Rocode >> Academic

Details of my research work within Information Technology, Medicine and Business.

Qualifications

  • Master of Computing from Monash University
  • Honours degree of Bachelor of Computing from Monash University
  • Certificate IV in Assessment & Workplace Training from M W T Institute (BSZ40198)

Publications

    Theses

  1. Testing of Object Oriented Software Using Formal Specifications
    Rohan Fletcher, Masters Thesis, Monash University, Melbourne, Australia, 1995

  2. Automated Production of Software Test Data
    Rohan Fletcher, Honours Thesis, Monash University, Melbourne, Australia, 1992

    Conference Proceedings

  3. Constructing Interoperable Components in Distributed Systems
    Sea Ling, Heinz W. Schmidt and Rohan Fletcher, Proceedings of International Conference on Technology of Object-Oriented Languages and Systems (TOOLS Pacific '99), IEEE Computer Society, pages 274-284, 1999

  4. A Framework for Testing Object Oriented Software Using Formal Specifications.
    Rohan Fletcher and A. S. M. Sajeev, Reliable Software Technologies Ada-Europe '96, Lecture Notes in Computer Science, Springer Berlin Heidelberg, vol. 1088, pages 159-170, 1996

    Conference Posters

  5. Integrating Genomic and Clinical Data for Bioinformatics
    Fletcher, R., George, J., Thompson, N., Thomas, D., Bowtell, D., Fereday, S., Clinical Research Excellence 2007, Hawthorn, Victoria, Australia, 2007

    Acknowledgements

  6. The information content of special orders
    Huu Nhan Duong & Paul Lajbcygier & Van Hoang Vu, Pacific-Basin Finance Journal, TBA 2016

  7. A Comparison of the Forecasting Ability of Immediate Price Impact Models
    Manh Cuong Pham & Huu Nhan Duong & Paul Lajbcygier, Journal of Forecasting, TBA 2016

  8. Is Fundamental Indexation Able to Time the Market? Evidence from the Dow Jones Industrial Average & the Russell 1000
    Doris Chen & Michael Dempsey & Paul Lajbcygier, Journal of International Financial Markets, Institutions and Money, Volume 37, Pages 162-177, July 2015
    Acknowledged on page 176

  9. The Viability of Alternative Indexation When Including All Costs
    Paul Lajbcygier & Jeremy Sojka, International Review of Financial Analysis, Volume 38, Pages 109-141, March 2015
    Acknowledged on page 109

  10. Virtue Remains After Removing Sin: Finding Skill Amongst Socially Responsible Investment Managers
    Elizabeth Ooi & Paul Lajbcygier, Journal of Business Ethics, Springer, vol. 113(2), pages 199-224, March 2013
    Acknowledged on page 214

    Working Papers

  11. Measuring Immediate Price Impact Using Nonparametric Models
    Manh Pham & Huu Nhan Duong & Paul Lajbcygier, 2015 Preliminary Draft with SSRN

  12. The Gap between Desert and Entitlement: Performance Fees in Hedge Funds
    Joe Rich & Paul Lajbcygier, 2015 Preliminary Draft with SSRN

For full details of my authored publications see: http://www.rocode.com/publications/

Scholarships, Awards and Privileges

  • Australian Postgraduate Award (APA) scholarship from Monash University
  • Swinburne University Postgraduate Research Award (SUPRA) from Swinburne University
  • Monash Graduate Scholarship (MGS) from Monash University
  • Cheques Specifications and Guidelines (APCA) from Monash University
  • Physical Containment Level 2 (PC2) laboratory from Peter Mac
  • Confidential System (Control 0926) from DSTC

Research and Teaching Work Experience

  1. Research Assistant, Monash University
  2. Bioinformatics Programmer, PeterMac Research
  3. Research Scientist, Distributed Systems Technology Centre (DSTC) Co-operative Research Centre
  4. Teaching Associate, BFC3540 Modelling In Finance, Department of Banking and Finance, Monash University
  5. Teaching Associate, ETC3460 Financial Econometrics, Department of Econometrics and Business Statistics, Monash University
  6. Sessional Tutor, SFT2100 Structured Programming, Department of Software Development, Monash University
  7. Demonstrator, Rostered to SFT Support Service Desk for student in years 1 - 4, Monash University

Presentations

  1. Stock Price Database, CSIRO 2014
  2. Funds Management Cluster Database, Monash University 2013
  3. Fundamental Indexation, Victorian Funds Management Corporation 2011
  4. Microarray data and the Genomic Database, Peter Mac 2008
  5. Genomic Database (audio), Peter Mac 2008

Student Guidance

  1. Measuring Immediate Price Impact: The Comparison between Different Price Impact Models

    Thesis by Manh Cuong Pham
    Bachelor of Economics (Honours), Monash University 2014

  2. Portfolio rebalancing activities are the main contribution of abnormal return in the Russell 1000 and Russell 2000

    Thesis by Henry Gunawan Putra
    Bachelor of Economics (Honours), Monash University 2014

  3. Minimizing Transaction Costs for Equal Weighted Indexing

    Thesis by Charles Custeau
    Bachelor of Commerce (Honours), Monash University 2012

  4. Fundamental and Equal Weighting on the Russell 1000: An analysis of Returns, Costs and Viability

    Thesis by Jeremy Sojka
    Bachelor of Commerce (Honours), Monash University 2011

  5. Cost of Clawback For Hedge Fund Managers

    Thesis by Martin Kim
    Bachelor of Commerce (Honours), Monash University 2011

  6. The performance of Socially Responsible Investment mutual funds

    Thesis by Elizabeth Ooi
    Postgraduate Diploma in Economics and Commerce, Monash University 2010

  7. Fundamental Indexation Performance: Stock Weighting or Market Timing? Evidence from the Dow Jones Industry Average

    Thesis by Shi Doris Chen
    Bachelor of Commerce (Honours), Monash University 2010

  8. Refactor and Performance Enhance the Bioinformatics Database

    Scholar John Li
    NICTA Summer Scholars Vacation Program, The University of Melbourne 2008