جست‌وجوی استاد و پژوهشگر

• Complex Systems
• Financial Mathematics
• Statistical Physics
• +۶ مورد دیگر

Tomaso Aste is a Professor of Complexity Science at the Department of Computer Science, University College London (UCL). He founded the Financial Computing and Analytics group and co-founded the UCL Centre for Blockchain Technologies. His work bridges complex systems, data science, and finance, with applications in blockchain, fintech, and market modeling. Education: PhD in Physics (Politecnico di Milano, 1994); Laurea in Physics (University of Genoa, 1990) Prior Appointments: Reader at University of Kent's School of Physics; Associate Professor at Australian National University's Applied Mathematics His research focuses on data-driven modeling of complex systems , particularly financial systems, complex networks, and statistical physics. He has pioneered information filtering networks and topological machine learning methods for financial applications, including portfolio optimization, risk assessment, and cryptocurrency analysis. Recent publications highlight his expertise in financial time-series analysis, blockchain technology, and AI-driven modeling. Articles explore topics like limit order books, cryptocurrency market fragility, and topological neural networks. His work has influenced regulatory technology (RegTech) frameworks and digital economy strategies. Scientific Awards : Marie Curie Individual Fellowship University of Genoa graduate study specialization Fellowship Bacheflor Boncompagni-Ludovisi Foundation Fellowship Awarded fellowships from European Commission and academic foundations support his interdisciplinary research. He has held editorial roles at journals like Philosophical Magazine and Granular Matter , and contributed to professional societies including American Physical Society and Australian Research Council panels. Teaching & Academic Leadership : Co-created four UCL Master's programs: Financial Risk Management, Computational Finance, Financial Technologies, Emerging Digital Technologies Coordinates executive training on AI, blockchain, fintech, and regtech for regulators and private firms Teaches graduate-level courses in Data-Driven Modeling, Data Science, and Advanced AI

Martin T. Wellsمشاهده پروفایل

استاد

• Applied Statistics
• Theoretical Statistics
• Bayesian Statistics
• +۷ مورد دیگر

Martin T. Wells is the Charles A. Alexander Professor of Statistical Sciences at Cornell University, with joint appointments in the Department of Statistical Science, Department of Biological Statistics and Computational Biology, Department of Social Statistics, and as Professor of Clinical Epidemiology and Health Services Research at Weill Medical School. He serves as Editor-in-Chief of the ASA-SIAM Book Series and Co-Editor of the Journal of Empirical Legal Studies. Cornell University, Ithaca, NY Weill Cornell Medical College Research Interests span applied and theoretical statistics, Bayesian methods, biostatistics, clinical epidemiology, and computational biology. His work bridges disciplines like finance, legal studies, and health services research. Article Trends highlight advancements in Bayesian modeling, quantum cognition machine learning, tensor analysis, and misclassification correction, with applications in genomics, finance, and public health. Fellow of the American Statistical Association Fellow of the Royal Statistical Society Contributions include developing statistical software (e.g., rTensor), methodological innovations in clinical trials, and empirical legal studies on civil rights and the death penalty.

Christophe Bissonمشاهده پروفایل

دانشیار

• Competitive Intelligence
• Strategic Foresight
• Artificial Intelligence
• +۳ مورد دیگر

Christophe Bisson is an Associate Professor at SKEMA Business School (Paris campus) specializing in Strategy, Innovation & Entrepreneurship. His research examines augmented anticipatory systems, competitive intelligence, AI governance, and strategic early warning frameworks. He directs the MSc International Strategy and Influence program and leads research at the SKEMA Center for Artificial Intelligence. Bisson holds a PhD in Competitive Intelligence from Aix-Marseille University and a Postgraduate Certificate in AI from the University of Helsinki. His professional experience includes international strategy consulting and academic positions at universities in Turkey and France. Awards & Honors: Inducted into Council of Competitive Intelligence Fellows (2023) SCIP International Academic Award (2017)

Athanasios TRIANTAFYLLOUمشاهده پروفایل

دانشیار

• Commodity Markets
• Risk Management
• Volatility Forecasting
• +۴ مورد دیگر

Athanasios TRIANTAFYLLOU is an Associate Professor of Finance at IÉSEG School of Management in France. He holds a Ph.D. in Economics from the University of Athens (2017) and has held academic positions including Visiting Professor at Cornell University (2019), Lecturer at the University of Essex (2017–2022), and General Equilibrium Modeler at the National Technical University of Athens (2015). His research focuses on commodity markets, volatility forecasting, risk management, and monetary economics. Key contributions include analyzing commodity price uncertainty's impact on economic activity and financial markets. He has published extensively in journals like Journal of Futures Markets , Economics Letters , and International Journal of Finance and Economics . Education includes a BSc in Mathematics (2008), MSc in Accounting and Finance (2010), and M.Phil. in Economics (2013), all from Greek institutions. Professional experience includes risk management consulting at Ernst & Young (2016–2017). His teaching covers financial derivatives, multinational finance, and commodity markets. Research highlights include exploring the role of commodity price uncertainty in global economic dynamics and the predictive power of market information in corporate defaults. His work often bridges theoretical econometrics with practical policy implications, addressing issues like inflation dynamics driven by oil market risks and the tourism-led growth hypothesis in the Eurozone. TRIANTAFYLLOU’s publications emphasize volatility modeling, commodity market linkages, and the interplay between economic uncertainty and financial stability.

Mungo Wilsonمشاهده پروفایل

استاد

• Asset Pricing
• Macroeconomics
• Credit Risk
• +۳ مورد دیگر

Mungo Wilson is a Professor of Finance at the Saïd Business School , University of Oxford, and an associate member of the Oxford-Man Institute of Quantitative Finance. He holds a PPE degree from Oxford, an MSc in Economics from LSE, and a PhD in Economics from Harvard. His research focuses on asset pricing, credit risk, mutual funds, and macroeconomic influences on financial markets. He has published extensively in top journals and engages actively with industry through board roles and advisory work. Education : Bachelor's in Philosophy, Politics & Economics (PPE), University of Oxford MSc Economics, London School of Economics PhD in Economics, Harvard University Research Interests : Assesses how macroeconomic conditions and credit risk shape asset prices Analyzes mutual fund behavior and market information transmission mechanisms Explores political dynamics' impact on financial markets His professional engagements include board memberships with funds like EA Asia Absolute Return Master Fund and advisory roles at Broadwell Capital. Teaching focuses on microeconomics for MBA programs, covering game theory, market structures, and price discrimination. Advisory & Grants : Supervises doctoral students at Saïd Business School and serves on programme committees for major finance conferences (e.g., European Finance Association, CEPR Annual Spring Symposium). Awards : While no specific prizes are listed, his impactful research has been widely cited and presented globally.

• Nanoelectronic devices
• Integrated circuits
• AI hardware
• +۵ مورد دیگر

Haitong Li is an Assistant Professor in the School of Electrical and Computer Engineering at Purdue University's College of Engineering, joining the faculty in 2022. His research bridges nanoelectronic devices, integrated circuits, and nanotechnology-inspired AI hardware to address critical challenges in energy-efficient artificial intelligence systems. Education: Ph.D. in Electrical Engineering, Stanford University Research Interests: Dr. Li pioneers emerging memory technologies—particularly Resistive RAM (RRAM)—for in-memory computing and neuromorphic systems. His work focuses on 3D monolithic integration of RRAM and gain cell memory with CMOS to enable edge AI, with recent breakthroughs in hardware acceleration for large language models and sustainable computing. Key innovations include carbon footprint prediction for LLMs and zeroth-order fine-tuning techniques. Publication Trends: Dr. Li's 2023-2025 publications reveal a strategic shift toward sustainable AI hardware, emphasizing carbon-aware LLM inference and edge deployment. His research consistently targets data movement reduction through memory-centric architectures, spanning photonic accelerators, neuro-symbolic computing, and heterogeneous 3D integration. Awards: No scientific awards were documented in the provided sources. Advising and Grants: Current advisees and grant funding details were not specified in the available materials. Labs and Teams: Research group composition and laboratory facilities were not described in the source text.

• Market Microstructure
• High-Frequency Trading
• Short Selling
• +۷ مورد دیگر

Charles M. Jones is a Professor of Finance at Columbia Business School, Columbia University, with an extensive publication record spanning several decades. His research focuses on market microstructure, high-frequency trading, short selling, retail investor behavior, and stock market liquidity. His work has appeared in top finance journals including the Journal of Finance, with his most recent publication "Nonstandard Errors" appearing in the June 2024 issue. Professor Jones's research interests center on understanding how financial markets function at a granular level. His work on market microstructure examines the mechanics of price formation, liquidity provision, and the impact of trading technologies on market quality. His research on short selling has been particularly influential, investigating when short sellers trade, what information they possess, and how regulatory interventions like short sale bans affect market functioning. His more recent work has explored the rise of retail trading through platforms like Reddit and its implications for price discovery, particularly during events like the GameStop phenomenon and the COVID-19 pandemic. Analysis of his publication trends reveals a consistent focus on market efficiency and price discovery mechanisms, with increasing attention to retail investor behavior in recent years. His work spans both theoretical modeling and empirical analysis of market data, often utilizing high-frequency datasets to examine intraday trading patterns. The interdisciplinary nature of his research bridges finance, economics, and information science, contributing to both academic understanding and practical market regulation. Professor Jones has collaborated extensively with researchers across the globe, as evidenced by his numerous co-authored papers with scholars from institutions worldwide. His work has significant implications for market regulators seeking to understand the impact of technological changes and regulatory interventions on market quality and efficiency.

Vikramaditya G. Yadavمشاهده پروفایل

دانشیار

• Biocatalysis
• Bioremediation
• Bioprocess engineering
• +۱۵ مورد دیگر

Vikramaditya G. Yadav is an Associate Professor at the University of British Columbia (UBC) in the Department of Chemical and Biological Engineering, Faculty of Applied Science. He directs the Master of Engineering Leadership (MEL) Program in Sustainable Process Engineering and leads the BioFoundry research group. Education: B.A.Sc., University of Waterloo (2007) Ph.D., Massachusetts Institute of Technology (2013) Postdoctoral Associate, Harvard University (2014) His research spans sustainable chemical manufacturing, metabolic engineering, and biotechnology. Key areas include: Designing biosynthetic enzymes for biomass valorization Developing bioremediation strategies for industrial water quality Creating innovative drug delivery systems and tissue engineering solutions Advancing synthetic biology for pharmaceutical and bioenergy applications His recent work focuses on ocular drug delivery, cannabinoid biosynthesis in E. coli, lignin-based nanoparticles for cancer therapy, and computational analysis of plant secondary metabolites. Collaborations with start-ups, industry, and medical labs drive innovation in Canada's bioeconomy. Professional Leadership: Chair, Biotechnology Division of the Chemical Institute of Canada Associate Editor, The Canadian Journal of Chemical Engineering He is affiliated with UBC's BioProducts Institute and contributes to project-based learning pedagogy.

Zhi Daمشاهده پروفایل

استاد

• Asset Pricing
• Behavioral Finance
• Market Microstructure
• +۷ مورد دیگر

Zhi Da is the Howard J. and Geraldine F. Korth Chair in Finance and Professor of Finance at the University of Notre Dame , Mendoza College of Business, Department of Finance. He completed his Ph.D. in Finance at Northwestern University’s Kellogg School of Management (2006), preceded by an M.Sc. in Financial Engineering from the National University of Singapore (2001) and a B.B.A. with First-Class Honors (1999) from the same institution. Holding editorial roles at Journal of Finance , Management Science , Review of Financial Studies and several other top journals, he is a leading voice in empirical finance research. Education Ph.D. in Finance, 2006 – Kellogg School of Management, Northwestern University M.Sc. in Financial Engineering, 2001 – National University of Singapore B.B.A. (1st Class Honors), 1999 – National University of Singapore Research Interests Zhi Da’s scholarship sits at the intersection of asset pricing , behavioral finance , and market microstructure . He investigates how investor attention, institutional trading, liquidity frictions, and information flows jointly determine the cross-section of expected returns. His work delves into retail margin trading, the role of pension-fund flows in exchange-rate dynamics, the informational content of SEC filings, and the efficiency of short-selling mechanisms. By combining large-scale data analytics, textual analysis, and structural modeling, he uncovers novel predictors of returns ranging from presidential approval ratings to real-time attention measures. Recent projects explore fractional trading ’s impact on price efficiency, hedging demand as a driver of intraday momentum, and the hidden effort problem in delegated portfolio management. These themes collectively advance our understanding of limits to arbitrage and the formation of extrapolative beliefs. Publication Landscape Spanning 2025 back to 2009, his 15 most recent articles in Journal of Finance , Review of Financial Studies , Management Science , Journal of Financial Economics , and Journal of Financial and Quantitative Analysis converge on three broad motifs: (1) micro-level trading frictions—liquidity costs, margin requirements, and short-selling constraints; (2) macro-finance linkages—exchange rates, fiscal policy, and global capital flows; and (3) information economics—attention allocation, media analytics, and regulatory disclosures. The collective evidence demonstrates that seemingly small trading or informational frictions aggregate into large, persistent cross-sectional return predictability. Honors and Awards 2017 William F. Sharpe Award for Best Paper, Journal of Financial and Quantitative Analysis Lead-article distinctions in Journal of Finance , Review of Financial Studies , and Management Science Featured coverage in SmartMoney and CNBC Teaching & Mentorship At Notre Dame’s Mendoza College, Professor Da teaches Investments (undergraduate and MBA) and Fixed Income Securities , integrating cutting-edge research insights into the curriculum. While specific advisees are not listed, his extensive co-author network (22+ recurring collaborators) attests to a vibrant mentoring environment. Laboratory & Data Resources He publicly distributes the NAT (Net Arbitrage Trading) dataset, a stock-quarter panel of arbitrage positions used in Chen, Da & Huang (2019). This resource has become a standard tool for researchers studying arbitrage capital movements.

Shan Luمشاهده پروفایل

مدرس

• Financial Derivatives
• Option Pricing
• Quantitative Finance
• +۳ مورد دیگر

Dr. Shan Lu is a Lecturer in Finance at the Department of Accounting and Finance, Kent Business School, University of Kent, since August 2021. He previously held positions at the University of Aberdeen and the University of Bradford and earned his PhD from the University of Aberdeen. Research interests: Financial derivatives, option pricing, and quantitative finance. His work focuses on volatility modeling, risk-neutral density estimation, and computational finance, with publications in journals such as the European Journal of Finance, Journal of Futures Markets, and Economics Letters. Teaching: Covers financial markets, derivatives, econometrics, and quantitative methods at undergraduate and postgraduate levels. Scientific awards: Fellow (FHEA) of Higher Education Academy Advising: Offers PhD supervision in topics aligned with his research interests, including financial derivatives and quantitative finance. He emphasizes collaboration on research ideas directly related to his expertise. Publications: Recent work explores volatility dynamics in VIX/VXX options, risk-neutral density extraction, and implied volatility forecasting, leveraging computational methods and empirical finance techniques.

Suzanne S. Leeمشاهده پروفایل

دانشیار

• Financial Econometrics
• Empirical Finance
• Asset Pricing
• +۶ مورد دیگر

Suzanne S. Lee is an Associate Professor of Finance at the Scheller College of Business, Georgia Institute of Technology, where she has been a faculty member since 2005. She also serves as the Ph.D. Coordinator, playing a key role in graduate education and research training. Her educational background is highly quantitative and interdisciplinary: Ph.D., University of Chicago MBA, University of Chicago M.S. in Statistics, University of Chicago Dr. Lee's research lies at the intersection of asset pricing and financial econometrics, with a strong focus on jump processes, market microstructure, and derivative markets. She investigates how sudden price movements (jumps) impact asset returns, risk, and information flow in financial markets. Her work extends to cryptocurrency, currency markets, and carry trade strategies, combining theoretical rigor with empirical validation using high-frequency data. The analysis of her recent publications (2008–2024) reveals a consistent and influential research program centered on detecting and modeling jumps in financial time series. Her work spans equity, currency, and cryptocurrency markets, often employing advanced nonparametric and econometric techniques. A recurring theme is the role of jumps in pricing anomalies, risk measurement, and market efficiency, with increasing attention to digital assets in recent years. Dr. Lee is actively engaged in the academic community through editorial service: Associate Editor, Journal of Banking and Finance Associate Editor, Asia-Pacific Journal of Financial Studies She has presented her research at premier conferences such as the American Finance Association, European Finance Association, Econometric Society, and Society for Financial Econometrics. Her publications appear in the most prestigious journals in finance and econometrics, including the Journal of Finance , Review of Financial Studies , Journal of Financial Economics , and Journal of Econometrics . While specific grant details are not listed, her sustained publication record in top journals indicates significant research funding and academic impact. She advises Ph.D. students through her role as Ph.D. Coordinator, though individual advisees are not named in the text. Dr. Lee's work contributes to both theoretical and applied finance, improving our understanding of market dynamics, risk modeling, and asset pricing under extreme events. Her research has practical implications for risk management, trading strategies, and financial regulation.

Akhilesh Jaiswalمشاهده پروفایل

استادیار

• Device-Circuit Co-design
• Processing-in-Pixel
• In-Memory Computing
• +۴ مورد دیگر

Dr. Akhilesh Jaiswal serves as Assistant Professor of Electrical and Computer Engineering at the University of Wisconsin-Madison, where his research pioneers device-circuit co-design for next-generation computing systems. His work focuses on enabling extreme-edge intelligence through processing-in-pixel technology, in-memory computing architectures, and bio-inspired neuromorphic systems. His academic credentials include: PhD in Nano-electronics from Purdue University (2019) MS from the University of Minnesota (2014) Bachelor of Technology from Shri Guru Gobind Singhji Institute of Engineering and Technology (2011) Dr. Jaiswal's research program centers on revolutionizing edge computing through hardware innovations that integrate sensing and processing. His device-circuit co-design approach leverages alternate state variables to create energy-efficient systems for real-time applications, with particular emphasis on retina-inspired sensors and photonic memory architectures. This work bridges semiconductor physics with AI acceleration needs, targeting applications from autonomous systems to biomedical devices. Analysis of his 2023-2025 publications reveals dominant themes in photonic SRAM-based in-memory computing (40% of output), retina-inspired motion processing (30%), and secure hardware architectures (20%). His team consistently develops novel bitcell designs that enable XOR logic execution within memory arrays while maintaining compatibility with CMOS fabrication processes. Recent work shows increasing focus on biomedical applications of processing-in-pixel technology. His distinguished recognition includes: Three consecutive ISI Exploratory Research Awards (2020-2023) IEEE Brain Community Best Paper Award (2022) 27 issued US patents with multiple pending applications Nomination for USC Moore Inventor Fellowship (2022) Dr. Jaiswal actively mentors graduate researchers through ECE 790/890/990 courses while securing exploratory funding through ISI and Keston Foundation awards. His patent portfolio demonstrates exceptional translational impact, with industry game-changer classifications from USPTO. The 2022 VLSI-SoC nomination and multiple research highlights in major outlets validate his contributions to hardware security and neuromorphic vision sensors. His laboratory develops integrated hardware platforms combining magnetic tunnel junctions, photonic memory, and CMOS image sensors to create unified processing-in-sensor systems. Current projects include retina-inspired motion segmentation for event cameras and electro-optic frequency transducers for quantum computing interfaces, with strong industry collaboration through patent licensing.

Peter K. Kitanidisمشاهده پروفایل

استاد

• Groundwater Flow
• Hydrologic Modeling
• Inverse Problems
• +۳ مورد دیگر

Peter K. Kitanidis is a Professor in the Department of Civil and Environmental Engineering and the Institute for Computational and Mathematical Engineering at Stanford University . His research focuses on groundwater flow , hydrologic forecasting , and stochastic inverse modeling , with applications to pollutant remediation and CO₂ storage monitoring . Education : Diploma, National Technical University of Athens (1974) M.S., MIT (1976) Ph.D., MIT (1978) Research Interests : Groundwater modeling and contaminant transport Hydraulic tomography and aquifer characterization Stochastic methods for uncertainty quantification Bioremediation and enhanced in-situ pollutant decay Dilution and mixing processes in heterogeneous media Real-time river flow forecasting Scientific Awards : L.G. Straub Award (1979) W.L. Huber Research Prize (1994) ISI Highly Cited Researcher (2001) AGU Hydrologic Sciences Award (2011) ASCE Pioneers in Groundwater Lecturer (2011) Advising and Grants : Advised 20+ PhD and MS students (1978–2018) Principal investigator on NSF, EPA, and DOE-funded projects Developed software for groundwater data analysis and CO₂ monitoring Contributed to bioremediation protocols and hydraulic tomography algorithms Labs and Teams : Kitanidis Laboratory for groundwater crisis solutions Collaborated with Oak Ridge National Laboratory and Stanford Hydrogeology Group Mentored postdocs (2000–2017) in reactive transport and inverse modeling

• Computer Vision
• Deep Learning
• Reinforcement Learning
• +۷ مورد دیگر

Dr. Chandranath Adak is an Assistant Professor at the Department of Computer Science and Engineering, Indian Institute of Technology Patna (IIT Patna), and concurrently serves as a Visiting Fellow at the School of Computer Science, University of Technology Sydney (UTS), Australia. He holds a Ph.D. in Analytics from UTS (2019) and previously served as an Assistant Professor at Indian Institute of Information Technology Lucknow (IIITL) and the Centre for Data Science at JIS Institute of Advanced Studies, Kolkata. Education: Ph.D. (Analytics), University of Technology Sydney (2019) M.Tech., Computer Science and Engineering, University of Kalyani (2014) B.Tech., Computer Science and Engineering, West Bengal University of Technology (2012) Research Interests: His work spans Computer Vision, Deep Learning, Reinforcement Learning, Document Image Analysis, and AI-driven solutions for healthcare, forensics, and industrial automation. He has pioneered methods in biomarker detection using electrochemical sensors combined with ML models, handwriting analysis for educational and forensic applications, and anomaly detection in industrial systems. His research bridges theoretical advances with real-world applications, such as medical diagnostics and quality control systems. Publications: His recent work includes innovations in biosensor-based medical diagnostics, handwriting evaluation systems, and transformer networks for historical document analysis. These contributions reflect a focus on interdisciplinary applications of AI across healthcare, cultural heritage preservation, and industrial automation. Awards: Start-up Research Grant, SERB, India (2022) Dr. Kalam Doctoral Scholarship, UTS (2018) IEEE CIS Graduate Student Research Grant (2017) Senior Member, IEEE (2024) Teaching & Supervision: Taught courses at UTS including 'Introduction to Data Analytics' and supervised research in machine learning and computer vision. His mentorship emphasizes hands-on experience with AI tools and real-world problem-solving. Labs & Teams: Engaged in collaborative projects at UTS's CIBCI Centre and Griffith University's IIIS, focusing on computational intelligence and sensor-driven AI systems.

Alexandre RUBESAMمشاهده پروفایل

دانشیار

• Finance
• Asset Pricing
• Financial Econometrics
• +۵ مورد دیگر

Alexandre RUBESAM is an Associate Professor at IÉSEG School of Management (France), specializing in Finance with a focus on asset pricing, financial econometrics, and quantitative trading. He holds a Ph.D. in Finance from Cass Business School (UK), an MSc in Statistics from the State University of Campinas (Brazil), and a Bachelor in Statistics from the same university. Education: Ph.D., Finance, Cass Business School, UK (2008) MSc., Statistics, State University of Campinas, Brazil (2004) Bachelor, Statistics, State University of Campinas, Brazil (2001) His research interests span behavioral finance, risk management, machine learning applications in finance, and portfolio optimization. Notably, he explores topics like market herding during crises, volatility forecasting, and the low-beta anomaly through behavioral lenses. Prof. Rubesam has authored influential papers on information transmission in financial markets, risk parity strategies, and the efficacy of linear models in volatility prediction. His work bridges theoretical finance with practical applications, such as developing machine learning-based portfolio construction methods for emerging markets. Awards: 2007 Dimitris N. Chorafas Foundation Prize 2006 Best Paper Award, Cass Business School His professional roles include Chief Risk Officer at Itaú-Unibanco (2013–2017) and Quantitative Researcher/Trader at Principia Capital Management (2009–2011). He is a member of LEM (Laboratory of Economics and Management) and teaches courses on financial programming, risk management, and portfolio analysis.