SoFiE Financial Machine Learning Summer School

Mikhail Chernov (UCLA Anderson School of Management)

Mikhail Chernov is a Professor of Finance at the University of California, Los Angeles Anderson School of Management. His work focuses on macro-based asset pricing, derivatives, fixed income and financial econometrics. “My particular focus is on the importance of market crashes, private and sovereign defaults, and unexpected changes in policy — events that may occur infrequently, but whose impact can be devastating on financial markets and on the economy overall.” Chernov’s academic publications have earned him numerous awards.

Chernov previously served on the faculty of the London School of Economics, London Business School and Columbia Business School. He has held positions at the Bank of England, Federal Reserve Board and the Oxford-Man Institute of Quantitative Finance, and has been a visiting scholar at the Wharton School and NYU Stern School of Business.

Chernov is a research associate at the National Bureau of Economic Research and a research fellow at the Center for Economic and Policy Research. He has served as associate editor of Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance, Journal of Financial Econometrics and Journal of Financial and Quantitative Analysis. His professional interests lead him to international cross-disciplinary collaborations in statistics and macroeconomics. Chernov received his PhD from Pennsylvania State University.

Jianqing Fan (Princeton University)

Jianqing Fan is the Frederick L. Moore '18 Professor of Finance, Professor of Statistics, and Professor of Operations Research and Financial Engineering at Princeton University, where he chaired the department from 2012 to 2015. He is the winner of numerous prizes including the COPSS Presidents' Award, Morningside Gold Medal for Applied Mathematics, Guggenheim Fellow, Pao-Lu Hsu Prize, Guy Medal in Silver, Noether Distinguished Scholar, and Le Cam Award and Lectures. He was elected to Academician from Academia Sinica in 2012 and Royal Flemish Academy of Belgium in 2023.

Professor Fan is interested in statistical theory and methods in data science, statistical machine learning, finance, economics, computational biology, biostatistics with particular skills on high-dimensional statistics, machine learning, spectral methods, neural networks, reinforcement learning, non-parametric modeling, longitudinal and functional data analysis, survival analysis, nonlinear time series, wavelets, among others.

Theis Ingerslev Jensen (Yale School of Management)

Theis Ingerslev Jensen is an Assistant Professor of Finance at Yale School of Management. Theis' primary research area is empirical asset pricing, where he likes to explore new data sets, especially those related to subjective expectations. His research projects are typically data-intensive and use advanced statistical methods such as machine learning.

Theis grew up in Denmark where he obtained his Ph.D. in financial Economics from Copenhagen Business School in 2023.

Stefan Nagel (The University of Chicago Booth School of Business)

Stefan Nagel is the Fama Family Distinguished Service Professor of Finance at Chicago Booth. His research focuses on asset pricing, investor behavior, and the formation of investor expectations. His most recent work explores the role of personal experiences in shaping expectations about the macroeconomy and financial market returns, models of investor learning about long-run growth with decaying memory, and the application of machine learning techniques to understand the risk and return of investment strategies in the stock market. Nagel has won various awards for his research, among them the Smith-Breeden Prize of the American Finance Association for the best paper in the Journal of Finance in 2004 and the Fama/DFA prize for the best asset pricing paper in the Journal of Financial Economics in 2006 and 2020 (first prize) and 2010 (second prize).

Professor Nagel served as Executive Editor of the Journal of Finance, one of the leading academic finance journals in the world, from 2016 to 2022. Previously, he was an editor at the Review of Financial Studies from 2014-2015 and an associate editor at various top journals. He is also a research associate at the National Bureau of Economic Research (Cambridge, MA) and a research fellow at the Centre for Economic Policy Research (London, UK) and CESifo (Munich, Germany). He is vice-president of the Western Finance Association.

Before joining Booth, Nagel taught at the University of Michigan's Ross School of Business (2013-17), Stanford Graduate School of Business (2004-13) and in the Economics Department at Harvard University (2003-04). He received his PhD from the London Business School in 2003 and his Diplom (M.S. equiv.) in Business Economics from the University of Trier (Germany) in 1999.

Andreas Neuhierl (Olin Business School at Washington University in St. Louis)

Andreas Neuhierl is an Assistant Professor of Finance at the Olin Business School at Washington University in St. Louis. He received his PhD and MS in Finance from Northwestern (Kellogg). Prior to joining Olin, he was on the faculty of the University of Notre Dame and held visiting appointments and the University of Chicago Booth School of Business. His research interests include empirical asset pricing, financial econometrics, macroeconomics and commodity markets. Specifically, recent research has examined the role of monetary policy for equity markets and the use of machine learning methods for financial prediction problems.

Nikolai Roussanov (The Wharton School, University of Pennsylvania)

Nikolai Roussanov is Moise Y. Safra Professor and Professor of Finance at the Wharton School, University of Pennsylvania, and Research Associate at the National Bureau of Economic Research. His research focuses on areas of interaction between asset pricing and macroeconomics, ranging from equity to fixed income, currency, and commodity markets, to entrepreneurship and individual financial behavior. His articles have been published in the Journal of Finance, Quarterly Journal of Economics, Journal of Financial Economics, Review of Financial Studies, Journal of Monetary Economics, and Management Science, and won a number of prizes, including the 2015 AQR Insight Award. He currently serves as Co-Editor of the Journal of Financial Economics and has in the past served on editorial boards of the Journal of Finance and Journal of Monetary Economics, as Editor of the Review of Asset Pricing Studies, and President of the Macro Finance Society. At Wharton he has taught courses on Behavioral Finance, Fixed Income Securities, and Consumer Financial Decision Making to undergraduate and MBA students, as well as Empirical Methods in Finance aimed at students in the doctoral program.

Roussanov received an undergraduate degree in mathematics from Harvard College and a Ph.D. in Finance from the University of Chicago.

Yinan Su (Johns Hopkins University Carey Business School)

Yinan Su is an Assistant Professor of Finance at the Johns Hopkins University Carey Business School. His research interests include banking, asset pricing, financial econometrics, and economic networks. Before joining Carey, Yinan Su earned his PhD degree from the University of Chicago's Joint Program in Financial Economics and a bachelor's degree in economics and finance from Tsinghua University.

Guofu Zhou (Olin Business School at Washington University in St. Louis)

Guofu Zhou is the Frederick Bierman and James E. Spears Professor of Finance at Olin Business School at Washington University in St. Louis. His research interest include investment strategies, big data, machine learning, forecasting, technical analysis, asset allocation, anomalies, asymmetric information, asset pricing tests and econometric methods. His journal publications have appeared in Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Management Science, and other leading academic journals. He is also a co-author of Financial Economic, and contributor to several books, including Advanced Fixed-Income Valuation Tools, and Q-finance, etc. Presently, he also serves as Associate Editor of Journal of Financial and Quantitative Analysis, and on the Editorial Board of Journal of Portfolio Management, International Journal of Portfolio Analysis & Management, Annals of Economics and Finance.

Professor Zhou holds a BS degree from Chengdu College of Geology, a MS in Computational Mathematics from Chengdu Branch, Academia Sinica, and a PhD in Economics from Duke University.