Funded Research Activity and Knowledge Transfer

Financial Tail Risk Analytics, AI and financial machine learningFinancial econometrics, financial data science, AI, machine learning, Value at Risk, capital market regulationFundAxis Ltd, Innovate UK£172,00009/20213 years
AI and Advanced Retail AnalyticsAI and machine learning, retail economicsPearlai Ltd, Innovate UK£165,00008/20183 years
How does AI innovation affect a highly valued financial service provision experiencefinancial technology, AI and machine learning, financial servicesNI Department of the Economy Co-operative Award in Science and Technology PhD studentship£70,00009/20213 years
Landscape Review of Northern Irish credit unionsCooperative banking, development economics, Survey statistical analyticsDepartment of the Economy & Depart of Agriculture, Environmental and Rural Affairs£32,00010/20162 years
Demand Forecasting of Natural GasStatistical forecasting, Energy EconomicsPhoenix Natural Gas Ltd£10,00001/201418 months
Predictive Retail Analytics OverviewAI and machine learning, retail economics, statisticsPearlai Ltd, Invest NI£50003/20183 months
AI and Web Analytics for Price ComparisonWeb scrapping, computer vision, AI, machine learning, natural language processingInvest NI£500005/20193 months
Value at Risk modelling using financial machine learningFinancial econometrics and machine learning, financial data science, value at risk, capital market regulationFundAxis Ltd, Invest NI£500006/20213 months
Stakeholder attitudes to fiscal policy changeRegional economics, non-probabilistic survey statistics, policy evaluation analyticsInstitute of Directors, KPMG, Centre for Irish Business Economics and Policy£3,50010/201612 months

Ongoing research projects

TitleAreasCo-investigatorsPotential output
Credit Easing Programs and ETF activityExchange-traded funds, financial machine learning, quantitative easing, markovian switching vector autoregressive models, Bayesian inferenceLisa Sheenan(Queen’s University Belfast), Lisha Li(Southwestern University of Economics and Finance)2 4* ABS papers
Predicting Managerial Turnover in Association FootballAI, causal inference and machine learning, sports economics, labour economicsRonan Gallagher (Edinburgh Business School)1 x 3* ABS papers
Implications of Basel III for Chinese bankingbanking, financial regulationLisa Sheenan, Veronica Zhang (PhD Candidate, Queen’s University Belfast)3 x 3-4* ABS papers
Financial machine learning and UK asset pricingExplainable AI(XAI), econometrics and machine learningGareth Campbell, Ronan Gallagher, Colm Kelly (PhD Candidate, Queen’s University Belfast)3 x 3-4* ABS papers
Bayesian inference in systemic risk and regulatory complianceBayesian tail risk probability modelling, capital regulation, European banking.Barbara Casu (Bayes Business School (formerly Cass)), Rym Ayadi Bayes Business School (formerly Cass), Sami Ben Naceur (IMF), and Ronan Gallagher1 x 4* ABS paper (*Journal of Business and Economics statistics*) 1 x IMF publication