Prof Ser Huang Poon, Alliance Manchester Business School
Professor Poon is internationally renowned for volatility research, Asset Pricing, Derivatives and Credit Risk which has been cited as reference readings on Nobel website. Current projects include Examining the impact of blockchain technology on the behaviour and dynamics of interest rates, market liquidity and market makers and the implication for and impact on Central Bank currency risk management. Theoretical results published to date have been successfully employed in investment practices within the Swiss and German financial systems. Professor Poon’s research has contributed to the development of a new interdisciplinary field, ‘Mathematical Behavioural Finance’ (MBF), dealing with mathematical models of financial markets based on behavioural principles, she is also working with institutional investors on ‘financial innovation and the real economy’.
Prof Jian-Bo Yang, Alliance Manchester Business School
Professor Yang is the Chair of Decision and System Sciences. He conducts research in the areas of multiple criteria decision analysis using both quantitative and qualitative information under uncertainties, probabilistic inference and decision making with data and judgements, complex system modelling, optimisation and simulation or machine learning, hybrid decision methodologies combining techniques from systems theory, operational research and artificial intelligence, etc. The current application areas cover data-driven diagnosis and prognosis, design and operation decision making in healthcare and engineering systems, pattern identification and analysis of customer behaviours, public sentiments and system risks (financial or non-financial) from big data, performance analysis and improvement of products, processes and organizations, among others.
Professor Syd Howell, Alliance Manchester Business School
Syd is a Professor of Financial Management and Member of the Mathematical Finance and Actuarial Science research group. His research expertise encompasses economic modelling and use of modern financial mathematical tools to model management problems including hedge funds, algorithmic trading, revenue management & credit risk. In recent years he has collaborated with Manchester's School of Mathematics to develop Stochastic Dynamic Optimisation (SDO). This variation of Financial Mathematics is a powerful way to model and optimise systems of physical storage and/or financial storage.
Mr Ismail Erturk, Alliance Manchester Business School
Senior Lecturer in Banking with research interests include financialisation, financial intermediation, financial innovation, corporate governance, executive pay, financial literacy, household financial portfolios and cultural economy. Past projects include Credit Risk Management in the Financial Sector. In recent years his teaching reflects his research interests in financialization and financial innovation that he investigates as part of an inter-disciplinary team at CRESC at the University of Manchester. He has undertaken advisory work for companies and government institutions internationally and has developed and directed senior banking programmes for the Executive Centre.
Dr Sarah Zhang, Alliance Manchester Business School
Sarah is a lecturer in Finance with research interests including Market Microstructure (Algorithmic and High-Frequency Trading), Empirical Asset Pricing, Retail and Institutional Trading, Automated trading, Behavioural and Experimental Finance. She is currently a Co-Investigator on the ESRC grant "Experimental Assessment of the Societal Impact of Algorithmic Traders in Asset Markets".
Professor Klaus Reiner Schenk-Hoppê, School of Social Sciences
Klaus is a Professor of Financial Economics with research interests covering financial markets and trading, computational economics and finance, dynamic economic theory, and random dynamical systems theory. His research has been published more than 60 articles in international peer-reviewed journals.
Professor Mark Elliot, School of Social Sciences
Mark is a Professor of Data Science. His research is focused on the topics of data privacy and anonymisation. He founded the international recognised Confidentiality and Privacy Research Group (CAPRI) in 2002, and has run numerous research projects within the CAPRI remit. He leads the UK Anonymisation Network and the University's CDT on Data Analytics and Society. Mark collaborates widely with non-academic partners, particularly with national statistical agencies (e.g. Office for National Statistics, US Bureau of the Census, Australian Bureau of Statistics) where he has been a key influence on disclosure control methodology used in censuses and surveys and where the SUDA software developed in collaboration with colleagues in Computer Science in Manchester is currently employed. Aside from Confidentiality and Privacy his research interests include the Psychology and Sociology of Personal Relationships.
Dr Saralees Nadarajah, School of Mathematics
Saraless is a senior lecturer in Mathematics; specialising in extreme value theory and its applications including the statistical analysis of crypto-currencies including Bitcoin and the underlying blockchain technology as key pieces of financial technology. He is also engaged in developing new financial risk measures applicable to big data sets and multivariate data sets. Other areas of interest include distribution theory, nonparametric statistics, information theory, reliability, sampling theory, statistical software and time series.
Prof Goran Peskir, School of Mathematics
Professor of Probability, a financial mathematics and economics specialist; Goran works on option pricing theory and related areas of financial technology and also develops optimal mathematical algorithms for sequential testing and quickest detection of unknown parameters as part of general uncertainty quantification in real world applications. Some of his past work includes Constrained dynamic optimality and binomial terminal wealth, Stochastic differential equations for sticky Brownian motion and Quickest detection problems for Bessel processes.
Dr Neil Walton, School of Mathematics
Senior Lecturer in Financial Actuarial Science, current project on Stochastic Modelling for Company Revenue streams. Teaching includes Stochastic Control with Applications to Finance and MSc dissertations in Applied Mathematics and Actuarial Finance. Neil’s research interests lie in the areas of applied probability, operations research, optimization/control and game theory. He focuses on resource allocation in random and adversarial environments. For instance, assigning traffic signals under random demand; congestion in internet; and the prediction, assignment and purchase of adverts on search engines.
Dr Richard Banach, School of Computer Science
Richard is a senior lecturer studying cryptography including applications and architectures of blockchain technology. His main research areas are currently Hybrid and cyberphysical systems; Hybrid Event-B: its definitiion; theory and implementation; Retrenchment - a means of formalising more of informal design; Application of formal methods to problems involving continuous mathematics and Formal methods in general, and their relationship to wider systems engineering issues. Richard also leads the Cryptography module within the School of Computer Science
Dr Aleksandra Jordanoska, School of Law
Aleksandra is a lecturer in the Manchester Centre for Regulation and Governance and Public Law, and an expert in financial regulatory systems. She specialises in regulatory enforcement in the financial services industry. Her work in this area is an interdisciplinary empirical research drawing from the disciplines of regulation studies, financial markets regulation, criminology, criminal law, and sociology of law. The empirical aspects consist of interviews with relevant stakeholders in the financial services industry, and observations of administrative and criminal trials decision-making.
Dr Shavana Musa, School of Law
Shavana is a lecturer in international law, security and human rights; she specialises in law and practice of highly regulated markets & systems including cyber security. Her main areas of expertise are security law and policy, risk management and human rights. Currently, she is conducting a project on systemising human rights within the international investment regime.
Professor Bruce Tether, Alliance Manchester Business School
Professor of Innovation Management and Strategy and Associate Head of Research, Innovation, Management and Policy division; a leading centre for innovation, strategy and entrepreneurship, researching on the challenges facing firms and public services. Specialist in innovation in professional services; the competitive dynamics of professional service firms