Projects per year
Personal profile
Biography
Abhay Singh, an Associate Professor in applied finance and Director of the Centre for Corporate Sustainability & Environmental Finance, specializes in Financial Risk Modeling, Investment Analysis, and Asset Pricing. He leads interdisciplinary research projects in data science with a strong focus on data and financial analytics, securing over AUD 1,200,000 in government and industry grants. His current projects span Machine Learning in FinTech, Multivariate Analysis with Vine Copulas, Econometric-based Financial Risk Modeling, Social Media Analytics, and Text Mining.
Abhay has published extensively in top-tier journals and authored the book "R in Finance & Economics: A Beginners Guide" in 2017. With over a decade of experience, he champions open-source software R and is renowned for his expertise in data analytics, visualization, and consulting for both academic and industry research.
Supervision Availability: Available for Principal Supervision on Financial Analytics 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, Modelling Extreme Market Risk-A Study of Tail Related Risk Measures , 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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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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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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Sustainable investment, ratings, and impact of climate risk
Singh, A., Kitsios, V. & Ashton, A.
23/08/23 → 22/08/28
Project: Research
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MQ Industry LP: Educating Retail Investors for Impact Investing
Bu, D., Liao, Y., Smith, T., Linnenluecke, M., Cai, C., Mollica, V., Singh, A., Cao, L. & Peng, C.
1/09/22 → 31/12/25
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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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
3 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
20 Citations (Scopus) -
Vulnerability-CoVaR: investigating the crypto-market
Waltz, M., Singh, A. K. & Okhrin, O., 2 Sept 2022, In: Quantitative Finance. 22, 9, p. 1731-1745 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile63 Downloads (Pure) -
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
35 Citations (Scopus)
Prizes
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2019 The Runner Up for the Ray Ball Prize
Cai, Cynthia (Recipient), Singh, Abhay (Recipient), Gipple, Jennifer (Recipient) & Zhu, Elizabeth (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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Conducting Systematic Literature Reviews and Bibliometrics Analysis using R
Abhay Singh (Speaker)
25 Nov 2022Activity: Talk or presentation › Invited talk
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S P Jain Insitute of Management Research
Abhay Singh (Visiting researcher)
5 Sept 2022 → 15 Sept 2022Activity: Visiting an external institution › Visiting an external academic institution
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Introduction to R for Research
Abhay Singh (Speaker)
24 Nov 2022Activity: 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
Impacts
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Empowering Retail Investors for a Greener Future: The Pivotal Role of Environmental Literacy Education in Sustainable Investing
Di Bu (Participant), Yin Liao (Participant), Tom Smith (Participant), Vito Mollica (Participant), Cynthia Cai (Participant) & Abhay Singh (Participant)
Impact: Environment impacts, Policy impacts, Economy impacts