Resume
Publications
Citations
Researcher
ORCID: http://orcid.org/00
Vitali
Alexeev
Senior Lecturer at University of Technology Sydney
Finance Department
Contact Info
Resume
Publications
Citations
Research Interests
high-frequency finance and econometrics
Portfolio Choice (high-dimensional covariance prediction and robust estimation)
Empirical Asset Pricing
Jumps in high-frequency data
textual analytics
sentiment analysis
high-frequency sentiment analytics
Research Experience
Visiting Scholar
City, University of London|September 2015 - Present
Visiting Scholar
UNSW Sydney|November 2015 - Present
Adjunct Professor
University of Guelph|January 2015 - Present
Lecturer
University of Tasmania|June 2010 - Present
Education
University of Guelph
2004 - 2010
Doctoral Degree , Economics
Schulich School of Business
2003 - 2004
Master's Degree , Financial Engineering
York University
2001 - 2003
Master's Degree , Economics