2020 MSMF Research Expo

Dario Villani, Duality Group

Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion-dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Risk.net Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Master’s in Finance from Princeton University where he also taught a popular course in trading and risk management.

Harvey Stein, Bloomberg

Dr. Harvey J. Stein is Head of the Quantitative Risk Analytics Group at Bloomberg, responsible for all quantitative aspects of Bloomberg’s risk analysis products. Dr. Stein is well known in the industry, having published and lectured on mortgage backed security valuation, CVA calculations, interest rate and FX modeling, credit risk modeling, financial regulation, and other subjects. Dr. Stein is on the board of directors of the IAQF, an adjunct professor at Columbia University, and organizer of the IAQF/Thalesians financial seminar series. He’s also worked as a quant researcher on the Bloomberg for President campaign, and on analyzing Covid-19 data. He received his BA in mathematics from WPI in 1982 and his PhD in mathematics from UC Berkeley in 1991.

Steven Kou, Boston University 

Steven Kou is a Questrom Professor in Management and Professor of Finance at Boston University. Previously, he taught at National University of Singapore (from 2013 to 2018), Columbia University (from 1998 to 2014), University of Michigan (1996-1998), and Rutgers University (1995-1996). He teaches courses on FinTech and quantitative finance. Currently he is a co-area-editor for Operations Research and a co-editor for Digital Finance, and has served on editorial boards of many journals, such as Management Science, Mathematics of Operations Research, and Mathematical Finance. He is a fellow of the Institute of Mathematical Statistics and won the Erlang Prize from INFORMS in 2002. Some of his research results have been incorporated into standard MBA textbooks and have been implemented in commercial software applications, e.g. in Bloomberg Terminals.

Mark Kon, Boston University 

Mark Kon is a professor of Mathematics and Statistics at Boston University where he is affiliated with the Bioinformatics Graduate Program.  He works in quantum probability and information, bioinformatics, machine and statistical learning, mathematical physics, mathematical and computational neuroscience, complexity theory, and wavelets.  Mark has published approximately 100 articles in mathematics and statistics, mathematical physics, computational biology, and computational neuroscience, including two books.  His recent research and applications interests involve quantum probability and information, statistics, machine learning, computational biology, computational neuroscience, and complexity.  He has recently pursued research in quantum computation and information, and his current work in machine learning has investigated complexities of designs for learning machines and neural networks which improve, sometimes significantly, on those for standard architectures.  Application areas of the latter include bioinformatics and genetic transcription informatics.  He is on the editorial board of Neural Networks, and has been on the organizing committee of the World Congress on Neural Networks twice.  He has had research grants and contracts from the American Fulbright Commission, National Science Foundation, and the U.S. Air Force.  He has given approximately 100 lectures in 15 countries.

Mark has served as departmental director of graduate studies at BU and he has held appointments at Columbia University as Assistant and Associate Professor (Computer Science, Mathematics), as well as at Harvard and at MIT. Mark holds a PhD in Mathematics from MIT, and Bachelor’s degrees in Mathematics, Physics, and Psychology from Cornell University.