Abhay Singh
Professor at Macquarie University
Greater Sydney Area Australia
Summary
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Senior🎓
Top SchoolAbhay Singh is a Professor of Applied Finance with eight years of experience applying advanced econometrics, multivariate dependence models and text mining to market risk and portfolio management. He combines a strong mathematical and programming background (R, MATLAB, SQL, C++) with hands-on research in VaR/CVaR modelling, realized volatility and Vine copulas to deliver robust quantitative risk solutions. As Director of the Finance Decision Lab and former Associate Dean, he bridges academic leadership with practical data-analytic projects and HDR training. His work uniquely spans traditional financial econometrics and social media/text analytics, using sentiment and topic models to enhance asset-price and risk insights. Accepted into the Australian American Young Leadership Dialogue, he also brings cross-sector collaboration experience and an international policy-facing perspective. Currently based in Sydney, he seeks partnerships in quantitative finance and data analytics across academia and industry.
8 years of coding experience
11 years of employment as a software developer
Btech-IT + MBA IT & Finance, Btech-IT + MBA IT & Finance at ABV-Indian Institute of Information Technology and ManagementDoctor of Philosophy (PhD) Finance, Doctor of Philosophy (PhD) Finance at Edith Cowan UniversityGithub contributions (5)
singh1985/rforanalytics
Jul 2021 - Dec 2022
Contributions:26 commits, 93 pushes, 1 branch in 1 year 4 months
singh1985/git_test
Jan 2019 - Feb 2020
Contributions:2 pushes, 1 branch in 1 year 1 month
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