Russ Moro

Lecturer of Economics and Finance
Economics and Finance

Room: Marie Jahoda Room 266
Brunel University
Uxbridge, UB8 3PH
United Kingdom
Tel: +44 (0)1895 266058
Email: russ.moro@brunel.ac.uk
Web: Personal Website

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 -

Page last updated: Tuesday 22 January 2013