The research director of CARISMA is guided by its academic board. A number of faculty members provide research leadership. These faculty members together with research associates and Ph.D. students have set out to create a vibrant interdisciplinary research environment.
Faculty Members
Professor Gautam Mitra (Director)
BEE(JU), MSc(Lond), Phd(Lond), FBCS, FIMA, FRSA
Operational Research, Computational Optimisation, Stochastic programming, Risk Decisions in Finance and Other Industries.
e-mail : Gautam.Mitra@brunel.ac.uk
Web : Homepage
Professor John Beasley (Deputy Director)
Operational Research, Combinatorial Optimisation.
e-mail : John.Beasley@brunel.ac.uk
Web : Homepage
Dr Alessandra Canepa
Econometrics (time series analysis and re-sampling methods), Financial Econometrics (sovereign debt management and yield curve estimation), and Industrial Economics (investments in R&D, innovation policy).
e-mail : Alessandra.Canepa@brunel.ac.uk
Web : Homepage
Professor Ken Darby-Dowman
Operational Research, Combinatorial Optimisation,
Optimisation Modelling and Optimisation under Uncertainty
e-mail : Kenneth.Darby-Dowman@brunel.ac.uk
Web : Homepage
Professor Malcolm Irving
Power Network Analysis; Energy Utility Applications.
e-mail : Malcolm.Irving@brunel.ac.uk
Web :
Homepage
Dr Paresh Date
Mathematical Control Theory, System Identification and Approximation (Deterministic/Stochastic), Modelling Uncertainty of Dynamic Systems.
e-mail : Paresh.Date@brunel.ac.uk
Web : Homepage
Dr Cormac Lucas
Mathematical Programming, Modelling & Analysis of Mathematical Programming Models.
e-mail : Cormac.Lucas@brunel.ac.uk
Web : Homepage
Dr Harris Makatsoris
Agent-based computing and its application in modelling, simulation and optimisation of complex systems and their interactions data driven modelling responsive and sustainable production and supply chain modelling and optimisation , RFID systems and applications grid computing in manufacturing and supply chain management
e-mail : Harris.Makatsoris@brunel.ac.uk
Web : Homepage
Dr Nenad Mladenović
Metaheuristics and exact methods in combinatorial and global optimization & Clustering, data mining and Image processing (Location, Routing, distribution management).
e-mail : Nenad.Mladenovic@brunel.ac.uk
Web : Homepage
Dr Diana Roman
Optimisation Modelling, Optimisation under Uncertainty, Risk Decisions in Finance.
e-mail : Diana.Roman@brunel.ac.uk
Web : Homepage
Dr Jaideep Roy
Economic Theory, Game Theory, Decision Theory, Social Choice and Experimental Economics.
e-mail : Jaideep.Roy@brunel.ac.uk
Web : Homepage
Jaideep Roy
Dr Antoaneta Serguieva
Evolving complex systems, computational intelligence in risk modelling and analysis, hybrid knowledge representation.
e-mail : Antoaneta.Serguieva@brunel.ac.uk
Web : Homepage
Dr Fabio Spagnolo
International Finance, Financial Econometrics and Macroeconomics.
e-mail : Fabio.Spagnolo@brunel.ac.uk
Web :
Fabio Spagnolo
Dr Nicola Spagnolo
Time-series econometrics, nonlinear models,
international finance.
e-mail : Nicola.Spagnolo@brunel.ac.uk
Web : Homepage
Nicola Spagnolo
Dr Veronica Vinciotti
Statistical Bioinformatics, Gene network modelling, Classification, Credit Scoring
e-mail : veronica.vinciotti@brunel.ac.uk
Web : Homepage
Dr Keming Yu
Quantile Regression (Parametric and Nonparametric Quantile, Bayesian Quantile, Extreme Quantile) and Application in Finance (Volatility Estimation, VaR Estimation, Return Distribution), in Risk Analysis (Flood Risk Assessment, Survival Analysis). Nonparametric Smoothing, Smoothing Parametric Selection, Variance Estimation and Application in Time-Inhomogeneous Diffusions. Robust Statistics, Bayesian Inference for Modelling Uncertainty.
Email : Keming.Yu@brunel.ac.uk
Web : Homepage
