George Milunovich

Associate Professor

Department of Actuarial Studies and Business Analytics

Macquarie University

Sydney, Australia


For a copy of my CV click here

About Me

I am an associate professor in the Department of Actuarial Studies and Business Analytics at Macquarie University. I obtained my Ph.D. from UNSW in Economics on the topic of modelling and forecasting market volatility.

In my research I cover a broad range of topics that overlap Forecasting, Econometrics, Predictive Analytics, and Applied Economics. I have published in leading academic journals such as Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Banking and Finance, Journal of Forecasting, Urban Studies, etc. I also enjoy teaching Python workshops in which I share my experience of coding, quantitative analysis and data analytics, and have consulted for both private and public sector organisations.

Research Interests:

  • Forecasting, Econometrics and Predictive Analytics

  • Empirical Finance and Housing Market

  • Cryptocurrency Markets

  • Structural Equations Models