Personal profile
Research interests
My research interests lie at the intersection of empirical finance and machine learning. I like to find unique patterns in financial data that add value to the current knowledge bank of empricial finance and theory, helping us better understand how capital markets function. My research spans areas of asset pricing and the broader financial economics, deep learning, investment management and predictive modelling in business contexts.
Statement for HDR students
I am interested in supervising students with research interests in the broad areas of financial economics and machine learning—particularly at their intersection. My current work focuses on empirical asset pricing, exploring the dynamics of capital markets, and applying explainable deep learning techniques to potentially advance our understanding of finance theory.
Education/Academic qualification
Master of Accounting, Professional , Bond University
… → 2014
Master of International Finance , Kyiv National Taras Shevchenko University
… → 2013
Bachelor of Economics & International Relations , Kyiv National Taras Shevchenko University
… → 2011
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 11 Sustainable Cities and Communities
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Collaborations and top research areas from the last five years
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Deep learning applications in investment portfolio management: a systematic literature review
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B. J., 18 Mar 2025, In: Journal of Accounting Literature. 47, 2, p. 245-276 32 p.Research output: Contribution to journal › Article › Research › peer-review
9 Link opens in a new tab Citations (Scopus) -
Empirical validation of ELM trained neural networks for financial modelling
Novykov, V., Bilson, C. M., Gepp, A., Harris, G. & Vanstone, B. J., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1581-1605 25 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile13 Link opens in a new tab Citations (Scopus)286 Downloads (Pure) -
Application of a Limit Theorem to the Construction of Japanese Crossword Puzzles
Novykov, V., Harris, G. & Tonkin, I., 30 Aug 2022, Advances and Trends in Artificial Intelligence. Theory and Practices in Artificial Intelligence - 35th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2022, Proceedings: Proceedings of the 35th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2022. Fujita, H., Fournier-Viger, P., Ali, M. & Wang, Y. (eds.). Cham: Springer, p. 891-897 7 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 13343 LNAI).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
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Benchmarking Training Methodologies for Dense Neural Networks
Tonkin, I., Harris, G. & Novykov, V., 30 Aug 2022, Advances and Trends in Artificial Intelligence. Theory and Practices in Artificial Intelligence - 35th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2022, Proceedings: Proceedings of the 35th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2022. Fujita, H., Fournier-Viger, P., Ali, M. & Wang, Y. (eds.). Springer, p. 707-713 7 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 13343 LNAI).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Activities
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The Neuroscience of Engagement: Experiential Techniques for Today's Distracted Minds
Novykov, V. (Attendee)
19 Jun 2025Activity: Professional Development, Mentorship, Supervision and Other Activities › Internal Professional Development
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Digging Deep with Research Assistant - AI
Novykov, V. (Attendee)
19 Jun 2025Activity: Professional Development, Mentorship, Supervision and Other Activities › Internal Professional Development
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FULT iLumni Breakfast
Novykov, V. (Attendee)
19 Jun 2025Activity: Professional Development, Mentorship, Supervision and Other Activities › Internal Professional Development
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The 2025 Institute of European Finance (IEF) Conference
Novykov, V. (Speaker)
5 Nov 2025Activity: Participating in or organising an event › Participating in a conference, workshop, ... › Oral Presentation
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World Finance Conference 2023
Novykov, V. (Speaker), Gepp, A. (Participant), Bilson, C. (Participant), Vanstone, B. (Participant) & Harris, G. (Participant)
2 Aug 2023Activity: Participating in or organising an event › Participating in a conference, workshop, ... › Oral Presentation