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General Information
Name | M. Ali Faisal |
Date of Birth | 11th November 1991 |
Languages | English, Urdu, Turkish |
Education
- 2023
Doctorate in Business Administration
Istanbul Okan University, Turkey
- 2017
MBA-Finance
Iqra University, Pakistan
- 2013
Bachelors in Commerce
University of Karachi, Pakistan
Academic experience
- Sep 2024-
Assistant Professor
IOBM, Karachi, Pakistan
- Feb 2024-Aug 2024
Assistant Professor
SZABIST, Karachi, Pakistan
Industry experience
- 2016-2017
Executive Officer
KPMG, Pakistan
- 2015
Investment Associate
AMIM, Pakistan
Publications
- 2025
Two sides of the exchange rate equation. A mathematical realm
Book
- 2024
A two-stage analysis of interaction between stock and exchange rate markets: Evidence from Turkey
Authored with Prof. Murat Donduran of Yildiz Technical University (Accepted at the journal: Annals of Data Science)
- 2024
Measuring the degree of connection between currency futures: Empirical dive into higher moments
Authored with Prof. Murat Donduran of Yildiz Technical University (Studies in Economic and Finance)
-
Analyzing credit and equity linkage within a dynamic causality paradigm
under-review at the journal: Journal of Quantitative Economics
-
Spot and future asset prices: A convergent cross-mapping approach
under-preparation
-
Turkish Lira’s volatility: A novel perspective
Authored with Prof. Murat Donduran of Yildiz Technical University, Department of Economics (Journal: TBD)
Projects
- 2025
Constructing Market Cyclicality Index (MCI)
With Prof. Murat Donduran of Yildiz Technical University
Certifications
- 2021
CELTA
University of Cambridge
- 2018
TOEFL
ETS
Academic Interests
-
Financial assets.
- volatility structure.
- foreign exchange markets.
- stock markets.
- hedging.
-
Econometrical issues.
- statistical approaches.
- application of machine learning in finance and economics.