معرفی
Marwan Izzeldin is a Professor of Financial Econometrics at the Lancaster University Management School (LUMS), Department of Economics. He holds a BSc from the University of Khartoum, an MA in Economics from University College Dublin, and a PhD in Finance from City University's Cass Business School. His research focuses on volatility modeling using high-frequency data, Islamic banking resilience, and Bayesian methods for efficiency measurement.
Teaching includes courses on Econometrics, Quantitative Business Economics, and Time Series Econometrics. His work bridges financial econometrics and banking, with notable contributions to understanding market information dynamics and contrasting Islamic/conventional banking models. He is affiliated with the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy and the Gulf One Lancaster Centre for Economic Research.
His recent research emphasizes volatility forecasting via high-frequency data, including jump analysis, mixed sampling models, and machine learning applications. He has also explored the resilience of Islamic banks post-2008 crisis and novel Bayesian productivity metrics. His activities include organizing and participating in global conferences on computational finance, econometrics, and Islamic finance.
