JNTF 1 1 Authors

The Journal of Network Theory in Finance

Volume 1, Issue 1


Hakan Kaya

Hakan Kaya, PhD, and Senior Vice President, joined Neuberger Berman in 2008. He is a member of the Quantitative Investment Group and is the Portfolio Manager for the global risk balanced portfolios including the Dynamic Beta Navigator strategy as well as the long/short and long-only commodity strategies. His research interests include quantitative asset allocation with a focus on robust portfolio optimization, tail-risk management and nonparametric statistics. Prior to joining Neuberger Berman (formerly known as a Lehman Brothers Asset Management company), he was a consultant with Mount Lucas Management Corporation where he developed weather related risk models in addition to statistical arbitrage strategies for commodities investment. He received BS degrees summa cum laude in Mathematics and in Industrial Engineering from Koç University in Istanbul, Turkey and holds a PhD in Operations Research & Financial Engineering from Princeton University.





Grzegorz Hałaj

Grzegorz Hałaj is currently working for the ECB as a financial stability expert dealing with stress testing issues (Troika program country stress tests and the EBA/SSM EU wide stress test) and financial contagion modelling and assessment. Before, he worked in the ALM office of a private bank and as a researcher in financial mathematics and in contagion studies (Warsaw School of Economics, CORE in Louvain-la-Neuve, King's College in London and Fields Institute in Toronto). He holds a PhD in financial mathematics and his research interests have been recently focusing on agent-based modelling of contagion and banks' behaviours in light of the theory of the optimal portfolio choice.




Nicolò Musmeci

Nicolò Musmeci is a PhD student at King's College London, Department of Mathematics. He did his Master's degree in Theoretical Physics from the University "La Sapienza" of Rome, where he started to study Complex Systems modelling and forecasting. His research activity is focused on network theory for financial applications, in particular for systemic risk in interbank nets and for portfolio optimization models.





Tiziana Di Matteo

Tiziana Di Matteo is Professor of Econophysics.
A trained physicist, she took her degree and PhD from the University of Salerno in Italy before assuming research roles at universities in Australia and Britain. She works in the Department of Mathematics at King's College London in Econophysics, complex networks and Data science. She has authored over 80 papers and gave invited and keynote talks at major international conferences in the US, across Europe and Asia, making her one of the world's leaders in this field. http://www.mth.kcl.ac.uk/~tiziana/




Tomaso Aste

Tomaso Aste is an expert in complex data analytics and complex systems modelling. He is head of the Financial Computing & Analytics group at University College London (UCL); he is vice Director of the UK Financial Computing & Analytics Doctoral Centre and he is member of the board of the London School of Economics Systemic Risk Centre. He graduated in Physics at the University of Genoa and he was then awarded a PhD at the Politecnico di Milano. He was postdoc in Strasbourg as Marie Curie Fellow. He had academic positions in Italy, Australia and Britain. Tomaso Aste has published over 100 publications on subjects related to complex systems, finance and applied statistical physics. He is program committee member for a large number of international conferences and editor of international journals. He is consultants for financial, bio-technological and big-data analytics companies.





Serafin Martinez-Jaramillo

Serafin Martinez-Jaramillo is a senior financial researcher at the financial stability general directorate of Banco de México. He currently works on Financial Stability, Systemic Risk and Financial Networks at Banco de México but he also works on bankruptcy prediction using evolutionary computation techniques. He previously developed an agent based-financial market to study the link between agent behavior and the stylized facts in the financial market prices. Serafin has published several book chapters, encyclopedia entries and papers in high impact international journals like: IEEE Transactions on Evolutionary Computation; the Journal of Economic Dynamics and Control and the International Journal of Intelligent Systems in Accounting, Finance and Management. He has also been member of the editorial committee of international conferences like. Additionally, he has been reviewer of international journals like: IEEE Transactions on Evolutionary Computation; the Journal of Economic Dynamics and Control, Applied Intelligence and the International Journal of Intelligent Systems in Accounting, Finance and Management and the Journal of Financial Stability. Serafin holds a PhD in Computational Finance from the University of Essex where he is currently a visiting fellow. He belongs to the Mexican National Researchers System from 2009.




José-Luis Molina-Borboa

José-Luis Molina-Borboa is a financial researcher from Banco de México, where he has been using network and statistical models to study financial stability and measure systemic risk in Mexico since 2013. He holds a BSc. in Applied Mathematics from Instituto Tecnológico Autónomo de México (ITAM), having taken some courses at Université Paris-Dauphine.





Marco van der Leij

Marco van der Leij is an Assistant Professor at the Center for Nonlinear Dynamics in Economics and Finance of the University of Amsterdam, as well as a visiting researcher at De Nederlandsche Bank, the Central Bank of The Netherlands. Dr Van der Leij obtained his PhD at Erasmus University of Rotterdam in 2006. During and after his PhD he dedicated himself to the analysis of Networks in Economics. He has contributed to this area through high-quality research, some of which has been published in top journals, such as Science Magazine, the Journal of the European Economic Association, the Review of Economics & Statistics, and the Journal of Political Economy. In the last three years, Marco has been working on issues related to Financial Stability, in particular the analysis of Financial Networks in the Interbank Market. On this topic he is collaborating with researchers from the University of Amsterdam, De Nederlandsche Bank, and the Banco de México.



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