Russ Moro
Lecturer of Economics and Finance
Economics and Finance
Brunel University
Uxbridge, UB8 3PH
United Kingdom
Biography
Qualifications
- PhD Economics
- MSc Economics and Statistics
Personal Biography
I completed my PhD at Humboldt University in 2007 and currently hold a position of a Lecturer in Economics and Finance at Brunel since 2009.
Research
Research Overview
My research focuses on the following areas: Company rating, risk evaluation, bankruptcy analysis, robust event forecasting; Decision making under bounded rationality, behavioural finance, estimation of preferences and risk perception, neuroeconomics; The propagation of shocks, macroeconomic analysis in frequency domain; Non-parametric and semi-parametric statistical techniques esp. support vector machines, ensemble methods, boosting.
Recently Completed Projects
Risk Management Institute of the National University of Singapore
Corporate distress analysis for the companies of the Asian and Pacific Region
PI, 2010
PhD Supervision
Saeideh Aliakbari: Credit risk and behavioural risk taking analysis; 2010 – 2014
Teaching
Undergraduate Programmes
Module convenor
- Advanced Topics in Finance
- Statistics
Postgraduate Programmes
Module contributor
- Security Investment Analysis
- Money and Banking
Administration
- Data and software support, including Bloomberg training
- Library liaison
- Dept research seminar organisation
- Web support
External Activity
- Senior economist, German Institute for Economic Research econ (DIW econ)
- Visiting senior researcher, Risk Management Institute of the National University of Singapore
Publications
Publications
Journal Papers
(2011) Chen, S., Härdle, WK. and Moro, RA., Modeling Default Risk with Support Vector Machines, Quantitative Finance 11 (1) : 135- 154
(2008) Lacerda, AI. and Moro, RA., Analysis of the Predictors of Default for Portuguese Firms, Banco de Portugal Working Papers -




