Raju Chinthalapati

Raju Chinthalapati is a Reader in Financial Technologies at the Department of Computing, Goldsmiths, University of London. His research bridges computer science and social sciences, focusing on market microstructure, FinTech innovation, big data analysis, and AI/ML applications in finance. Prior to his current role, he was an Assistant Professor of Finance at the University of Southampton and held roles at Deutsche Bank (FX strategy researcher) and AlixPartners (competition economics consultant).

• PhD/Master’s Students: No students listed.
• Grants: No grants explicitly mentioned.

Research Interests: Financial Technologies, Quantitative Finance, Agent-based Modeling, Complexity Science, and Operations Research. His work addresses liquidity risk in high-frequency markets, algorithmic trading, and systemic risk in interconnected financial systems.

Recent publications (2024) focus on FX market directional change prediction and international trade-stock market linkages. Earlier work (2019-2017) explores high-frequency trading dynamics, ADR arbitrage microstructure, and systemic contagion in multiplex networks.

Awards: No scientific awards listed.

Labs/Teams: No specific lab affiliations mentioned, though his research collaborations include institutions like the University of Southampton and AlixPartners.