SB2 324 - for office hours only
International Financial Markets
Financial Risk Analysis
Financial System Identification
Dr. Cornelis A. Los is an economist, finance educator, financial engineer and risk analyst with decades of practical experience. He teaches currently at the University of California, Irvine.
Prior to these recent engagements, he taught at Alliant International University, the University of Lethbridge, Claremont Graduate University (Peter Drucker School), the Kazakh-British Technical University, Kent State University, University of Adelaide (Australia), Nanyang Technological University (Singapore), Columbia University and other highly regarded institutions. Additionally, he has been the Chief US Economist of ING bank, worked as a Senior Economist for the Federal Reserve Bank of New York and Nomura Research Institute Inc. and consulted many international banks.
On top of educating, Dr. Los has written several books examining finance and assessing risk. Along with Rudolf E. Kalman, Dr. Los has discovered a linear system of identification from noisy data by the complete set of LS projections. He has designed double-feedback EMML algorithms and software to filter noisy signaling systems with dynamic parameter structures.
In Singapore, Kent, OH and Lethbridge, AB he has designed and built academic financial trading floors His bio is included in 45 of Marquis’ Who’s Whos and he received in 2017 the Albert Nelson Marquis Lifetime Achievement Award.
Financial Market Risk: Measurement and Analysis (2003)
Computational Finance: A Scientific Perspective (2001)
Cornelis A. Los, “Measuring the Degree of Financial Market Efficiency,” Finance India, Vol. 22, No. 4, December, 2008, 1281 – 1308
Cornelis A. Los and Bing Yu, “Persistence Characteristics of the Chinese Stock Markets,” International Review of Financial Analysis, Vol. 17, No. 1, January, 2008, 64 – 82
Cornelis A. Los, “System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets,”Journal of Banking and Finance, Vol. 30, No. 7, July, 2006, 1997 – 2024
Jeyanthi Karuppiah and Cornelis A. Los, “Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates,”International Review of Financial Analysis, Vol. 14, No. 2, March, 2005, 211 – 246
Cornelis A. Los, “Galton’s Error and the Under-Representation of Systematic Risk,” Journal of Banking and Finance, Vol. 23, No. 12, December, 1999, 1793 – 1829