Course Staff
Markus Pelger
Markus Pelger is an Associate Professor of Management Science & Engineering at Stanford University and a Chambers Faculty Scholar in the School of Engineering. He is also a Research Associate at the National Bureau of Economic Research.
His research focuses on understanding and managing financial risk. He develops mathematical financial models and statistical methods, analyzes financial data and engineers computational techniques. His research is divided into three streams: machine learning solutions to big-data problems in empirical asset pricing, statistical theory for high-dimensional data and stochastic financial modeling.
Markus' work has appeared in the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Management Science, Journal of Econometrics and Journal of Applied Probability. He is an Associate Editor of Management Science, Operations Research, the Journal of Econometrics, the Review of Finance, the Journal of Financial Econometrics, Digital Finance and Data Science in Science. He is also a guest editor for the Review of Asset Pricing Studies and Journal of Financial Stability. His research has been recognized with several awards, including the Utah Winter Finance Conference Best Paper Award, the Best Paper in Asset Pricing Award at the SFS Cavalcade, the Dennis Aigner Award of the Journal of Econometrics, the Bates-White Prize for the Best Paper at the Society for Financial Econometrics Conference, the Crowell Memorial Prize, the International Center for Pension Management Research Award, the CAFM Best Paper Award and the IQAM Research Award. He has been invited to speak at hundreds of world-renowned universities, conferences and investment and technology firms. He has been a consultant or advisor to investment institutions, governmental agencies and supranational organizations.
Markus received his Ph.D. in Economics from the University of California, Berkeley. He has two Diplomas in Mathematics and in Economics, both with highest distinction, from the University of Bonn in Germany. He is a scholar of the German National Merit Foundation and he was awarded a Fulbright Scholarship, the Institute for New Economic Thinking Prize, the Eliot J. Swan Prize and the Graduate Teaching Award at Stanford University.
Markus is a founding organizer of the Advanced Financial Technology Laboratories and the AI & Big Data in Finance Research Forum. He is affiliated with the National Bureau of Economic Research, Stanford Institute for Computational and Mathematical Engineering, the Stanford Institute for Human-Centered Artificial Intelligence, Stanford Data Science and the Stanford Woods Institute for the Environment.
Kun Peng
Kun Peng is the founder of the Stanford Blockchain Accelerator (SBA), which helped incubate many Stanford crypto startups like Nexus, Calderas, Modulus Labs, 0G, BitVM, PIN AI, POD with over 500 million dollars raised in aggregate from some of the best crypto VCs in the industry. Kun is also the founder of Blockchain Application Stanford Summit (BASS), an in-person summit series highlighting the best of Stanford Blockchain's entrepreneurial ecosystem and some of the brightest minds in the industry like Chris Dixon, Chris Larsen, Gavin Wood, Dan Boneh, Ari Juels etc. Kun is the founding partner of the Blockchain Builders Fund and also teaches the CEE246 and MS&E 447 Blockchain entrepreneurship course at Stanford university.
Previously, Kun has extensive experience as an operator and founder in crypto startups in the DeFi, infra and NFT space. Kun was born in China and raised in Argentina. He is native in Chinese, English and Spanish and fluent in Italian, Portuguese and French. He is knowledgeable and well-connected in both the Latin American and Asian crypto ecosystems.
Gil Rosen
Gil is a Stanford GSB 2016 graduate, completing his second masters in Public Policy ('22), exploring the intersection of tech and policy. An Electrical/Computer engineer by training, Gil spent 15 years in data engineering during which he founded Eccella, built big data platforms for the IRS, JPMorgan, London Stock Exchange, Bausch&Lomb, Veteran Affairs, etc, grew to 100 employees and $10M ARR, and exited in 2017. Gil founded Head&Heart capital to invest in visionary founders and has over 45 early stage investments across crypto, fintech, healthtech, and sustainability in the US and LatAm. Gil has been investing and advising crypto projects since 2017 and as President of the SBA, he actively supports teams on strategy, GTM, and venture building. The 20 teams across the last two cohorts have gone on to raise $50MM+ from leading crypto VC’s.