SUMMARY

• My research centres on the application of advanced multivariate techniques to a range of data types, particularly the econometric and time series analysis of economic and financial data. I apply both traditional methods such as cointegration and vector autoregressive models and state of the art techniques such as artificial intelligence methods. The work, which is multidisciplinary in nature involving both international and national collaborators, is concerned with commercial applications and more academic approaches. As such, it sits at the interface between economics, finance, industry and government.

• I have published 41 journal papers with 1 in press and a further 8 are currently under review in top ranking journals in my field. 9 more papers are in the process of being written. I have also co-edited two books with MT Belongia and a book of seminal papers with the world’s leading monetary economist and Nobel Prize nominee (2001), Professor William Barnett. I also edited the ‘Corporate Health Check Report and Macroeconomic Commentary’ for Experian, a quarterly bulletin assessing UK business performance and economic prospects, from 1998 – 2004.

• I have been successful in attracting ~£450k in research funding as Principal Investigator and ~£590k as Co-Investigator, with sources including EPSRC, the Leverhulme Trust, Eurostat, the Home Office, the Swedish Research Council, the National Science Foundation in Taiwan and Boots The Chemists. Included in these figures is a grant of £208k that was awarded by the EPSRC Digital Economy programme as part of a ~£1M multidisciplinary project for work on applying new advances in digital technology to model public perceptions of safety in the UK; my role was to improve allocation of scarce financial resources and to evaluate the performance of the new digital technology we developed. I was also awarded ~£90k by the EPSRC Global Uncertainties programme as part of an ~£850k multidisciplinary programme aimed at using co operative game theory models for weak signal detection to enhance evacuations in times of need. Applications worth £23k and £58k have been awarded by the Leverhulme Trust and the Swedish Research Council respectively for work to improve the measurement and pricing of liquidity for greater explanatory power in asset pricing models. A joint application with Lancaster University for ~£440k was submitted to the EPSRC, supported by the Bank of England, to create new models of economic confidence and consumer perceptions of financial markets using advances in digital technology. I have submitted a bid to the European Horizon 2020 fund for £450,000 to construct a new resilience indicator model for weak signal detection and I have also led a bid for a £3.68M from the EPSRC to lead a new multidisciplinary centre for “Innovative Business Models for the Infrastructure Industries”.

• My research has received international recognition and is achieving significant impact.

• The evidence provided within my EPSRC Next Generation Resilience programme, EPSRC ‘Dfuse’, has been presented to Parliament at the House of Commons Science and Technology Select Committee on “real time data analytics and social media”.

• Results on the performance of a new ‘wavelet-based’ measure of core inflation, presented whilst serving as a Visiting Scholar in St Louis, were incorporated into the January 2007 Federal Market Open Committee Report for use in influencing monetary policy in the USA.

• My EPSRC research designed to bring recent advances in the digital economy to business and industry, “VoiceYourView: Making Public Places Safer”, was chosen by David Willets, MP, as the demonstration model for the “Science in the New Parliament” event held at the House of Commons in October 2010. Our prototype models have also been formally integrated into lesson plans within schools to help realise educational objectives and to allow students to reflect on how safe they feel in their local area and have also been integrated into the Derry District Policing Partnerships (DDPP’s) survey of satisfaction of policing services evaluation practices.
• I was invited by monetary policymakers at the Bank of England to comment on the proposed changes to UK Divisia monetary aggregate construction in Spring 2005.
• My econometric model determining the factors that influence the propensity to file for divorce in England and Wales was used by the Law Commission Department in reforming legislation on divorce law.
• My Dynamic Game Theory Model for the Retail Sector model was incorporated into the strategic investment decision making processes of Boots the Chemists in evaluating whether or not to exit the Well-Being, Health and Fitness market.

• I have experience working with a number of public and private enterprises, particularly in the area of game theory as a strategic tool for investment decision making. These include Experian, the Association of Chief Police Officers, the Northern Ireland Policing Board, Derry District Policing Partnership, the Cabinet Office, Wright Patterson Air force Base and Boots the Chemists, amongst others.

• I have joint research programmes with the Universities of Mississippi, Wisconsin, Kansas and South Alabama in the USA; National Chengchi University in Taiwan and Lund University in Sweden. I am a member of the Board of Trustees for an American journal and have been invited to present papers and serve on the scientific committees for a number of international conferences, including presenting a Keynote lecture at the Business & Economics Society International (B&ESI) annual conference in France in July 2007.

• In terms of Leadership, I am the Director of the Financial Resilience Cluster spanning multidisciplinary research interests across the University of Birmingham. This involves me in leading the organisation of national and international workshops, grant writing retreats and guest seminars. Also I am actively engaged in mentoring junior colleagues within my cluster. I have also served as Head of the Accounting and Financial Management Division at the University of Sheffield. This role involved me in all aspects of management of teaching, research and administration. I was responsible for recruitment, promotion and dealing with disciplinary issues. I allocated mentors for teaching, research and staff performance reviews.  I was the subject leader of Finance which involved me in dealing with all aspects of quality in the provision of Finance programmes. I organised and lead a series of four “Grant Writing Workshops” during 2011/12 leading successfully to more junior academics in the Sheffield Management School capturing research grant income. I was awarded the Best Paper prize in 2010 by the Business & Economics Society International (B&ESI) in the USA for my paper entitled “Financial Innovation in the UK” and I have received several invitations to publish papers in journals and present them at learned societies and conferences. I have served as the Principal Investigator on a number of research programmes and, as Research Convenor for the Economics & Strategy Group (ESG) at Aston University, I was responsible for writing ESG’s RAE submission in 2008. In July 2007 I was the principal organiser of the Aston – Lund International Conference on ‘Measurement Error’ and I published a selection of the papers in special issues of both the Journal of Business and Economic Statistics and Advances in Econometrics. Previously, I produced a special issue of the latter from a selection of the best papers presented in a special session that I organised at the 2003 International Multiconference in Computer Science and Engineering in the USA.

• I am currently supervising 1 postdoctoral researcher and have previously supervised 8 research / visiting fellows and 7 PhD students to successful completion.