Staff
Research in the Finance and Capital Markets area within the School is led by Professor David Allen. Details of his research activities and those of other FEMARC staff are detailed in their profiles:
- Professor David Allen (Centre Leader);
- Dr Abhay Kumar-Singh;
- Mr Akhmad Kramadibrata;
- Dr Clive Reynoldson;
- Dr Ghialy Yap;
- Associate Professor Hadrian G. Djajadikerta;
- Mr Kevin Vanderplank;
- Dr Lee Kian Lim;
- Professor Malcolm Smith;
- Dr Peter Mansfield;
- Mr Ray Boffey;
- Associate Professor Robert John Powell
- Dr Shrabani Saha
- Dr Theo Christopher;
- Dr Yun Hsing (Y.H.) Cheung;
- Associate Professor Zhaoyong Zhang;
- Dr Zubaidah Ismail;
FEMARC associates
- Adjunct Professor Lyn Thomas
Visiting Professor from Edinburgh University, UK (January-April 1998)
Research interests:- Applications of dynamic programming techniques, particularly Markov decision processes, to modelling sequential decision problems.
- Credit scoring and behavioural scoring, the developments of new uses of scoring in credit control and marketing and the possibility of profit as opposed to default scoring.
- Applications of game theory to real problems involving game theory models of auditing, the use of n-person games to allocate costs in banking applications and using game theory to model the environmental regulation of the energy industry.
- Professor M. McAleer
- Professor of Quantitative Finance, Econometric Institute,Erasmus School of Economics, Erasmus University Rotterdam;
- Research Fellow, Tinbergen Institute,The Netherlands;
- Distinguished Chair Professor, Department of Applied Economics, National Chung Hsing University,Taichung, Taiwan;
- Visiting Professor, CIRJE, Faculty of Economics, University of Tokyo.
- Dr S. Peiris
School of Mathematics and Statistics, University of Sydney.
