My research interests generally lie in the area of applied/quantitative Finance and Operational Research (OR). I am particularly interested in machine learning applications, financial forecasting and trading strategies. In the past I have done extensive work on artificial intelligence techniques and heuristics (e.g. neural networks, genetic algorithms, support vector machines and kril herd optimization etc). I have expanded my work in the topics of Bayesian relevance vector machines, fuzzy rules, Copula portfolio optimization, cryptocurrencies and data snooping. Recently, my interest has shifted in more traditional areas in finance literature such as firm-level performance and banking efficiency along with multi-disciplinary topics such as FinTech, Corporate Social Responsibility, sustainable investment, DeFi and blockchain. Until this point, my research has led to publications in highly ranked academic journals in OR and Finance (e.g. European Journal of Operational Research, British Journal of Management, Journal of Financial Stability, Quantitative Finance, European Financial Management, Expert Systems with Applications, Annals of Operational Research, International Journal of Finance and Economics, Journal of International Financial Markets, Institutions and Money, European Journal of Finance, Journal of Forecasting inter alia).
Currently, I am teaching the courses of Foundations of Financial Technology (PG), Advances of Machine Learning in Finance (PG) and Research in FinTech (PG). I am also leading as program director the MSc in FinTech offered by University of Glasgow. I have taught in the past a variety of courses related to Financial Investment, Statistics and Research Methods and FinTech ( AI in Finance (PG), FinTech Risk Management (PG), Corporate Finance (PG), Statistical Analysis and Methods (UG), Quantitative Economic Applications (UG), Contemporary Business Issues (PG), International Financial Management (PG), International Investment Management (PG), Portfolio Analysis and Investment (PG), Advanced Portfolio Analysis (PG) and Financial Markets & Corporate Finance (UG) inter alia). I have also been involved with accounting related courses mostly from an empirical research perspective (e.g Issues in Accounting Research (PG), Management Accounting (UG), Strategic Management Accounting (UG)). Recently, I have been involved also in micro-credential courses for practitioners on AI ethics and Big Data Analytics.
In terms of PhD supervision, I am looking for PhD candidates in Finance, with more focus on machine learning, financial forecasting, quantitative/applied finance and FinTech. I am currently supervising five PhD students in topics relevant to the above areas, while under my supervision ten students have finished their PhD, produced high quality publications and progressed successfully in their academic and professional career.