Interests:
portfolio diversification
risk measures
derivative pricing
stochastic gradient algorithms
machine learning
Sotirios Sabanis
Asset Pricing and Investments
Design Informatics and Data Science
Interests:
capital market anomalies
empirical asset pricing
empirical corporate finance
behavioural corporate finance
market based accounting research
Maria Michou
Asset Pricing and Investments
Banking, Finance and Markets
Interests:
data analytics
option pricing
financial forecasting model
quantitative investment strategy
Yi Cao
Asset Pricing and Investments
Machine Learning / Artificial Intelligence
Interests:
sustainable financial data science
green finance policy
net-zero investing
financial technology innovation
Theodor Cojoianu
Asset Pricing and Investments
Sustainable Finance
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Technology and Innovation, E-commerce, Blockchain
Interests:
Bayesian inference
machine and deep learning
high-performance computing
computational finance
market efficiency
Ben Moews
Asset Pricing and Investments
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Management Science and Operations Research
Interests:
market microstructure
high-frequency trading
market quality
big data analysis
Khaladdin Rzayev
Asset Pricing and Investments
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Interests:
private equity
venture capital
data-driven investments
entrepreneurial finance
startups
Filippo Menolascina
Asset Pricing and Investments
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Technology and Innovation, E-commerce, Blockchain
Interests:
Sustainable finance
climate change
carbon markets
environmental finance
environmental economics
Luca Taschini
Asset Pricing and Investments
Sustainable Finance
Banking, Finance and Markets
Interests:
big data analytics
business analytics
data analytics
econometrics of financial markets
empirical asset pricing
finance & investment
financial econometrics
forecasting in finance & marketing
predictive analytics
statistics for finance
Andre Santos
Asset Pricing and Investments
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Management Science and Operations Research
Interests:
artificial intelligence
high-frequency trading
limit order books
quantitative finance
Adamantios Ntakaris
Asset Pricing and Investments
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Interests:
corporate ownership
ESG
executive compensation
Maria Boutchkova
Asset Pricing and Investments
Banking, Finance and Markets
Interests:
financial market microstructure
algorithmic trading
machine learning in finance
Gbenga Ibikunle
Asset Pricing and Investments
Sustainable Finance
Banking, Finance and Markets
Machine Learning / Artificial Intelligence
Interests:
pension funds
payout policy
investment
Ronan Gallagher
Asset Pricing and Investments
Banking, Finance and Markets













