Funded Research Activity and Knowledge Transfer

Title Areas Funding Body Funding Amount Date Funding Received Duration
E.S.G fair value analytics platform: using state-of-the-art financial data science and business analytics to an fair-value ESG prediction engine Financial machine learning, bayesian inference, Natural language processing, econometrics, computational statistics Research Associates, Innovate UK £173,000 2022 2 years
Anomaly detection of large heterogeneous trading transaction and commmunication data Unsupervised and supervised machine learning, Natural language processing, Financial econometrics, financial data science, econometric,AI, machine learning Global capital markets firm £945,000 2021 3 years project
Financial Tail Risk Analytics, AI and financial machine learning Financial econometrics, financial data science, econometric,AI, machine learning,Value at Risk, capital market regulation FundAxis Ltd, Innovate UK £173,000 2022 3 years
AI and Advanced Retail Analytics AI and machinel learning, retail economics Pearlai Ltd, Innovate UK £165,000 08/2018 3 years
How AI innovation affect a highly valued financial service provision experience financial technology, AI and machine learning, financial services NI Department of the Economy Co-operative Award in Science and Technology PhD studentship £70,000 09/2021 3 years
Demand Forecasting of Natural Gas Statistical forecasting, Energy Economics Phoenix Natural Gas Ltd £10,000 01/2014 18 months
Landscape Review of Northern Irish credit unions Cooperative banking, development economics, Survey statistical analytics Department of the Economy & Depart of Argiculture, Enviromental and Rural Affairs £32,000 10/2016 2 years
Predictive Retail Analytics Overview AI and machine learning, retail economics, statistics Pearlai Ltd, Invest NI £5000 3/2018 3 months
AI and Web Analytics for Price Comparison Web scrapping, computer vision,AI, machine learning, natural language processing Invest NI £5000 05/2019 3 months
Value at Risk modelling using financial machine learning Financial econometrics and machine learning, financial data science,value at risk, capital market regulation FundAxis Ltd, Invest NI £5000 06/2021 3 months
Stakeholder attitudes to fiscal policy change Regional economics, non-probabilistic survey statistics, policy evaluation analytics Institute of Directors, KPMG,Centre for Irish Business Economics and Policy £3,500 10/2016 12 months

Ongoing research projects

Title Areas Co-investigators Potential output
Stock market anomaly detection using deep and shallow learning Unsupervised and semi-supervised ML, market microstructure Alan Hanna, Paul Miller, Liu Weiler (Visiting PhD Student) 2 4* ABS papers
Teaching data science in the age of financial technology Data science, financial machine learning, student development Tony Klien 1 online PG certificate + 1 3* ABS publication
Credit Easing Programs and ETF activity Exchange-traded funds, financial machine learning, quantitative easing, markovian switching vector autoregressive models, Bayesian inference Lisa Sheenan(Queen’s University Belfast), Lisha Li(Southwestern University of Economics and Finance) 2 4* ABS papers
Market Expectations and Mangerial Turnover: Evidence from a Frequent Feedback Market AI, causal inference and machine learning, sports economics, labour economics Ronan Gallagher (Edinburgh Business School) 1 x 3* ABS papers
Implications of Basel III for Chinese banking banking, financial regulation Lisa Sheenan, Veronica Zhang (PhD Candidate, Queen’s University Belfast) 3 x 3-4* ABS papers
Financial machine learning and UK asset pricing Explainable AI(XAI), econometrics and machine learning Gareth Campbell, Ronan Gallagher, Colm Kelly (PhD Candidate, Queen’s University Belfast) 3 x 3-4* ABS papers
Bayesian inference in systemic risk and regulatory compliance Bayesian 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 Gallagher 1 x 4* ABS paper (Journal of Business and Economics statistics) 1 x IMF publication