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.
Research Students
Malek Abdel-Jawad [France]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr P. Date
2nd Supervisor: Dr C. Lucas
Research Interests :Financial Mathematics/Portfolio Management
e-mail : mc07mma@brunel.ac.uk
Anwar Hood Ahmed [Kenya]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr C .A. Lucas
2nd Supervisor: Professor G. Mitra
Research Interests : Enhancing Airline Schedule Robustness through integration of 'Fleet Assignment Model' with uncertain demand (under stochastic conditions).
e-mail : Anwar.Ahmed@brunel.ac.uk
Abdulrahman Alguwaizani [Saudi Arabia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr Nenad Mladenovic
2nd Supervisor: Professor G. Mitra
Research Interests : metaheuristics, clustering and risk modelling.
Abdallah Ally [Tanzania]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Dr V. Vinciotti
Research Interests : Volatility forecasting/estimation, quantile methods, prediction intervals.
e-mail : Abdallah.Ally@brunel.ac.uk
Samira Al-Moustafa [Syria]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr Nenad Mladenovic
2nd Supervisor: Dr C Lucas
Research Interests : Mathematical programming, vehicle routing problem, exact algorithms, tolerance.
e-mail : Samira.Al-Moustafa@brunel.ac.uk
Katerina Aristodemou [Cyprus]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Professor G. Mitra
Research Interests : Bayesian Quantile Regression (Parametric and Nonparametric Quantile) and applications in finance and econometrics.
e-mail : Katerina.Aristodemou@brunel.ac.uk
Amr Attar
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr Antoaneta Surguieva
2nd Supervisor: Dr Nicola Spagnolo
Research Interests : Financial Contagion Analysis
e-mail : Amr.Attar@brunel.ac.uk
Aida Mauziah Benjamin [Malaysia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor J.E. Beasley
2nd Supervisor: Professor G.Mitra
Research Interests : Metaheuristics, Vehicle Routing Problem.
e-mail : Aida.Benjamin@brunel.ac.uk
Stanislav Bozhkov
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr Antoaneta Surguieva
2nd Supervisor: Dr Keming Yu
Research Interests : Measuring the Operational Component of Catastrophic Risk: Modelling and Context Analysis.
e-mail : Stanislav.Bozhkov@brunel.ac.uk
Roberto Bustreo [Italy]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Dr C. Lucas
Research Interests : Stochastic Optimisation and Risk Modelling.
e-mail : Roberto.Bustreo@brunel.ac.uk
Sergio Consoli [Italy]
School of Information Systems,
Computing and Mathematics
1st Supervisor: Professor K. Darby-Dowman
2nd Supervisor : Professor J. Beasely
Research Interests : Metaheuristics in combinatorial optimization, multipath optimization, path finding problems.
e-mail : Sergio.Consoli@brunel.ac.uk
Christine Gregory [USA]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor K. Darby-Dowman
2nd Supervisor: Professor G. Mitra
Research Interests : Operational Research.
e-mail : Christine.Gregory@brunel.ac.uk
Gianfranco Guastaroba [Italy]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
Research Interests : Robust Portfolio Optimisation, Heuristic Algorithms for Arc/Vehicle Routing Problems.
e-mail : Gianfranco.Guastaroba@brunel.ac.uk
Dominik Hollmann [Germany]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr C. Lucas
Research Interests: Risk and optimisation in practice; especially supply network management
e-mail : Dominik.Hollmann@brunel.ac.uk
Luka Jalen [Slovenia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr R. Mamon
2nd Supervisor: Dr P. Date
Research Interests : Mortality modelling/survival analysis.
e-mail : Luka.Jalen@brunel.ac.uk
Tong Ji [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr K. Yu
Research Interests :Stochastic programming, trade scheduling and algorithmic trading, options, hedging strategy.
e-mail : Tong.Ji@brunel.ac.uk
Ekaterina Kochieva [Russia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr. C .A. Lucas
Research Interests : Portfolio optimization. Algorithmic trading. Risk modelling.
e-mail : Ekaterina.Kochieva@brunel.ac.uk
Antonios Koutsourelis [Greece]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Dr Antoaneta Sergueiva
Research Interests : Measuring the Operational Component of Catastrophic Risk: Modelling and Statistical Analysis
e-mail : Antonis.Koutsourelis@brunel.ac.uk
Oliwia Kozlowska [Poland]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr P. Date
Research Interests : Aggregation of credit risk and market risk using copulas and extreme value theory
e-mail : Oliwia.Kozlowska@brunel.ac.uk
Jasmina Lazić [Serbia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr N. Mladenović
2nd Supervisor: Professor G. Mitra
Research Interests : metaheuristics (variable neighbourhood search, genetic algorithm, etc.) in combinatorial and global optimisation, integer programming, clustering.
e-mail : Jasmina.Lazic@brunel.ac.uk
Fang Liu [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr Antoaneta Serguieva
2nd Supervisor: Dr Paresh Date
Research Interests : Co-evolutionary Artificial Financial Markets
e-mail : Fang.Liu@brunel.ac.uk
Fang Liu
Zixuan Liu [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Professor C. Wang
Research Interests :
e-mail : Zixuan.Liu@brunel.ac.uk
Zixuan Liu
Claudia Lopez Soto [Mexico]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr C Lucas
2nd Supervisor: Professor J.Beasley
Research Interests :
e-mail : mapgccl@brunel.ac.uk
Claudia Lopez Soto
Hakim Mezali [UK]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor J. Beasley
2nd Supervisor: Dr D. Roman
Research Interests : Index Tracking and Enhanced Indexation.
e-mail : mapghhm@brunel.ac.uk
Hakim Mezali
Leelavati Mitra [UK]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor J. Beasley
2nd Supervisor: Dr C.A. Lucas
Research Interests : Continuous time finance.
e-mail : Leelavati.Mitra@brunel.ac.uk
Sovan Mitra [UK]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr. C .A. Lucas
2nd Supervisor: Professor G. Mitra
Research Interests : Financial Mathematics, Economics/Finance and Operational Research.
e-mail : Sovan.Mitra@brunel.ac.uk
Sovan Mitra
Eleni Pepona [Greece]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr P. Date
2nd Supervisor: Professor G. Mitra
Research Interests : Set membership identification in networked dynamical systems.
e-mail Eleni.Pepona@brunel.ac.uk
Ksenia Ponomareva [Russia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr P. Date
2nd Supervisor: Professor G. Mitra
Research Interests : Mathematical Finance
Craig Reed [UK]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Dr V. Vinciotti
Research Interests : Statistics.
e-mail : Craig.Reed@brunel.ac.uk
Katharina Schwaiger [Germany]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
Research Interests : Mathematical Finance, in particular Asset and Liability Management and Liability Driven Investment.
e-mail : Katharina.Schwaiger@brunel.ac.uk
Siti Aida Sheikh Hussin [Malaysia]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr. D. Roman
Research Interests : Financial Mathematics, Asset and Liability Management, Pension Funds.
e-mail : Siti.Sheikhhussin@brunel.ac.uk
Rima Sheikh Rajab [Syria]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr. N. Mladenović
2nd Supervisor: Dr. K. Yu
Research Interests : Mathematical Modelling
e-mail : Rima.SheikhRajab@brunel.ac.uk
Zhuo Sheng [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr K. Yu
2nd Supervisor: Dr C. Lucas
Research Interests : Portfolio Optimisation, Equity Pricing and Risk Modelling
e-mail : Zhuo.Sheng@brunel.ac.uk
Rafiq Swash
Brunel Business School
1st Supervisor: Dr Antoaneta Serguieva
Research Interests : Measuring the Operational Component of Catastrophic Risk: Computational Framework
e-mail : Rafiq.Swash@brunel.ac.uk
Xiaochen (Michael) Sun [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr. K. Yu
2nd Supervisor: Professor G. Mitra
Research Interests : Copula Method in Finance
e-mail : Xiaochen.Sun@brunel.ac.uk
Web : Homepage
Maria Woodside Oriakhi [Bahamas]
School of Information Systems, Computing and Mathematics
1st Supervisor: Dr. C .A. Lucas
2nd Supervisor: Professor J.E. Beasley
Research Interests : Portfolio optimisation, heuristics, and risk modelling.
e-mail : Maria.WoodsideOriakhi@brunel.ac.uk
Hong Xie [China]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2nd Supervisor: Dr. K. Yu
Research Interests : Hedge and arbitrage in stock index future, credit rating.
e-mail : Hong.Xie@brunel.ac.uk
Viktar Zviarovich [Belarus]
School of Information Systems, Computing and Mathematics
1st Supervisor: Professor G. Mitra
2st Supervisor: Dr. C .A. Lucas
Research Interests : Stochastic programming.
e-mail : Viktar.Zviarovich@brunel.ac.uk
