Assistant Professor of Finance (Lecturer), Bayes Business School (formerly Cass), City University of London, UK
Trader, lecturer, and researcher in finance.
Academic specializing in applied research on financial markets, market microstructure, trading strategies, financial modeling and forecasting, market surveillance, and machine learning in finance.
Leveraging big data and machine learning to innovate in financial markets and beyond.
Working experience in trading and investments since 2009: consulting for banks, hedge funds, exchanges, and industry.
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PhD in Finance,
Bayes Business School (formerly Cass), City, University of London, UK
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MSc in Accounting and Finance,
London School of Economics and Political Science (LSE), UK
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Fellow, Higher Education Academy (FHEA)
Publications
Nonstandard Errors, 2024, with Albert J. Menkveld, Anna Dreber, Felix Holzmeister, et al., Journal of Finance
Price discovery between Bitcoin spot markets and exchange traded product, 2023, with Roland Gemayel and James Bowden, Economics Letters
Working Papers
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Machine Learning in Long-term Stock Market Predictions, 2024, with Parastoo Mousavi and Jens Perch Nielsen
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Valuation of leasehold extensions in England, 2024, with Mark Andrew and James Culley
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A machine learning approach to predict market manipulation, 2023, with Richard Payne and Malvina Marchese
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Hitting the Right Notes? Earnings Call Vocal Cues and Investment Decision Making, 2023, with James Bowden and Roland Gemayel
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Market efficiency and market depth, 2022, with Simon Hayley and Richard Payne
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Momentum ignition manipulation on financial markets, 2021
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Spoofing manipulation and intraday market quality, 2020
Conferences
Conference list
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Economics of Financial Technology Conference, 19-21 June, 2024, Edinburgh, UK. "Crypto ETPs vs Direct Investments"
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Finance and Business Analytics Conference, 12-14 June, 2024, Athens, Greece. "Valuation of leasehold extensions in England using a machine learning approach"
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Financial Econometrics Conference, 31 May - 1 June, 2024, Trinity College, Cambridge, UK. "Beyond the Hype: Exposing the Myth of Machine Learning in Long-term Stock Market Predictions"
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International Conference on Finance and Economics (ICFAE-24), 11-12 April, 2024, Dubai, UAE. "Informed Trading in Futures Market"
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Finance Research Workshops at Bayes Business School, 9 October, 2023, London, UK. “Forecasting Financial Market Manipulation using Machine Learning Method”
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Wold Finance Conference, 2-4 August, 2023, Arger, Norway. "Modeling and Forecasting spoofing manipulation"
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International Symposium of Forecasting, 25-28 June, 2023, Charlottesville, Virginia, USA. "Modeling and Forecasting spoofing manipulation"
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Economics of Financial Technology Conference, 21–23 June, 2023, Edinburgh, UK. "Price Discovery between Bitcoin Spot Markets and Exchange Traded Products"
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Finance and Business Analytics Conference, 7-9 June, 2023, Lefkada, Greece. "Modeling and Forecasting spoofing manipulation"
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16th Annual Conference Behavioural Finance Working Group, 12–13 June 2023, London, UK. "Hitting the Right Notes? Earnings Call Vocal Cues and Investment Decision Making"
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Academy of Finance’s 36th Annual Meeting, 22-24 March, 2023, Chicago, USA. "Price discovery between Bitcoin spot markets and exchange traded products"
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Market Microstructure Summer School, 2021, Stockholm Business School, Sweden. "Spoofing Manipulation and Intraday Market Quality"
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World Finance & Banking Symposium, 2020, Riga Latvia, December, 5th-6th. "Spoofing Manipulation and Intraday Market Quality"
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13th International Conference on Game Theory and Management, 3-5 July, 2019, Saint-Petersburg, Russia, “Welfare effects of spoofing manipulation strategy in financial double auction”
Art
Art is my cherished hobby. I create abstract art to discover a harmonious balance between feelings, beauty and structure. My abstract creations, such as enchanted flowers, mystical faces, or ethereal flames, convey emotions and states of being, communicating with the world in their unique language.
We inhabit a world governed by rules, laws, and boundaries. Emotions find themselves encased within this framework. Geometric forms represent this formation, and I explore how structure and creativity interact. This exploration mirrors the essence of humanity. We are creatures of nature dwelling within a structured existence.
