George T. Albanis is currently working at Hypovereinsbank - HVB Group. He obtained his PhD from City University Business School, London and holds a BSc in Economics from the University of Piraeus, Greece and Master's degrees in Business Finance and in Decision Modelling and Information Systems from Brunel University, London. An experienced programmer, his interests are applications of advanced nonlinear techniques for financial prediction in fixed income and credit derivatives markets, and quantification of risk in financial modelling.
Yves Bentz is Vice President with Credit Suisse First Boston, specialising in high frequency
equity trading strategies and statistical arbitrage. He was previously a quantitative
trader with Morgan Stanley and with Beaghton Capital Management in London where he
developed automated equity and derivatives trading strategies. Yves holds a PhD from
the University of London (London Business School). He has published several research
papers on factor modelling and nonlinear modelling, in particular stochastic parameter
models and nonparametric statistics and their applications to investment management.
Monica Billio is Associate Professor of Econometrics at Universita Ca Foscari of Venice.
She graduated in Economics at Universit a Ca Foscari di Venezia and holds a PhD degree
in Applied Mathematics from the Universite Paris IX Dauphine. Her fields of interest are
simulation based methods and the econometrics of finance.
Frederick Bourgoin is an Associate Portfolio Manager in the Active Fixed Income Portfolio
Management Team at Barclays Global Investors in London where he is involved
in the development of the active bond and currency strategies, as well as the risk management
systems. Prior to joining BGI, he was a risk manager and quantitative analyst
at Portman Asset Management. Frederick holds a Post-Graduate Degree in Finance from
ESSEC Business School and an MSc in Econometrics and Mathematical Economics from
Pantheon-Sorbonne University in Paris.
Neil Burgess is a Vice President in the Institutional Equity Division at Morgan Stanley
where he works in the area of quantitative programme trading, leading and coordinating
new developments in trading systems and strategies for equities and equity derivatives
between Europe and the USA. He obtained his PhD from London University. He has
published widely in the field of emerging computational techniques and has acted as a
programme committee member for international conferences: Forecasting Financial Markets,
Computational Finance and Intelligent Data Engineering and Learning.
Nuno Cassola holds a PhD in Economics from the University of Kent at Canterbury. He
worked as an Associate Professor at the Technical University of Lisbon from 1992 until
1994. He then joined the Research Department of the Banco de Portugal in 1994 where
he became Head of the Monetary and Financial Division in 1996. In 1999 he joined the
European Central Bank in Frankfurt where he is currently Principal Economist in the
Monetary Policy Stance Division of the Monetary Policy Directorate.
Christian L. Dunis is Girobank Professor of Banking and Finance at Liverpool Business
School, and Director of its Centre for International Banking, Economics and Finance
(CIBEF). He is also a consultant to asset management firms, a Visiting Professor of International
Finance at Venice International University and an Official Reviewer attached to
the European Commission for the Evaluation of Applications to Finance of Emerging
Software Technologies. He is an Editor of the European Journal of Finance and has published
widely in the field of financial markets analysis and forecasting. He has organised
the Forecasting Financial Markets Conference since 1994.
Xuehuan Huang graduated from Liverpool Business School with an MSc in International
Banking and Finance and from China's Shenzen University with a BA in Business Management.
After working as an auditor with Ernst & Young, she is currently a financial
analyst at Bayer DS European headquarters.
Vassilios Karalis is an Associate Researcher at the Centre for International Banking,
Economics and Finance of Liverpool Business School (CIBEF). Vassilios holds an MSc
in International Banking and Finance from Liverpool Business School and a BSc in
Mathematics with specialisation in probabilities, statistics and operational research from
the University of Ioannina, Hellas.
Jason Laws is a Lecturer in International Banking and Finance at Liverpool John
Moores University. He is also the Course Director for the MSc in International Banking,
Economics and Finance at Liverpool Business School. He has taught extensively in the
area of investment theory and derivative securities at all levels, both in the UK and in
Asia. Jason is also an active member of CIBEF and has published in a number of academic
journals. His research interests are focused on volatility modelling and the implementation
of trading strategies.
Pierre Lequeux joined the Global Fixed Income division of ABN AMRO Asset Management
London in 1999. As Head of Currency Management, he has responsibility for
the quantitative and fundamental currency investment process. He was previously Head
of the Quantitative Research and Trading desk at Banque Nationale de Paris, London
branch, which he joined in 1987. Pierre is also an Associate Researcher at the Centre for
International Banking, Economics and Finance of Liverpool Business School (CIBEF)
and a member of the editorial board of Derivatives Use, Trading & Regulation.
Jorge Barros Luis is Head of Credit Risk Modelling with Banco Portugues de Investimento.
Previous positions include Economist at the European Central Bank and Banco de
Portugal, Chief Economist at Banif Investimento and Adviser to the Minister of Finance
and to the Secretary of State for the Treasury of the Portuguese Government. Jorge holds
a PhD in Economics from the University of York and has published several papers on
yield curve modelling and information extraction from option prices.
Patrick Naim is an engineer of the Ecole Centrale de Paris. He is the founder and
chairman of Elseware, a company specialised in the application of nonlinear methods to
financial management problems. He is currently working for some of the largest French
institutions and coordinating research projects in the field at a European level.
Bruno B. Roche is Head of Research in the Global Management Research group of a
major multinational company where he leads a specialist team whose role is to provide
world class expertise, methodologies, technologies and knowledge management in multiple
areas which have a global critical impact (e.g. financial markets, risk management
and advertising effectiveness). He is also a Researcher at the Solvay Business School at
the University of Brussels.
Michael Rockinger is Professor of Finance at the HEC School of Business of the University
of Lausanne. He has been scientific consultant at the French Central Bank for many
years. He is also affiliated with CEPR and FAME. Previously, Michael taught Finance at
all levels at HEC-Paris. His research interests are various, one of them is the modelling
of asset prices. Michael earned his PhD in Economics at Harvard University. He is also
a graduate in Mathematics from the Swiss Federal Institute of Technology (EPFL) and
holder of a Master's degree from the University of Lausanne.
Domenico Sartore is Full Professor of Econometrics at Universit a Ca Foscari di Venezia.
Previously he taught at the University of Milan and the University of Padua. At present,
he is President of the economics and finance consultancy GRETA (Gruppi di Ricerca
Economica Teorica ed Applicata) in Venice. His field of interest is the econometrics of
finance, where he has published many papers.
Mark Williams is an Associate Researcher at the Centre for International Banking,
Economics and Finance of Liverpool Business School (CIBEF). Mark holds an MSc
in International Banking and Finance from Liverpool Business School and a BSc in
Economics from Manchester Metropolitan University.