Professor Venkataraman specialises in the microstructure of equity, fixed-income and energy markets. An award winning teacher, his research has been published in major international finance and accounting journals and featured in industry publications such as The CFA Digest, Wall Street Journal, Barron’s, Financial Times, Economist and Bloomberg News. His work has been influential in guiding regulators in the US and Europe in their policy-making in market microstructure, debt markets and energy markets. His research has won several best paper awards at international conferences. Professor Venkataraman is the James M. Collins Chair in Finance at the Cox School of Business at Southern Methodist University. Between 2012 and 2015, he served as Chairman of the Finance Department. He has provided research and advice to the Financial Industry Regulatory Authority (FINRA) and the Commodity Futures Trading Commission (CFTC), and acted as an expert witness in litigation involving price manipulation. He served on the Board of Directors of the Texas Hedge Fund Association between 2011 and 2015 and serves on the Investment Committee of the University Endowment. In addition, he serves on the editorial boards of the Journal of Financial and Quantitative Analysis, Journal of Financial Markets, Journal of Financial Research and Journal of Empirical Finance. He was named among “The Best 40 B-School Profs Under the Age of 40” in the 2011 Poets & Quants ranking of Business School professors. Webpage
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Stefan joined Macquarie University in July 2007. He has held positions at Queensland University of Technology and University of Karlsruhe in Germany where he received a PhD in Statistics. His current research interests focus on risk management and financial econometrics including the fields of credit risk, operational risk, power markets, emissions trading and real estate finance. He further has several years of consulting experience for financial institutions in Europe. Stefan also has a strong research portfolio and has published or has forthcoming papers in international high impact journals including The Journal of Banking and Finance, European Journal of Finance, Energy Economics,The Journal of International Financial Markets, Institutions and Money,The Economic Record, Global Environmental Change, Pacific-Basin Finance Journal, The Journal of Credit Risk, Computational Statistics, Physica A – Statistical Mechanics and its Applications, Studies on Non-Linear Dynamics & Econometrics and Journal of Property Investment and Finance. He also holds various grants, including two ARC Discovery Grants on “Managing the risk of price spikes, dependencies and contagion effects in Australian electricity markets” and “Risk management with real-time financial and business conditions indicators”. More details
Areas of expertise: Risk Management / Asset Pricing / Energy Markets / Real estate / Econometrics
Talis Putnins is a Professor in the Finance Discipline Group at UTS and a member of the Quantitative Finance Research Centre. He has also held positions at the Stockholm School of Economics in Riga and the Baltic International Centre for Economic Policy Studies, and has been a Visiting Scholar at Columbia University and New York University. His main research interests include financial markets, market microstructure, market manipulation, insider trading and shadow economies. His research has been published in international peer-reviewed journals including the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Financial Intermediation, Review of Finance, and Experimental Economics. Talis is the recipient of a Discovery Early Career Researcher Award (DECRA) from the Australian Research Council (ARC). Talis has done consulting and policy work for governments, stock exchanges, and financial institutions and served as an expert witness in legal cases. Talis has a PhD from the University of Sydney. Supervisor Homepage
Areas of expertise: Market Microstructure
Massimo Piccardi is a Professor of Computer Systems with the Faculty of Engineering and Information Technology at University of Technology, Sydney (UTS), that he joined in January 2002 as an associate professor. Previously, he was a senior lecturer/assistant professor with the Faculty of Engineering at University of Ferrara, Italy. At UTS, he directs the Computer Vision program of the Global Big Data Technologies Centre, an international centre of excellence for the development of enabling technologies for big data science and analytics. His main research interests are in the areas of pattern recognition, computer vision, image and video analysis, with main applications to video surveillance, multimedia, and human-computer interaction (CHI). Over his career, Prof. Piccardi has been the author or co-author of over a hundred and twenty scientific papers in international journals and on conference proceedings and several book chapters. Since relocating to Australia from Italy in 2002, he has been the principal investigator of many advanced research projects including two ARC (Australian Research Council) Discovery Projects and an ARC Linkage Project, and a chief investigator in another Linkage Project and three Linkage Infrastructure Projects. Prof. Piccardi serves as an Associate Editor for journals Machine Vision and Applications and Image and Vision Computing and is a senior member of the IEEE, a member of the IEEE Computer Society and a member of the International Association for Pattern Recognition. Supervisor Homepage
Areas of expertise: Visual pattern recognition / computer vision / image analysis / video analysis video / surveillance
Dr Aitken is Professor of ICT Strategy at Macquarie University. He is also the Chief Executive Officer of the CMCRC and its Chief Scientist. A top-ranking academic, experienced industry practitioner and expert witness, he has overseen the development of fraud detection technologies not only for securities markets, but also accounting and audit markets, and in health insurance and general insurance. He has applied these technologies to assist Courts, regulators and market participants in allegations of insider trading, market manipulation and breaches of disclosure, establishing new standards in the process. Since 1998, Dr Aitken has acted as an expert in a great range of matters involving insider trading, market manipulation, the impact of information, front-running and broker-client conflict in Australia, the UK, Singapore, Hong Kong and has provided expert reports on issues of market microstructure, market efficiency and market integrity to regulators, exchanges, brokers, intermediaries and other institutions concerned with financial markets.
List of Cases and assignmentsPeter Ness (market manipulation, 1998) Kenneth John Firns (insider trading, 1999) Simon Hannes (insider trading, 2001; involving allegations that the defendant traded in derivatives prior to a market announcement of sensitive information) Nomura Securities (market manipulation, 2001; involving allegations of manipulation of the price of a market index in 1996) Rodney Stephen Adler (market manipulation, 2002) Richard James Frawley (insider trading, 2004) LSE and Plus Markets (competition issues, settled out of court, 2007, United Kingdom) ASIC, A Study of Abnormal Price Movements on the ASX for determining the positioning of Circuit Breakers., (2010) David Kenneth Michaels (insider trading, 2011) Rick Klusman (market manipulation and front-running, 2011) Brian Henry (market manipulation (“wash trades”), New Zealand, 2014) Daniel Joffe (insider trading (“CFDs”), 2014) Nathan Stromer (insider trading (“CFDs”), 2014) Foresight Committee: Future of Computer in Financial Markets, High Frequency Trading – Assessing the Impact on Market Efficiency and Market Integrity, United Kingdom, March 2012. Capital Markets Authority of Kuwait, Seminar on Market Surveillance (2012, Kuwait) FMA v Mark Warminger (2016, New Zealand)
Areas of expertise: Insider Trading / Market Manipulation / Microstructure
Dr. Gomber holds the Chair of Business Administration, especially e-Finance at the Faculty of Economics and Business Administration, University of Frankfurt/M. He is a Member of the Board of the E-Finance Lab, an industry-academic partnership between Frankfurt and Darmstadt Universities and twelve industry partners, where he heads Cluster 5, entitled “Managing the Securities Trading Value Chain”. His academic work focuses on market microstructure, regulatory impact on financial markets, institutional trading, and innovative concepts/technologies for electronic trading systems. He has published a number of articles in international journals, and is an Associate Editor of the “Journal of Trading” and of the “International Journal of Electronic Banking”. He was awarded with the Reuters Innovation Award 2000, the University Award of DAI (Deutsches Aktieninstitut) 1999, and Best Paper Awards of international conferences. In May 2007 he was awarded the IBM Shared University Research Grant. Dr Gomber’s direct experience in the markets supports his academic background. In 2007, he was nominated as a member of the expert group of the Finance Committee – German Bundestag regarding the German MiFID transposition law (Finanzmarkt-Richtlinie-Umsetzungsgesetz). He had previously been nominated as a member of the expert group on Investment and Trading of the EU Commission in the context of the Financial Services Action Plan. In addition, he has worked as an independent consultant to international exchange operators and software houses. Before joining the University of Frankfurt, he was the Director, Head of Market Development Cash Markets and Xetra Research at the Trading & Clearing Services Division of Deutsche Börse AG, Frankfurt. There he developed new products and market models for cash market trading on Xetra. Furthermore, he headed strategic and regulatory projects and was responsible for the provision of Xetra and Eurex Backend Insourcing and Technology Sales Services to international exchanges like the Irish Stock Exchange, the Wiener Börse and the Shanghai Stock Exchange. Dr. Gomber graduated in Business Administration and acquired his PhD at the Institute of Information Systems at the University of Gießen, Germany.
- Professor, University of Frankfurt
- Chair, e-Finance, Faculty of Economics and Business Administration, University of Frankfurt
Areas of expertise: E-Finance / Microstructure
Dr. Harris is the John B. McKinnon Professor of Managerial Economics and Finance at Wake Forest and a Professorial Visiting Fellow at the School of Banking and Finance, Australian School of Business, University of New South Wales. His research focuses on the application of capacity-constrained pricing models to pricing tactics, security market design, and financial market price discovery. Dr. Harris has also served as Associate Dean for Faculty Affairs at the Babcock School and as an Area Coordinator. His research has been published in the leading journals in finance, economics, and operations including the Journal of Financial and Quantitative Analysis, Journal of Financial Markets, Review of Economics and Statistics, and the Journal of Operations Management, and has served on the Board of Associate Editors of the Journal of Industrial Economics. He is the co-author of Managerial Economics: Applications, Strategy, and Tactics, now in its 11th edition. Twice honoured with the Babcock Educator of the Year award, he has been listed among Outstanding Faculty by Inc. magazine and by Business Week’s Guide to the Best Business Schools. Dr Harris advises security market designers and benchmarks the pricing, order-processing, and capacity-planning functions of large companies against state-of-the-art techniques in revenue management. His findings have appeared in such management practice journals as the Journal of Trading, the Journal of Revenue and Pricing Management, International Journal of Revenue Management, and Marketing Management. His research collaborations, consulting and executive training have included work with numerous services, manufacturers, investment banks and other financial services companies in the United States, Australia and Europe with special attention to pricing strategy and tactics against low-cost discounters, stock trading execution strategies, and security market design.
- John B. McKinnon Professor of Managerial Economics & Finance Wake Forest University North Carolina
Areas of expertise: Pricing / Damages
Dr. McInish is an author or coauthor of more than one hundred scholarly articles in leading journals such as the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Portfolio Management, the Review of Economics and Statistics, and the Sloan Management Review, and he has published “Capital Markets: A Global Perspective in 2000”. He co-authored the path-breaking article on intraday stock market patterns originally published in the Journal of Finance, which is now included in two collections of the most important research in financial economics, serving as a primary research reference for faculty and graduate students: Microstructure: The Organization of Trading and Short Term Price Behavior, The International Library of Critical Writings in Financial Economics, and Continuous-Time Methods and Market Microstructure, International Library of Financial Econometrics. His work has been included in the list of “Outstanding Academic Books 1984”. Dr. McInish earned his Ph.D. from the University of Pittsburgh, and is a Chartered Financial Analyst (C.F.A.).
- Chair, Wunderlich Chair of Finance
- Professor, International Financial Markets Research Group,University of Memphis
Areas of expertise: Microstructure / Pricing
Nicholas Graves is Professor of Health Economics with a joint appointment in the Institute of Biomedical and Health Innovation, School of Public Health, Queensland University of Technology and the Centre for Healthcare Related Infection Control and Surveillance, Queensland Health, Australia. Research interests Applied economics work on:
- nosocomial infection/healthcare-acquired-infection
- screening for chronic and infectious disease
- mental health and workplace productivity
- changing health behaviour among high risk groups
- the supply of blood products
- complementary and alternative medicine
- randomness and funding
- the economics of bureaucracy
Areas of expertise: Health Economics
Doctor WANG Huaiqing is the full professor of the Department of Financial Mathematics and Financial Engineering, South University of Science and Technology of China and an Associate Director of the Research Center of Transport, Trade and Finance Studies at the City University of Hong Kong. He is also a Guest Professor of Huazhong University of Science and Technology and Wuhan University of Technology and the Honorary Dean of the School of Information Engineering. He has made outstanding achievements in the research of Financial Intelligence and Business Intelligence. Recently, his research focuses on intelligent securities transactions such as financial decision support based on commonsense reasoning and text mining, risk management of securities exchanges, such as intelligent monitoring of inside-trading and market manipulation in securities markets. He has published more than 70 academic papers in SCI journals, which have been cited more than 700 times. His SCI H-Index is 18. Professor WANG Huaiqing is the associate editor of international academic journal Knowledge and Information Systems: An International Journal (SCI retrieved Academic Journals, Impact Factor 2.225). He is also a referee of the American Science Foundation, China Yangtze Professor and Natural Science Foundation of China.
Areas of expertise: Quantitative Finance