JRFM Webinar | Publishing in Modern Quantitative Finance: Rational Finance, AI, Data-Driven Methods, and the Path to JRFM

College of Business, North Dakota State University, USA;
Dr. Ali Muqadas Jaffri, CFA, is an Assistant Professor of Practice in Finance at the College of Business, North Dakota State University (NDSU). He holds a Ph.D. in Economics from Texas Tech University, specializing in Financial Economics, and is a Chartered Financial Analyst (CFA) Charterholder. At NDSU, Dr. Jaffri teaches courses including Analysis of Fixed Income Securities, Advanced Data Analytics in Finance, and Advanced Bank Management, equipping students with analytical and applied skills to tackle complex financial challenges. Before joining academia, Dr. Jaffri built a strong foundation in the financial industry through leadership roles in risk management and financial institutions. He served as Associate Manager of Market Risk at Allied Bank and Manager of Financial Institutions Risk Management at MCB Bank Limited, where he specialized in market, credit, and operational risk frameworks and spearheaded the automation of regulatory reporting systems. Dr. Jaffri’s research and teaching approach integrates rigorous quantitative modeling, machine learning applications, and real-world financial practices. His published and ongoing works explore portfolio optimization, asset pricing, financial market volatility, geopolitical and environmental risk measurement, and advanced econometric and machine learning methods.

Department of Mathematics and Statistics, Texas Tech University, USA;
Dr. Hongwei Mei obtained his Ph.D. in Applied Mathematics in August 2016 from Wayne State University. He was a visiting assistant professor at the University of Central Florida (2016–2017) and the University of Kansas (2017–2020). Before joining TTU, he was a post-doc fellow at the Department of Statistics, Rice University. Dr. Mei is an applied probabilist, and his research interests include stochastic analysis, stochastic control and optimization, and optimal stopping. In those years, he published several papers in SICON, SPA, JDE, ESAIM-COCV, etc.

Department of Economics, Texas Tech University, USA;
Ayush Jha is a PhD candidate in Economics at the Department of Economics at Texas Tech University. His research interests include financial economics, covering empirical asset pricing, modern portfolio theory, risk management, and topics in macro-finance, time series econometrics, and market microstructure. Ayush’s recent publications are featured in the Journal of Fixed Income, the Journal of Portfolio Management, and the Journal of Risk and Financial Management. He is also a co-author of several monographs covering Market Microstructure, Rational Asset Pricing, Behavioral Finance, and Financial Intermediation.