Abhay Kumar Singh

PhD (Finance), MBA, B. Tech (Information Technology)


I am a Researcher/ Senior Lecturer  (Finance) in the Department of Applied Finance & Actuarial Studies at Macquarie University, Sydney Australia.  I obtained my PhD in year 2011 from Edith Cowan University with my thesis evaluating extreme Financial Market Risk. I was the co-recipient of the prestigious Edith Cowan University Research Medal for my PhD research work.  My research interests include realized volatility modelling using high frequency trading data, multivariate dependence using Vine Copula. Recently I have also developed an interest in the field big data analytics, particularly in financial network modelling,  text mining and related sentiment analysis.