• Post Doctoral Research fellow to the ARC Discovery Grant: New methods for modelling and forecasting risk (DP110102884).
• Research fellow to the School of Accounting Finance & Economics.
• Statistical modelling of various financial risk models required in the research project.

Staff qualifications:

• 2011 -  Phd in Finance (Edith Cowan University).
• 2004-2009 -  Postgraduate with B. Tech in Information Technology and MBA (Finance) (ABV-Indian Institute of Information Technology & Management, India).

Awards and recognition

• 2011 - Edith Cowan University Research Medal.
• 2011 - Special Award for Outstanding Performance in Research (School of Accounting, Finance and Economics).

Research

Research interest:

• Financial Risk Modelling
• Extreme Value Risk models
• Portfolio Optimisation

Current research area:

• Financial Risk-Modelling and Quantification
• Extreme Tail Distributions
• Applications of Information Systems in Finance

Recent publications

Book chapters:

• Allen, D. E., Powell, R. J., & Singh, A. K. (2011). Short Selling Consistency in South Africa. In G. N. Gregoriou (Ed.), Handbook of Short Selling: Elsevier.
• D.E. Allen, A. K. Singh & R. Powell, (2011), ” Machine learning and short positions in stock trading strategies”, Chapter in Hand Book of Short Selling, Ed. G. Gregoriou, Academic Publishing, ISBN: 978-0-12-387724-6.
• D.E. Allen, A. K. Singh, R. Powell & A Kramadibrata (2011), " Short Selling Stock Indices On Signals From Implied Volatility Index Changes: Evidence From Quantile Regression Based Techniques", Chapter in Hand Book of Short Selling, Ed. G. Gregoriou, Academic Publishing, ISBN: 978-0-12-387724-6. 
• D.E. Allen, A. K. Singh & R.Powell, (2010) “Asset Pricing, the Fama-French Factor Model and the implications of Quantile Regression Analysis”. In Gregoriou, G .N. and R. Pascalau (eds.) Financial Econometrics Modelling: Market Microstructure Dynamics, Single and Multifactor Pricing Models and Financial Risk Measures, Palgrave-MacMillan, 2011.
• D.E. Allen & A. K. Singh, (2010) “A Risk And Forecasting Analysis of West Texas Intermediate Prices”. In Gregoriou, G .N. and R. Pascalau (eds.) Financial Econometrics Modelling: Market Microstructure Dynamics, Single and Multifactor Pricing Models and Financial Risk Measures, Palgrave-MacMillan, 2011.

Refereed journal articles:

• Allen, D. E., Singh, A. K., & Powell, R. J. (Forthcoming). A Gourmet’s Delight: CAViaR and The Australian Stock Market. Applied Economics Letters.
• Allen, D. E., Singh, A. K., & Powell, R. J. (Forthcoming). Quantile Regression as a Tool For Portfolio Investment Decisions During Times of Financial Distress . Annals of Financial Economics.
• Allen, D. E., Powell, R. J., & Singh, A. K. (2012). Beyond Reasonable Doubt: Multiple Tail Risk Measures Applied to European Industries. Applied Economics Letters, 19 (7), 671-676.
• Allen, D. E., Powell, R. J., & Singh, A. K. (2011). Japanese Banks: Tail Risk and Capital Buffers. International Journal of Business Studies. 
• Abhay Kumar Singh, Rajendra Sahu and Shalini Bharadwaj, “Portfolio Evaluation Using OWA-Heuristic Algorithm And DEA”, Journal of Risk Finance, Vol. 11 No. 1, (January 2010), pp. 75-88. 
• David E. Allen, Paul Gerrans, Abhay Kumar Singh and Robert Powell,” Quantile regression in its application in investment analysis”, The Finsia Journal of Applied Finance (JASSA), Issue 4, (2009), pp. 7-12. 

Conference papers:

• Singh, A. K., Allen, D. E. & Powell, R. J. (2011). Extreme Market Risk - An Extreme Value Theory Approach (Extended Version). Paper presented at Econometrics Society Australasian Meeting, Adelaide.
• Singh, A. K., Allen, D. E. & Powell, R. J. (2011). Value at Risk Estimation Using Extreme Value Theory. Paper accepted at the 2011 International Congress on Modelling and Simulation (MODSIM 2011), to be held at Perth, Australia. (12-16 December, 2011)
•  Singh, A. K., Allen, D. E. & Powell, R. J. (2011). Evaluating Extremal Dependence in Stock Markets Using Extreme Value Theory. Paper accepted at the 2011 International Congress on Modelling and Simulation (MODSIM 2011), to be held at Perth, Australia (12-16 December, 2011).
• Abhay Kumar Singh and David E Allen, “Asset Selection Using Fama-French Factor Model and DEA-A Quantile Regression Approach”, Finance & Corporate Governance Conference, Melbourne, Australia, 7-9 April 2010.
• David E Allen & Abhay Kumar Singh, “Minimizing Loss At Times Of Financial Crisis: Quantile Regression As a Tool For Portfolio Investment Decisions” International Conference-Financial Crises: Causes, Characteristics, and Effects, Perth, Australia, 23-25 Nov. 2009.