Dr. V L Raju Chinthalapati

Senior Lecturer in Finance
Department of Accounting & Finance
Business School
University of Greenwich
London SE10 9LS


Qualifications

BS (Mechanical Engineering), MS (Mechanical Engineering), PhD (Computer Science), PhD (Mathematics)

Raju Chinthalapati is a senior lecturer in finance at the Business School, University of Greenwich. Previous appointments were at Deutsche Bank, London and a PhD candidate at London School of Economics. Prior to his PhD studies at LSE, he obtained a PhD in Computer Science and a Masters in Mechanical Engineering from the Indian Institute of Science, Bangalore. After obtaining the Masters degree, he worked on Finite Element Analysis (FEA) in product design where he applied the FEA techniques, which are proposed in his masters' dissertation for solving many structural engineering problems. Raju's present research is interdisciplinary and is centred around quantitative and computational finance. He enjoys combining elements from optimization, machine learning, and financial econometrics to solve problems in asset pricing, statistical arbitrage and algorithmic trading.

Fields of Scholarly Interests

Computational Finance, Agent-based Models, Algorithmic Trading, Machine Learning, Time-Series Analysis and Equity Valuation.

Current Research Projects

Reverse Engineering of Markets: Agent Based models for Credit Spread Markets.

Impact of High Frequency Trading on market liquidity Risk and flash crashes using market calculus with Prof. Edward Tsang.

Non-parametric Determination of Correlation and Lag Structure between Economic Time Series and its Application in High and Low Frequency Statistical Arbitrage.

Financial Contagion - How volatility in the U.S. stock market spill over to European stock markets.

Business School PhD Scholarship: The Impact of High Frequency Trading on Market Liquidity Risk and Flash Crashes. This research project is in collaboration with CCFEA and Prof. Tsang will be the external supervisor. Closing date: June 4, 2013.
http://www2.gre.ac.uk/research/study/studentships/bus


Maintained by Edward Tsang; Last updated 2013.12.13