Full Profile

Max's research spans both finance and accounting areas such as Algorithmic trading and Financial Artificial Intelligence Systems (FAIS) which Max began researching in 2005.

Algorithmic trading is use of computer programs in electronic financial markets to control aspects of trading orders and guide investment strategy. Timing, price, quantities and even automatic generation and execution of orders can be managed by algorithms. Commonly used by pension funds, mutual funds, and other investor driven traders, algorithmic trading is used to manage market impact and risk, and to provide liquidity to the market. It capitalises on the speed with which complex decisions can be made with data received electronically.

FAIS include the use of programs to explain market behaviours and spot subtle patterns in world markets, knowledge-based systems that offer real-time, market-level advice, neural networks that can ‘learn’ from their mistakes, and other advanced analytical techniques in time-series analysis and portfolio generation. AI can be applied to picking stocks and is very useful to banks and institutions requiring deep transactional analysis to detect unusual patterns and suspicious transactions in data.

Max became a member of the Chartered Institute of Management Accountants in 2003 and is in the final stages of a PhD on the subject of FAIS.

PhD Candidate, University of Central Lancashire, expected 2017-18

MSc Accounting and Finance, Birmingham City University, 2011

CIMA Pass Finalist, CIMA, 2001

PGDip Computing, Huddersfield University, 2001

BA (Hons) Economics and Public Policy, 1996