Dr. Muhammad Naeem
Associate Professor
naeem787@gmail.com
+923217509339
+923217509339
Dr. Muhammad Naeem is Assistant Professor of Financial Mathematics at the UCP Business School at the University of Central Punjab. He holds a PhD in Mathematics for Economics and Financial Applications at “Sapienza” University of Rome, Italy. MS Degree in Techno-mathematics at Lappeenranta University of Technology, Finland and MSc in Applied Mathematics at University of Engineering & Technology, Lahore. He had won the PhD Schools Fellowship of at “Sapienza” University of Rome. He had won research funding for visiting Germany, Netherlands and Austria. His research focuses on financial mathematics, financial econometrics and specifically on volatility modeling and forecasting of financial time series.
| PhD | Mathematics for Economic-Financial Applications | Sapienza University of Rome | Rome, Italy |
| Master of Science | Techno-mathematics | Lappeenranta University of Technology | Finland |
| Master of Science | Applied Mathematics | University of Engineering & Technology,Lahore | Lahore, Pakistan |
| Bachelor of Science | Mathematics and Physics | University of Punjab, Lahore, Pakistan | Lahore, Pakistan |
| Assist. Professor | University of Central Punjab, Lahore | 2015 – till date |
| Teaching Assistant | Sapienza University of Rome | 2010 - 2014 |
| Lecturer | Govt. Islamia College (Boys) -Cantt, Lahore | 2007 – 2008 |
| Lecturer | National Grammar School, Lahore | 2006 – 2007 |
| 1 | Naeem, M., Ji, H. and Liseo, B."Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach" Eurasian Journal of Economics and Finance, 2014, vol. 2, issue 2, pages 1-20. |
| 2 | Shahbaz, M., Naeem, M., Ahad, M., & Tahir, I. (2018). Is natural resource abundance a stimulus for financial development in the USA? Resources Policy, 55, 223-232. IF=3.185 |
| 3 | Naeem, M., Shahbaz, M., Saleem, K., & Mustafa, F. (2019). Risk analysis of high frequency precious metals returns by using long memory model. Resources Policy, 61, 399-409. IF=3.185 |
| 4 | Naeem, M., Bouri, E., Boako, G., & Roubaud, D. (2019). Tail dependence in the return-volume of leading cryptocurrencies. Finance Research Letters, 101326. IF=1.709 |
| 5 | Naeem, M., Tiwari, A. K., Mubashra, S., & Shahbaz, M. (2019). Modeling volatility of precious metals markets by using regime-switching GARCH models. Resources Policy, 64, 101497. IF=3.185 |
| 6 | Naeem et al. (2019) Adaptive Market Hypothesis: A Comparative Analysis of Efficiency on Seven Major Cryptocurrencies. Accepted “Cogent Economics and Finance” . |
| 7 | Naeem et al. (2019). Dynamic Dependence Structure between Crude oil price fluctuations, Energy and Commodities ETFs using EGARCH-Copula Approach. submitted to” Physica A: Statistical Mechanics and its Applications” (revision submitted) |