Projects per year
Personal profile
Biography
Abhay Singh, an Associate Professor in applied finance and Director of the Macquarie University Nature Positive Finance and Business Research Centre. He specializes in Data Analytics, Financial Risk Modeling, Investment Analysis. He leads interdisciplinary research projects in data science with a strong focus on data and financial analytics and sustainable and climate finance, securing over AUD 1,500,000 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
Climate Finance, Sustainability, Data Analytics, Data Visualisation, Text mining, Social Media Analytics, Time Series Econometrics, 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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Finance Decision Lab (FDL) as an Innovative Learning & Teaching Hub
1/01/18 → 31/12/18
Project: Teaching
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Value of Integrating Climate Risk Across the Business
Singh, A., Luo, L., Zhou, C., Hurley, H., Lemmens, M. & Shroff, M.
1/09/24 → 31/03/25
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
5 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
24 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 AccessFile4 Citations (Scopus)161 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
59 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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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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Flame University
Abhay Singh (Visiting researcher)
12 Sept 2022Activity: Visiting an external institution › Visiting an external academic institution
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Systematic Literature Review using R
Abhay Singh (Speaker)
10 Oct 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
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From Knowledge to Action: Boosting Sustainable Investments with Financial Literacy and ESG Disclosure
Di Bu (Participant), Yin Liao (Participant), Vito Mollica (Participant), Tom Smith (Participant), Cynthia Cai (Participant) & Abhay Singh (Participant)
Impact: Society impacts