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.
Andrew Postlewaite is the Harry P. Kamen Professor of Economics and Professor of Finance at the University of Pennsylvania's School of Arts and Sciences. He holds dual roles in the Department of Economics and the Ronald O. Perelman Center for Political Science and Economics. As a distinguished academic, he is a member of the American Academy of Arts and Sciences and serves as a director at the National Bureau of Economic Research (NBER). Additionally, he is the founding editor of the American Economic Journal: Microeconomics and a research associate at Penn's Population Studies Center and Institute for Law and Economics. Postlewaite's research focuses on game theory, behavioral economics, and social norms, with contributions to mechanism design, repeated games, and intergenerational transmission of preferences. His work bridges theoretical foundations with applied economic analysis, particularly in areas like consumer behavior, decision-making, and institutional design. He has held visiting positions at institutions including Caltech, Harvard, and Stanford, reflecting his academic prominence. His scholarly contributions include pioneering studies on future-oriented decision-making, interdependent valuations in markets, and equilibrium concepts in repeated games. Recent publications explore topics such as the impact of local media accessibility in the digital age and the welfare implications of consumption fluctuations. His editorial leadership at journals like Econometrica and International Economic Review underscores his influence in shaping economic discourse. Awarded prestigious fellowships and editorial roles, Postlewaite's career exemplifies a blend of rigorous theoretical research and practical applications in economics. His current research trends emphasize behavioral insights and the methodological underpinnings of economic models, reflecting a commitment to advancing both theory and real-world relevance.
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.
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.
Vijay Raghunathan is a Professor in the Department of Electrical and Computer Engineering at Purdue University's College of Engineering. His work focuses on hardware and software architectures for embedded systems, wireless sensors for IoT, and wearable/implantable electronics with emphasis on low power design, energy harvesting, emerging memory technologies, and secure system design. Academic Rank: Professor Department: Electrical and Computer Engineering University: Purdue University Research Focus: Energy-efficient embedded systems, IoT, wearable devices His research explores low power design at both board-level and system-on-chip scales, micro-scale energy harvesting , and reliable/secure system design for medical devices. Recent work focuses on Processing-in-Sensor/Memory for battery-free AIoT devices, state space models for neural processing units, and security coprocessor integration in autonomous systems. Analysis of his publications reveals trends in energy-efficient neural network acceleration , approximate computing for edge inference , and compute-in-memory architectures . Key subfields include collaborative edge-cloud partitioning , sparse DNN accelerators , and security frameworks for medical devices. Vijay's work also addresses energy-accuracy tradeoffs in multimodal cognitive systems and intermittent computing using non-volatile memory technologies. His contributions span from microcontroller energy management to security protocols for implantable electronics.
David A. Hsieh is the Bank of America Professor of Finance at the Fuqua School of Business, Duke University, where he has been a faculty member since 1993. Previously, he served as Associate Professor and Assistant Professor at the University of Chicago's Graduate School of Business from 1981-1989. His extensive research has significantly contributed to the understanding of hedge funds, financial risk management, and nonlinear dynamics in financial markets. Massachusetts Institute of Technology, Ph.D. in Economics, 1981 Yale University, B.S. in Economics and Mathematics, 1976 (Summa Cum Laude, Phi Beta Kappa) Phillips Academy, Andover, 1972 (Cum Laude) Dr. Hsieh's research primarily focuses on the dynamics of asset prices and their implications for financial risk management. He has made significant contributions to understanding risk and return characteristics in hedge funds and commodity funds, pioneering work on nonlinear dynamics applications to financial markets. His research has evolved from early work on exchange rates and volatility modeling to more recent comprehensive analyses of hedge fund strategies, performance measurement, and industry structure. Hsieh's publication history reveals a clear progression from foundational work on nonlinear dynamics in financial markets to increasingly sophisticated analyses of hedge fund strategies and risk characteristics. His recent work, often in collaboration with William Fung and other prominent finance researchers, has focused on mega hedge fund firms, franchise value in the industry, and the evolution of hedge fund strategies toward more index-like products. The research consistently combines rigorous theoretical frameworks with robust empirical analyses across diverse market conditions. CAIA Award for Excellence in Alternative Investment Research (2015) CFA Institute Graham and Dodd Award of Excellence (2004) Bank of America Faculty Award (2002) Duke Cross-Continent Executive MBA Teaching Excellence Award (2002) Fischer Black Memorial Foundation Robert J. Schwartz Memorial Prize (1999) Smith Breeden First Prize (1990) Yale Science and Engineering Association High Scholarship Award (1976) Russell Henry Chittenden Prize (1976) Dr. Hsieh has served as a consultant for the International Monetary Fund (2007-2016) and the Bank for International Settlements (1998), and as a Visiting Scholar at both the International Monetary Fund and the Board of Governors of the Federal Reserve System. His editorial service includes Finance Editor for Management Science (2003-2009) and Associate Editor roles for several leading finance journals. He has developed extensive research resources including a Hedge Fund Data Library that has become widely used in academic and industry research.
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.
Refet S. Gürkaynak is a Professor of Economics at Bilkent University and a Research Fellow at the Center for Economic Policy Research (CEPR), where he directs the Monetary Economics and Fluctuations Program. He holds a BA in Economics from Bilkent University and a PhD in Economics from Princeton University. His research focuses on monetary economics, financial markets, and international economics, particularly on extracting monetary policy insights from asset prices. His work has appeared in top journals like the Journal of Monetary Economics , Review of Economics and Statistics , and American Economic Review . Research Interests Monetary Policy Transmission Financial Market Reactions Inflation Dynamics ECB Policy Communication Post-Crisis Economic Modeling Scientific Awards & Grants Central Bank of Turkey Award European Central Bank Award Turkish Academy of Sciences Award ERC Grant Consulting & Affiliations Consultant to multiple central banks Director, Monetary Economics and Fluctuations Program at CEPR Former Economist, Federal Reserve Board's Monetary Affairs Division
Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors. His research interests include: Asset pricing anomalies and risk factor modeling Household financial decision-making under uncertainty Macroeconomic impacts on commodity and currency markets Behavioral finance and mental accounting mechanisms Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies. Scientific contributions include: Faculty Research Fellow, National Bureau of Economic Research His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.
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.
Muhannad S. Bakir is the Dan Fielder Professor in the School of Electrical and Computer Engineering at Georgia Institute of Technology and serves as the Director of the 3D Systems Packaging Research Center. His research focuses on heterogeneous integration of microsystems, including 2.5D and 3D ICs and packaging technologies, with significant contributions to advanced cooling systems, electrical and photonic interconnects, and biosensor integration with CMOS. Dr. Bakir's research interests span heterogeneous microsystem design and integration, advanced cooling and power delivery for emerging architectures, electrical and photonic interconnect technologies, biosensor technologies, and nanofabrication. His work addresses critical challenges in next-generation electronics, enabling polylithic integration that concatenates heterogeneous ICs of various functionalities while mimicking monolithic-like densities. His research particularly focuses on co-design of thermal technologies, power delivery networks, and signaling networks for silicon nanoelectronic systems. His recent publications demonstrate strong trends in fused-silica stitch-chip technology for heterogeneous integration, with particular emphasis on RF and mm-wave applications, power delivery for AI accelerators, and thermal management solutions. His work bridges electrical engineering, materials science, and thermal management to solve critical bottlenecks in computing performance and efficiency. 2013 Intel Early Career Faculty Honor Award 2012 DARPA Young Faculty Award 2011 IEEE CPMT Society Outstanding Young Engineer Award 2012 National Academy of Engineering Frontiers of Engineering Symposium Invited Participant 2015 IEEE CPMT Society Distinguished Lecturer 2014 Best Paper of the IEEE Transactions on Components Packaging and Manufacturing Technology More than 25 conference and student paper awards Twelve issued US Patents Dr. Bakir leads the Integrated 3D Systems Lab (I3DS) at Georgia Tech, which is actively researching advanced packaging, interconnects, electrical and thermal design, and system integration. His team has received significant recognition for their work, including multiple best paper awards from major conferences like ECTC, IITC, and CICC. The lab is currently seeking postdoctoral researchers and research faculty to advance next-generation electronics through collaborative research. His lab focuses on enabling the next phase of Moore's Law through polylithic integration, which concatenates heterogeneous ICs of various functionalities (digital, analog, photonic, and mm-wave) using advanced off-chip '2.5D' and '3D' heterogeneous interconnects and packaging. This work impacts applications in high-performance computing, machine learning, edge intelligence, autonomous vehicles, augmented/virtual reality, and healthcare.
Dr. Jacinta Edebeli serves as a Researcher and Group Lead at the Zurich University of Applied Sciences (ZHAW), School of Engineering, within the Meteorology, Environment and Aviation Research Unit. Her work focuses on aviation environmental impacts, air quality monitoring, and sustainable aviation solutions through advanced measurement systems and policy-relevant research. Her research expertise spans: Aviation emissions (gaseous and particulate matter) Urban air quality monitoring using lung-deposited surface area (LDSA) metrics Sustainable aviation fuels (SAF) impact assessment Aviation meteorology and environmental regulation Real-time emission monitoring networks for urban environments Recent publications demonstrate concentrated work on non-volatile particulate matter (nvPM) characterization from aircraft engines, SAF emission comparisons, and ultrafine particle microphysics. Her research bridges technical aviation engineering with public health outcomes through advanced aerosol measurement techniques. She actively leads and contributes to critical projects: Net4Cities : Deputy project leader developing real-time monitoring networks for European zero-pollution action plans Renewable Fuels and Chemicals for Switzerland : Project leader advancing SAF implementation EASA SAMPLE IV : Completed project leader for aircraft emissions certification Multiple AGEAIR projects investigating in-service engine emissions and aging effects As SAE E-31 network member and ORCID-registered researcher (0000-0003-2465-1783), she operates at the forefront of aviation environmental regulation with state-of-the-art facilities at ZHAW's Winterthur campus.
Liming Feng is an Associate Professor at the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, and has served as Director of the Master of Science in Financial Engineering (MSFE) program since 2022. His academic career at the university spans from Assistant Professor (2006-2012) to his current role. He earned his Ph.D. in Industrial Engineering and Management Sciences from Northwestern University (2006), an M.S. in Mathematics from Northwestern University (2000), and a B.S. in Mathematics from Beijing Normal University (1997). Ph.D., Industrial Engineering and Management Sciences, Northwestern University, 2006 M.S., Mathematics, Northwestern University, 2000 B.S., Mathematics, Beijing Normal University, 1997 Feng’s research focuses on Financial Engineering, Stochastic Modeling, and Computational Methods. He has contributed extensively to quantitative finance, particularly in options pricing, portfolio optimization, and market impact models. His work leverages advanced numerical methods, Fourier transforms, and stochastic calculus to solve complex financial problems. The trends in his publications highlight expertise in Levy processes, jump diffusion models, and numerical algorithms for financial derivatives. He has developed innovative techniques for Bermudan options pricing, discretely monitored barrier options, and portfolio deleveraging strategies. His articles often intersect Operations Research with Financial Engineering, emphasizing computational efficiency and mathematical rigor. ISE Faculty Fellow (2025) INFORMS Financial Services Section Best Student Research Paper (2013) First runner-up of the 2012 Morgan Stanley Prize for Excellence in Financial Markets Feng has served on editorial boards for Operations Research Letters and Mathematical Finance . He has been recognized repeatedly for teaching excellence, including the Sharp Outstanding Teaching Award (2011, 2022) and multiple entries in the List of Teachers Ranked as Excellent by Their Students (2007-2024). He currently leads the MSFE program and contributes to curriculum development through courses like IE 522 (Statistical Methods in Finance) and IE 527 (MSFE Professional Development).
Chen Lian is an Assistant Professor in the Department of Economics at UC Berkeley. Holding a PhD from MIT, their research bridges macroeconomics, behavioral economics, and finance, with a focus on bounded rationality, monetary theory, and macro-finance interactions. Education: PhD in Economics, MIT Chen’s work explores how incomplete information and behavioral biases shape macroeconomic outcomes. Key themes include inflation effects on households, fiscal-monetary policy interactions, and financial stress dynamics. They employ heterogeneous-agent models and analyze how micro-level shocks propagate through the economy. Their publications and working papers address topics like credit cycles, demand shock propagation, and the psychological underpinnings of economic decisions. Papers such as Low Interest Rates and Risk Taking (2019) and Confidence and the Propagation of Demand Shocks (2022) highlight their interdisciplinary approach.
Apostolos Fasianos is a Lecturer in Economics at Brunel University London, specializing in macroeconomic implications of household financial behavior. Prior roles include economist positions at the Hellenic Ministry of Finance (2017-2020) and Central Bank of Ireland (2016-2017) , with collaborative research spanning the Bank of England and Reserve Bank of New Zealand . PhD in Economics, University of Limerick MSc in Economic Development, University of Glasgow MPhil in Economics, University of Athens Research focuses on household finance , housing economics , monetary policy , and economic inequalities . Recent work explores AI-enabled technological shocks on UK labor markets via Bayesian VAR modeling and textual patent analysis. Publications span topics like wealth inequality , housing market asymmetries , and financialization trends . Selected publications highlight interdisciplinary approaches, merging macroeconomic theory with empirical analysis of crises (e.g., Covid-19 ), housing markets, and historical financial trends. Key methodologies include textual analysis , VAR modeling , and spatial econometrics . Active in policy analysis, Fasianos represented Greece in international forums such as the EPC - Ageing Working Group and OECD Working Party 1 . Current projects include a 2023-2024 BRIEF AWARDS grant on AI’s macroeconomic impacts.
