Research
- Interests: empirical and computational finance, market microstructure, high-frequency trading, forecasting, liquidity, risk measurement and management, high-frequency time series econometrics, financial applications of machine learning, data mining, and natural language processing
- Supervisors: Ramazan Gencay (senior), Robert Jones, Robert Grauer
- Curriculum Vitae (pdf)
- Papers, Publications, and Talks
Teaching
- Instructor: Spring 2009 -- BUEC 433: Forecasting in Business and Economics
- Teaching Assistant: Fall 2010 -- ECON 345: International Finance
- 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