Projects per year
Personal profile
Biography
Abhay Singh is an Associate Professor in applied finance and Deputy Director of the Centre for Corporate Sustainability & Environmental Finance. His primary area of research is in Financial Risk Modelling, including Econometrics and Multivariate Analysis, Investment Analysis and Asset Pricing. He is leading research projects in data science with a strong focus on interdisciplinary research in data analytics and financial analytics. He has secured government and industry grant funding in excess of AUD 1,000,000 for projects related to data analytics. His ongoing projects include applications of Machine Learning in FinTech and to improve business processes, Multivariate Analysis using Vine Copulas, Financial Risk Modelling and forecasting using Econometric methods, Social Media Analytics and Text Mining. He has published my research in numerous international research outlets including high quality ABDC ranked A/A* journals.
He has over a decade of experience in data analytics and quantitative finance research using statistical software. He is a big believer in open-source software and have been using R for data analytics and statistical computing including quantitative research methods for several years. In 2017, he published his first book, “R in Finance & Economics: A Beginners Guide” which focusses on quantitative research methods in Finance/Econometrics using R. He is recognised as an expert in telling stories using data analytics and visualisation and consults on academic and industry research projects.
Research interests
FinTech, Data Analytics, Data Visualisation, Text mining, Social Media Analytics, Time Series Econometrics, Multivariate Dependence & Risk Modelling using Copulas, Applied Statistics and Financial Risk Modelling in general.
Education/Academic qualification
Finance, PhD, Edith Cowan University, Perth, WA, Australia
Award Date: 30 Nov 2011
Management, Master of Business Administration, Indian Institute of Information Technology & Management, Gwalior, India
Award Date: 1 Jun 2009
Information Technology, Bachelor of Technology, Indian Institute of Information Technology & Management, Gwalior, India
Award Date: 1 Jun 2009
External positions
Adjunct Associate Professor, Edith Cowan University
11 Oct 2021 → …
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Network
Projects
- 4 Finished
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Using a data-driven statistical modelling and analysis approach to model individual learning progress
1/02/18 → 31/12/18
Project: Research
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Finance Decision Lab (FDL) as an Innovative Learning & Teaching Hub
1/01/18 → 31/12/18
Project: Teaching
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Machine Learning, Sentiment Indices and Stock Market Prices
Allen, D. E., McAleer, M. & Singh, A.
1/01/13 → 31/07/14
Project: Research
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R in finance and economics: a beginner's guide
Singh, A. K. & Allen, D. E., Feb 2017, Singapore ; Hackensack, NJ: World Scientific Publishing. 245 p.Research output: Book/Report › Book
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Tail dependence analysis of stock markets using extreme value theory
Singh, A. K., Allen, D. E. & Powell, R. J., 2017, In: Applied Economics. 49, 45, p. 4588-4599 12 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Extreme market risk and extreme value theory
Singh, A. K., Allen, D. E. & Robert, P. J., Aug 2013, In: Mathematics and Computers in Simulation. 94, p. 310-328 19 p.Research output: Contribution to journal › Article › peer-review
23 Citations (Scopus) -
Financial dependence analysis: applications of vine copulas
Allen, D. E., Ashr, M. A., Mcaleer, M., Powell, R. J. & Singh, A. K., Nov 2013, In: Statistica Neerlandica. 67, 4, p. 403-435 33 p.Research output: Contribution to journal › Article › peer-review
16 Citations (Scopus) -
Daily market news sentiment and stock prices
Allen, D. E., McAleer, M. & Singh, A. K., 27 Jun 2019, In: Applied Economics. 51, 30, p. 3212-3235 24 p.Research output: Contribution to journal › Article › peer-review
21 Citations (Scopus)
Prizes
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2019 The Runner Up for the Ray Ball Prize
Cai, Cynthia (Recipient), Singh, Abhay (Recipient), Gipple, J. (Recipient) & Zhu, E. (Recipient), 16 Jul 2020
Prize: Honorary award
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Faculty of Business & Law Dean’s Award for Early Career Researcher
Singh, Abhay (Recipient), 2015
Prize
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Finance Decision Lab (FDL) as an Innovative Learning & Teaching Hub
Singh, Abhay (Recipient) & Linnenluecke, Martina (Recipient), 2018
Prize: Teaching award
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School of Business & Law Dean’s Award for Early Career Researcher
Singh, Abhay (Recipient), 2016
Prize
Activities
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R for Research Workshop
Abhay Singh (Invited speaker)
23 Nov 2017Activity: Talk or presentation › Invited talk
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R for Research Workshop
Abhay Singh (Speaker)
13 Aug 2019 → 14 Aug 2019Activity: Talk or presentation › Invited talk
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R for Research Workshop
Abhay Singh (Organiser)
8 Apr 2021 → 9 Apr 2021Activity: Participating in or organising an event › Organising a conference, workshop or event series
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Introduction to R for Data Analytics
Abhay Singh (Speaker)
14 Dec 2020 → 18 Dec 2020Activity: Talk or presentation › Invited talk
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R for Empirical Research in Financial Econometrics
Abhay Singh (Speaker)
25 Nov 2019 → 28 Nov 2019Activity: Talk or presentation › Invited talk
Press / Media
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Coronavirus: Analysing stories from the Twitter frontline
20/04/20
1 Media contribution
Press/Media: Expert Comment
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Social media channels are emerging as platforms to influence human behaviour
12/07/19
1 Media contribution
Press/Media: Other