Welcome

Ajim Uddin, PhD
I am an Assistant Professor of Financial Technology at Martin Tuchman School of Management (MTSM), New Jersey Institute of Technology (NJIT). In the broadest sense, my research interest is Machine Learning and Data Mining with Application to Finance. I am currently working on nonlinear tensor factorization and network representation for financial markets. Primarily my focus is on modeling dynamic changes in network structures and incorporating network information into traditional asset pricing models using spectrum analysis and graph neural networks.
On a personal level, I like to play Cricket and Soccer. I truly enjoy hiking and reading books. Two of my recent favorite books are "Becoming" - by Michelle Obama and "Born a Crime" - by Trevor Noah. Speaking of Trevor Noah, sometimes I do stand-up comedy, and trust me, I am really good at this.


Mark Your Calendar

I will attend the DECISION SCIENCES INSTITUTE 53rd ANNUAL CONFERENCE to present my paper "Network Centrality, Leadership, and Institutional Investors Portfolio Performance." On November 19-21, 2022. See you in Houston, Texas.

Research and Publications

Research Interest

FinTech;
Machine Learning and Data Mining with Application to Finance;
Empirical Asset Pricing;
Graph Neural Network for Representation Learning in Finance


Current Projects

Nonlinear Tensor Decomposition
Algorithmic Trading Using Graph Neural Network
Centrality, Leadership, and Information Asymmetry: A Bipartite Projection Model for Fund-Stock Network


Journal Publications

Uddin, A., Tao, X., Chou, C., and Yu, D. (2022). Are Missing Values Important for Earnings Forecast? A Machine Learning Perspective. Quantitative Finance. [ Preprint Link ] [ Journal Link ]

Fang, M., Taylor, S., and Uddin, A. (2022). The Network Structure of Overnight Index Swap Rates. Finance Research Letters, 46(B), 102425. [ Link ]

Chowdhury, M., Meo, M., Uddin, A., and Haque, M., (2021). Asymmetric Effect of Energy Price on Commodity Price: New Evidence from NARDL and Time Frequency Wavelet Approaches. Energy , 231, 120934. [ Link ]

Uddin, A., Yu, D. (2020). Latent factor model for asset pricing, Journal of Behavioral and Experimental Finance , 27. [ Link ]

Uddin, A., Chowdhury, M., and Islam, M. (2020). Revisiting the impact of institutional quality on post-GFC bank risk-taking: Evidence from emerging countries. Emerging Markets Review , 42. [ Link ]

Uddin, A., Chowdhury, M., and Islam, M. (2017). Resiliency between Islamic and conventional banks in Bangladesh: Dynamic GMM and quantile regression approaches. International Journal of Islamic and Middle Eastern Finance and Management , 10(3), pp.400-418. [Link]

Uddin, A., Chowdhury, M., and Islam, M. (2017). Determinants of Financial Inclusion in Bangladesh: Dynamic GMM & Quantile Regression Approach. The Journal of Developing Areas, 51(2), pp.221-237. [Link]

Uddin, A., Chowdhury, M., and Islam, M. (2017). Do Socio-Economic Factors Matter for the Financial Development of a Muslim Country? A Study in Bangladesh Banking Sector. International Journal of Business and Society , 18(S1), pp.59-78. [Link]


Conference Proceedings

Uddin, A., Tao, X., Chou, C., and Yu, D. (2022). Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]

Zhou, D., Uddin, A., Tao, X., Shang, Z.,, and Yu, D. (2022). Temporal Bipartite Graph Neural Networks for Bond Prediction. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]

Zhou, D., Uddin, A., Shang, Z., Sylla, C., and Yu, D. (2022). Core Matrix Regression and Prediction with Regularization. in: Third ACM International Conference on AI in Finance. ICAIF-2022. ACM. [ Link ]

Uddin, A., Tao, X., and Yu, D. (2021). Attention Based Dynamic Graph Learning Framework for Asset Pricing. in: 30th ACM International Conference on Information and Knowledge Management. CIKM-2021. ACM. [ Link ]

Uddin, A., Tao, X., Chou, C., and Yu, D. (2020). Nonlinear Tensor Completion Using Domain Knowledge: An Application in Analysts’ Earnings Forecast, In: 20th IEEE International Conference on Data Mining Workshop. ICDMW-2020. IEEE. [ Link ]


Working Papers

"The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach." With X. Tao and D. Yu. [ Link ]
      Presented at FMA Applied Finance Conference. 13 May, 2022.
      Presented at Northeast Decision Sciences Institute, Annual Conference. 7 - 09 October, 2022. Best Contribution in Theory Paper Award
      Presented at Financial Management Association Annual Meeting, (FMA). 20-23 Oct, 2021.
      Presented at 37th International Conference of the French Finance Association (AFFI). 26 - 28 May, 2021.

"Attention Based Dynamic Graph Neural Network for Asset Pricing." With X. Tao and D. Yu. [ Link ]
      Revision requested (2nd round) at Journal of Banking & Finance.
      Presented at 37th International Conference of the French Finance Association (AFFI). 26 - 28 May, 2021.

"MLCTR: A Fast Scalable Coupled Tensor Completion Based on Multi-Layer Non-Linear Matrix Factorization." With D. Zhou, X. Tao, C. Chou, and D. Yu. [Link]

"A Fast Non-Linear Coupled Tensor Completion Algorithm for Data Integration, Imputation and Link Prediction." With D. Zhou, Z. Shang, and D. Yu.

"Network Centrality, Leadership, and Institutional Investors Portfolio Performance." [ Link ]

      Presented at Northeast Decision Sciences Institute, Annual Conference. 7 - 09 October, 2022. Best Overall Conference Paper Award
      Presented at Financial Management Association Annual Meeting, (FMA) 20 - 23 October, 2021.


Codes and Data

[ GITHUB LINK ]

Are Missing Values Important for Earnings Forecast? A Machine Learning Perspective. [ Python Code ]

Attention Based Dynamic Graph Learning Framework for Asset Pricing. [ Python Code ]

[ Click here for Research Statement ]

Teaching

Activities

Professional Membership

Association for Computing Machinery (ACM)
American Finance Association (AFA)
Financial Management Association (FMA)
European Finance Association (EFA)
Beta Gamma Sigma (BGS)


Past Positions

VP Finance     PhD Club NJIT (2018-2019, 2019-2020)
MTSM Department Resprasentative   Graduate Student Association (GSA) (2019-2020)


Referee Services

ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD)
ACM International Conference on Information and Knowledge Management (CIKM).
IEEE International Conference on Data Mining (ICDM)
AAAI Conference on Artificial Intelligence (AAAI)
Finance Research Letters
Journal of Behavioral and Experimental Finance
Emerging Markets Review
Emerging Markets Finance and Trade

Contact Me