journal of Commodity Markets , Associate Editor of the Journal of Banking and Finance , and Board Member of CEMA. Research Interests: Commodity markets, derivatives pricing, energy finance, risk management, and the impact of historical factors on financial development. He has published extensively in top journals like Review of Economic Studies and Journal of Banking and Finance . Awards: Includes the Deutsche Bundesbank Prize (2024), FIRN Annual Conference Award (2017), and Best Teaching Award (2015). Grants & Advisory: Member of the German Business Foundation and involved in energy policy initiatives. His work bridges academic research with practical applications in financial markets and commodity pricing.

Rüdiger Weberمشاهده پروفایل

استاد

• Financial Economics
• Asset Pricing
• Risk Sharing
• +۵ مورد دیگر

Prof. Dr. Rüdiger Weber is a Professor of Finance at Goethe University Frankfurt , affiliated with the Faculty of Economics and Business Administration and the Department of Finance . He holds the Endowed Chair for Alternative Investments at the House of Finance. Research Focus : Asset pricing, risk sharing between heterogeneous agents, institutional investor dynamics, cash-flow timing, discount rate variation, and behavioral finance. Recent Publications : Explored implied volatility duration, time-varying expected returns, belief-driven investment behavior, and methodological robustness in portfolio analysis. Contact : r.weber@finance.uni-frankfurt.de | Room HoF 2.57 | Office hours by appointment.

• Numerical Methods
• Partial Differential Equations
• Computational Mathematics
• +۳ مورد دیگر

Francisco Manuel Bernal Martínez is an Associate Professor in the Department of Mathematics at Carlos III University of Madrid. His research focuses on numerical methods, partial differential equations, and computational mathematics, with applications in industrial engineering and materials science. He leads projects such as 'Financiación adicional 5º año (2022)' and collaborates on initiatives like 'Clustering Automático de Comportamientos de Invertebrados en Libertad mediante Imagen 3D.' His work emphasizes domain decomposition algorithms, radial basis functions, and stochastic control problems. He has advised at least one PhD thesis and holds grants from regional and national funding bodies. Key research interests include meshless methods, probabilistic domain decomposition, and uncertainty quantification in energy systems. Recent publications highlight advancements in hybrid algorithms for large-scale PDEs and volatility modeling. Bernal Martínez actively participates in academic networks and has presented at international conferences on computational methods and industrial mathematics.

Evzen Kocendaمشاهده پروفایل

استاد

• Applied Economics
• Econometrics
• Transition Economics
• +۴ مورد دیگر

Evžen Kočenda is a Professor of Economics at the Institute of Economic Studies , Charles University, Prague, where he chairs the Department of Finance and directs doctoral studies. He also serves as a Senior Researcher at the Department of Econometrics, Institute of Information Theory and Automation, Prague, and has held academic roles at CERGE-EI and the Economics Institute of the Czech Academy of Sciences. His work spans applied econometrics, international finance, and European integration, with a focus on banking, corporate governance, and macroeconomic dynamics. Education: Ph.D. in Economics, University of Houston (1996) M.A. in Economics, University of Toledo (1992) International Trade Management, Prague School of Economics (1985) Research interests include: Applied econometrics and nonlinear modeling techniques. European integration and transition economies. Monetary policy, financial markets, and systemic risk. Corporate performance, governance, and financial stability. Publication trends reflect his expertise in econometric analysis of banking systems, ECB policy impacts, and firm survival in emerging markets. Key topics include cross-market connectedness (oil/forex), inflation persistence, and financial regulation. Scientific awards: Donatio Universitatis Carolinae (2019) Czech Science Foundation's Presidential Award (2009) Additional roles include scientific advisory at CESifo, IOS Regensburg, and EABCN, along with editorial leadership for journals like the Czech Journal of Finance and Economics and Eastern European Economics . He has contributed to policy and research for institutions such as the European Commission, World Bank, and Czech National Bank.