Assistant Professor, Lally School of Management
Professor Clark's research focuses on financial intermediation and risk management with an emphasis on machine learning. He currently teaches several quantitative finance courses including Financial Computation and Simulation and Advanced AI/ML for Finance. Dr. Clark's work has been published in the Journal of Banking and Finance, Journal of Financial Stability, and Operations Research Letters. He has been quoted in the U.S. News & World Report, the Times Union, and WalletHub.
- Machine Learning
- Operational Risk
- Risk Management
- Capital Structure
- 1. “Risk and Risk Management in the Credit Card Industry,” with Florentin Butaru, Qingqing Chen, Sanmay Das, Andrew Lo, and Akhtar Siddique, Journal of Banking and Finance, Dec. 2016. (https://www.sciencedirect.com/science/article/pii/S0378426616301340)
- 2. “A Machine Learning Efficient Frontier,” with Zachary Feinstein and Majeed Simaan, Operations Research Letters, Sept. 2020, 48 (5), pages 630-634.
- 3. “Bank Loan Renegotiation and Credit Default Swaps,” with James Donato, Bill Francis, and Thomas Shohfi, Journal of Banking and Finance, forthcoming (September 2020).
- 4. “Consumer Defaults and Social Capital,” with Iftekhar Hasan, Helen Lai, Feng Li, and Akhtar Siddique, Journal of Financial Stability, forthcoming (November 2020).
- 5. “Operational Risk: An Overview of Stress-Testing Methodologies,” with Bakhodir Ergashev in Stress Testing (Chapter in Risk Books, 2013)
- 6. (Reprint) “Operational Risk: An Overview of Stress-Testing Methodologies,” with Bakhodir Ergashev Reprinted in Stress Testing, 2nd Ed. (Chapter in Risk Books, 2019)