معرفی
Hasan Fallahgoul is currently a Senior Lecturer at the School of Mathematical Sciences, Monash University, and a member of the Monash Centre for Quantitative Finance. Prior to this, he held post-doctoral positions at the Swiss Finance Institute (EPFL) and the European Center for Advanced Research in Economics and Statistics (ECARES) at the Free University of Brussels, Belgium.
- Senior Lecturer, Monash University (2025–present)
- Post-Doctoral Researcher, Swiss Finance Institute (2024–2025)
- Post-Doctoral Researcher, ECARES (2023–2024)
His research interests span Econometrics, Finance, Statistics, and Machine Learning, with a focus on Tail Risk, Neural Networks, and Fractional Calculus. Recent work integrates interpretable AI into asset pricing, develops significance tests for neural networks, and explores high-dimensional learning in finance.
His recent article trends highlight applications of Machine Learning in financial econometrics, including state space models, Lévy processes, and tempered stable distributions. He has contributed to understanding complexity in financial models, significance testing frameworks, and the role of social signals in market dynamics.
Hasan is supported by grants from the Australian Research Council (DP250100063) and the National Natural Science Foundation of China (72033002). He actively develops open-source tools like the SSMEfficientInference Python package for state space model analysis.
He is affiliated with the Monash Centre for Quantitative Finance, where he collaborates on interdisciplinary projects involving econometrics, machine learning, and financial engineering.
