20092021

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Personal profile

Biography

My primary area of research is in Financial Risk Modelling, including Econometrics and Multivariate Analysis, Investment Analysis and Asset Pricing. I am leading research projects in data science with a strong focus on interdisciplinary research in data analytics and financial analytics. I have secured government and industry grant funding in excess of AUD 1,000,000 for projects related to data analytics. My ongoing projects include Multivariate Analysis using Vine Copulas, Financial Risk Modelling and forecasting using Econometric methods, Social Media Analytics and Text Mining.

I have published my research in numerous international research outlets including high quality ABDC ranked A/A* journals.   I have recently (Feb, 2017) published my first book, “R in Finance & Economics: A Beginners Guide” which focusses on quantitative research methods in Finance/Econometrics using R.

I have over a decade of experience in quantitative finance research including econometrics modelling using statistical software. I am a big believer in open source software and have been using R for statistical computing including quantitative research methods for several years.

I have lectured at Edith Cowan University, Macquarie University, University of Technology, Dresden, Germany and have also worked as contract consultant for CingleVue International Pty Ltd on Data Analytics projects.

Research interests

My research interests are in 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 Senior Lecturer, Edith Cowan University

2017 → …

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