Research
- Interests: empirical and computational finance, market microstructure, forecasting, liquidity, high-frequency time series econometrics, financial applications of machine learning and data mining
- Supervisors: Ramazan Gencay (senior), Robert Jones
- Research Blurb & Bio
- Curriculum Vitae (pdf)
- Papers, Publications, and Talks
Teaching
- Instructor: Spring 2009 -- BUEC 433: Forecasting in Business and Economics
- Tutor-Marker: Spring 2006 & 2007 -- BUS 864: Credit Risk Management
Professional Activities
- Reviewer, Finance Research Letters.
Labs, Institutes, Affiliations
- IRMACS - Interdiciplinary Research in the Mathematical and Computing Sciences Centre, Multifractals, Scale Invariance and Financial Risk Management Project
- DDM - SFU's Database and Data Mining Lab
- PIMS - Pacific Institute for the Mathematical Sciences
Today's Markets
Last modified: January 2008