Abhay Singh

Dr

20092020

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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. My ongoing projects include Multivariate Analysis using Vine Copulas, Financial Risk Modelling and forecasting using Econometric methods among others. I am also involved in interdisciplinary research in Social Media and Data Analytics with an ongoing project on the use of Social Media in Business to Business communication.

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 eight years’ 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

Management, Master of Business Administration, Indian Institute of Information Technology & Management, Gwalior, India

Information Technology, Bachelor of Technology, Indian Institute of Information Technology & Management, Gwalior, India

External positions

Adjunct Senior Lecturer, Edith Cowan University

2017 → …

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