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“Fools ignore complexity. Pragmatists suffer it. Some can avoid it. Geniuses remove it.”

Alan J. Perlis

Research Interests:

Econometrics

Finance

Statistics

AI/ML

Contact Details:

Email: hasan.fallahgoul@monash.edu,

hfallahgoul@gmail.com

Phone: +61 (0) 3 990 59894

Address:

9 Rainforest Walk

Monash University

3800, Victoria

Australia

Photo credit: Nooshin Marofidehbokri

I am the Senior Lecturer at the School of Mathematics at the Monash University and a member of Monash Centre for Quantitative Finance. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL, EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium.

Sep 2025: Attention Deficits and Asset Prices: A Theory of Information Backlogs [SSRN]
July 2025: A Simpler Look at Complexity [SSRN]
July 2025: A Rejoinder to Kelly & Malamud (2025) on Standardization and Information-Theoretic Bounds [SSRN]
June 2025: High-Diemensional Learning In Finance [SSRN] | [ArXiV]
May 2025: New paper Estimation and Inference based on Summary Statistics for State Space Models [SSRN] [Replication Python Package]
March 2025: New paper Beyond Black-Box AI: A Theory of Interpretable Transformers for Asset Pricing [SSRN]
January 2025: An R package for adequacy tests: adequacy.test
January 2025: New version A Semi-Analytic Approach for Specification Testing: Theory and Evidence
October 2024: An L-Moment Approach for Portfolio Choice under Non-Expected Utility, Forthcoming at the Journal of Financial Econometrics

Attention Deficits and Asset Prices: A Theory of Information Backlogs (w/Nicole Beevers)
[SSRN]
A Simpler Look at Complexity
[SSRN]
A Rejoinder to Kelly & Malamud (2025) on Standardization and Information-Theoretic Bounds
[SSRN]
High-Dimensional Learning in Finance
[SSRN] | [ArXiV] [Submitted]
Estimation and Inference based on Summary Statistics for State Space Models (w/Jiti Gao)
[SSRN] [Replication Python Package] [Submitted]
Beyond Black-Box AI: A Theory of Interpretable Transformers for Asset Pricing
[SSRN] [Replication Code: FinTRANS coming soon! ]
The Social Signal, News Media, and Information Spillover (w/Xin Lin and Farshid Vahid)
[SSRN]
A Semi-Analytic Approach for Specification Testing: Theory and Evidence (w/Stoyan Stoyanov)
[SSRN] [Replication Code: adequacy.test ] [Revise & Resubmit]
Investor Disagreement: The Secret Fuel Behind Stock Price Jumps (w/Xin Lin)
[SSRN]

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