cmcrc_logo
Researchers

CMCRC's team of researchers work on our core range of research and development programmes:

Language Technology

james-curran

Dr James Curran, Research Leader

James Curran is a Senior Lecturer in the School of IT, University of Sydney. He has a PhD in Language Technology from the University of Edinburgh and has published more than 60 research papers. In close collaboration with Stephen Clark (Oxford University), James has built a set of extremely efficient state-of-the-art language processing tools which are used by researchers in over 200 institutions across 62 countries. The tools are also being used commercially: Memex Ltd., UK use the tools to identify entities, such as people and criminal activities, in intelligence and police reports; and Cognia Corporation use the C&C tools for identifying interactions between genes and proteins. James has also been the Director of the National Computer Science School since 2000. James' core interests lie in massive scalability and in particular, in developing accurate and efficient systems for large-scale analysis of web-scale quantities of text.


Market Design

Accounts and Audit

Professor Stephen Taylor, Research Leader

Stephen Taylor is Professor of Accounting in the School of Accounting at UNSW and leads a CMCRC research program directed towards the identification and measurement of accounting manipulation and ultimately, fraudulent financial reporting. He has published in several of the top-tier accounting and finance journals, including Journal of Accounting and Economics, Contemporary Accounting Research, Journal of Financial and Quantitative Analysis and Journal of Banking and Finance. He previously co-ordinated the research program established by ASIC to undertake a statutory review of the Enhanced (Continuous) Disclosure Regime. Stephen is also co-author of one of Australia’s leading Financial Accounting text and has had extensive consulting experience, including appearing as an expert witness. He has also appeared frequently in the print and electronic media.

Securities Markets


Professor Michael Aitken, Chief Scientist

Michael Aitken is widely regarded as the most industry-centric academic associated with Australian capital markets. As the founder and former CEO of SIRCA (www.sirca.org.au), he has used his industry affiliations to build and share infrastructure which now underwrites the research activities of 30+ universities across Asia-Pacific. Working through SMARTS Group (www.smartsgroup.com), he has designed the world's first "off-the-shelf" surveillance software now in use at 40 national exchanges and regulators (including the London Stock Exchange, NYSE-Euronext, Nasdaq-OMX, HK Exchanges, the Swiss Exchange and the Australian Securities Exchange) and 150 brokers across 30 countries. He leads the research initiatives of the CMCRC which currently includes providing fully outsourced surveillance services to the securities industry as well as outsourced surveillance technology to the health insurance and general insurance sectors.

Professor Alex Frino, Research Leader

Alex Frino is currently a Professor of Finance at the University of Sydney. He has a PhD in Finance from the University of Sydney and an MPhil in Finance from Cambridge University. Alex has published over 40 research papers, one book and won over 2 million dollars in competitive research funding. He has held visiting appointments at the SFE and Credit Suisse First Boston, and maintains strong links with industry.

Professor Terry Walter, Research Leader

Terry Walter is Professor of Finance in the of School of Finance and Economics at the University of Technology, Sydney. His teaching and research interests are in the areas of empirical tests of finance theory as it relates to the behaviour of capital markets, market microstructure, takeovers and mergers and initial public offers, anomalies in empirical capital market evidence, behavioural finance, and the performance of mutual funds. His research has been supported with several ARC Discovery Grants, Linkage Grants, Infrastructure Grants and a Cooperative Research Centre Grant. He previously has held professorial appointments at the University of Sydney, the University of New South Wales and Macquarie.

Wealth Management

Professor David Gallagher, Research Leader

David R. Gallagher is a Professor of Finance at the University of Technology, Sydney, and prior to commencing this appointment held both visiting and continuing Associate Professor appointments at the McCombs School of Business (University of Texas at Austin) and the Australian School of Business (The University of New South Wales). Professor Gallagher earned his Ph.D. in Finance from the School of Business at The University of Sydney, and his research expertise is primarily in the field of investment management and capital markets. His research work has led to many industry and academic awards, together with competitively awarded research grants. David serves as a research program leader in Wealth Management for the CMCRC and is also a Fellow of the Financial Services Institute of Australasia (Finsia).

Dr Jerry Parwada

Jerry Parwada’s professional background includes several years in investment banking and applied research in funds management and financial markets.

He completed his doctoral thesis on the institutional and strategic influences of fund managers’ attributes on money flows in investment management companies. Now an academic at the University of New South Wales, Jerry is engaged in ongoing collaborative research involving the finance industry. He has published in internationally recognised finance journals.

His current research projects span Australian, Asian, US and European managed funds. Jerry was educated in Zimbabwe and Australia.

Data Mining

Professor Chengqi Zhang, Research Leader

Chengqi Zhang is currently a Research Professor of Information Systems at the University of Technology, Sydney. His research interests include data mining and multi-agent systems. He has been awarded a DSc (Higher Doctorate) degree in 2002 for his excellent achievements in multi-agent system research. He has supervised ten PhD students successfully and is supervising eight on-going PhD students now. He has also published extensively in a number of international journals.

Professor Longbing Cao, Research Leader

Longbing Cao is a Research Only Professor of Information Technology and the Director of Data Sciences & Knowledge Discovery Lab at the University of Technology Sydney. His research interests include business intelligence, data mining, multiagent and complex systems, behavior informatics and analytics. In particular, he is specialised in smart trading and surveillance such as proposing the new topic of Market Microstructure Pattern Analysis and Actionable Trading Agents. He is leading and investigating both projects and consultancy in a few domains such as governmental services, crime, market surveillance, trading strategy optimization, and fraud and risk control. .

sanjay-chawla

Professor Sanjay Chawla

Prof. Sanjay Chawla is with the School of Information Technologies, University of Sydney. His research is primarily in the area of data mining with an emphasis on outlier detection. His research has been published in leading journals including Data Mining and Knowledge Discovery and IEEE Transactions on Knowledge and Data Engineering. Along with his students, his work on "Sequential Outlier Detection" won the best paper award at SIAM Data Mining Conference in 2006. His paper on "Spatio-Temporal Outlier Detection" won the best paper award in the 2008 SensorKDD workshop. He has served on the programming committee of leading data mining conferences including ACM SIGKDD and IEEE ICDM. He has also served as the Program Chair of COMAD in 2009. He is a memeber of the ACM, SIAM and AMS.