Financial Forecasting and Risk Management (FFoRM)
FFoRM is a newly formed cross-disciplinary research group within the Deakin Graduate School of Business drawing from the discipline areas of Finance/Insurance and Accounting. The mission of FFoRM is to actively engage in high quality, cutting-edge research in areas related to financial markets forecasting, asset pricing, hedging and insurance adopting a collaborative approach with the objective of producing outcomes that earn academic accolades as well as industry acceptance.
Drawing from the core strengths of the group members, FFoRM would endeavour to address issues of current relevance in the post-crisis global financial economies. For example, following the global financial crisis, it has become imperative to question the long-term, real-world applicability of some of the hitherto popular parametric forecasting models. While banks and lending institutions are not desperately shying away from creating credit, they are obviously desperate in their search for alternative, more transparent and functionally reliable tools to appropriately price risk. So models that provide reliable and robust risk assessment models using "outside the box" approaches are being actively sought by many industries, particularly banking and insurance. FFoRM seeks to forge collaborative academic/industry alliances to do and support such research.
Research areas
- Pattern-recognition models to detect financial frauds
- Business failure and corporate collapse modelling
- Artificial Intelligence models of risk pricing & hedging
- Emerging economy exchange rate modelling
- Optimal hostage rescue problems
- Behavioural models of insurance & superannuation
Call for "expressions of interest" from prospective HDR students
FFoRM is actively seeking "expressions of interest" from interested DBA/PhD students (domestic and international) to pursue doctoral research in a topic that falls within the areas of expertise of the group members as outlined above. PhD students can apply for merit-based faculty scholarships.
E-mail your expression of interest, briefly outlining the nature and scope of your preferred topic (please try and limit to one single-spaced A4 page) along with a copy of your resume to:
Dr Sukanto Bhattacharya
Email: sukanto.bhattacharya@deakin.edu.au
