2016 Speakers

Dr Bilal M. Ayyub

Center for Technology and Systems Management
University of Maryland

Dr. Ayyub is the Director of the Center for Technology and Systems Management at the University of Maryland. He is also a Professor of Civil and Environmental Engineering since 1983; Professor of Reliability Engineering since 1985; Professor of Applied Mathematics and Scientific Computation since 2009; Consulting Professor at the U. S. Navy from 1993 to 2001; President of BMA Engineering, Inc. since 1987; and board member of several research and development companies and non-profit organizations including start-up companies. He completed his PhD degree from the Georgia Institute of Technology in 1983.

Dr. Ayyub’s main research interests are risk, uncertainty, expert opinion elicitation, and decision analysis, and systems engineering applied to infrastructure, naval, energy, defense and maritime fields. They include resilience, sustainability, climate change, reliability-based design, and risk-informed planning and decision making covering many aspects of project lifecycles and portfolios, such as life expectancy assessment of structural systems, risk-informed inspection, bidding strategies, project execution risk, project life management, operational risk, risk management including risk transfer and risk finance, and liability and exposure analysis.

Dr. Ayyub is a fellow of the American Society of Civil Engineers (ASCE), the American Society of Mechanical Engineers (ASME), the Society of Naval Architects and Marine Engineers (SNAME) and the Society for Risk Analysis (SRA), and a senior member of the Institute of Electrical and Electronics Engineers (IEEE). He completed many research and development projects for governmental and private entities and is the recipient of several awards from ASCE, ASNE, ASME, NAFIPS, the Department of the Army, and the Governor of the State of Maryland.

He is the Editor-Chief of the ASCE-ASME J. of Risk and Uncertainty in Engineering Systems and is the author and co-author of more than 600 publications (including 8 textbooks and 14 edited books) in journals, conference proceedings, and reports. His textbooks include the following: Uncertainty Modeling and Analysis for Engineers and Scientists (Chapman & Hall/CRC 2006 with G. Klir), Risk Analysis in Engineering and Economics (Chapman & Hall/CRC 2003, second edition 2014), Elicitation of Expert Opinions for Uncertainty and Risks (CRC Press 2002), Probability, Statistics and Reliability for Engineers and Scientists, Third Edition (Chapman & Hall/CRC 2011 with R. H. McCuen), and Numerical Methods for Engineers (Prentice Hall 1996 with R. H. McCuen).

Professor Michael A. H. Dempster

Department of Pure Mathematics and Statistics
University of Cambridge

Michael A H Dempster, Professor Emeritus and Founder, Centre for Financial Research, Department of Pure Mathematics and Statistics, University of Cambridge.

Educated at Toronto, Carnegie Mellon and Oxford, Michael Dempster has taught and researched in leading universities on both sides of the Atlantic, including Oxford, Cambridge, Stanford, California-Berkeley, Princeton, Toronto, Melbourne and Rome. He was the first Professor of Finance at the Cambridge Judge Business School and is currently founding Editor-in-Chief of Quantitative Finance and an Associate Editor of Stochastics, Computational Finance and the Journal of Risk Management in Financial Institutions.

Michael is founding Editor-in-Chief of the Oxford Handbooks in Finance and founding Co-Editor of the Chapman & Hall /CRC Mathematical Finance Series. He has been consultant to a number of global financial institutions and corporations and several governments and is regularly involved in research presentations and executive education in financial engineering and risk management around the world.

Author of over 110 published research articles in leading international journals; his books include Introduction to Optimization Methods (with P R Adby), Stochastic Programming, Large Scale Linear Programming (with G B Dantzig and M Kallio), Derivative Securities (with S R Pliska), Risk Management: Value at Risk and Beyond, Quantitative Fund Management (with G Mitra and G Pflug), Stochastic Optimization in Finance and Energy (with M Bertocchi and G Consigli), The Euro in Danger (with J S Chadha and D S Pickford) and Commodities (with Ke Tang).

His work has won several awards and he is an Honorary Fellow of the UK Institute of Actuaries, a foreign member of the Academia Nationale dei Lincei (Italian Academy) and Managing Director of Cambridge Systems Associates Limited, a financial analytics consultancy and software company.

Professor Marcel Prokopczuk

School of Economics and Management
Leibniz University Hannover

Marcel Prokopczuk is Professor of Finance at Leibniz University Hannover. He is also Visiting Professor of Finance at the ICMA Centre, Henley Business School, University of Reading.

Marcel received his MSc in Industrial Engineering from the Karlsruhe Institute of Technology (KIT) and his PhD in Finance from the University of Mannheim. He is also a CFA charterholder and holder of the Professional Risk Management (PRM) designation.

Marcel is a founding editor of the recently established Journal of Commodity Markets and an Associate Editor of the Journal of Banking of Finance. He has published in leading journals such as, the Journal of Financial and Quantitative Analysis (JFQA), the Journal of Banking and Finance (JBF), the Journal of Economic Dynamics and Control (JEDC), the Journal of Empirical Finance (JEF), or Energy Economics (EE). Moreover, he has recently edited two books; Energy Pricing Models: Recent Advances, Methods, and Tools and the Handbook of Research Methods and Applications in Empirical Finance.

Marcel’s main research interests are commodity markets, asset pricing, quantitative risk management, fixed-income markets and derivatives securities.