About Us

History of GOLCER

The Gulf One Lab for Computational and Economic Research (GOLCER) is a hub for interdisciplinary research in quantitative aspects of economic and finance at Lancaster University Management School. Established in May 2008, it has built upon an initial philanthropic donation from the Gulf One Investment Bank.

With researchers from the Economic Department and visitors from both national and international academic institutions, the expertise of GOLCER extends across applied econometric modelling, high-frequency financial econometrics, Bayesian analysis and baking. Our work applies cutting edge computational techniques to provide better understanding of the dynamics governing financial markets and institutions.

We have expertise in the processing, modelling and forecasting of high frequency based realized volatility measures. Research published by our members, visitors and associates appears in reputed journals such as the Journal of Economic Behavior and Organization, the Journal of Financial Services Research, the Journal of International Review of Financial analysis, Quantitative Finance, International Journal of Forecasting, the Journal of Banking and Finance, the Review of Finance, Journal of Applied Econometrics and Journal of Econometrics.

In 2014, GOLCER organized the largest UK Islamic Banking conference with over 100 participants from 30 countries. Conference papers will feature in a special issue of the Journal of Economic Behaviour and Organisation.


GOLCER Staff

Professor Marwan Izzeldin, Director and Founder

Professor Marwan Izzeldin expertise lies in the areas of high-frequency financial econometrics, banking and Islamic banking, and measuring productivity and efficiency using Bayesian methods.

Personal Website: https://sites.google.com/view/marwanizzeldin/

Vasileios Pappas, Deputy Director

Vasileios’s core research interests lie in the areas of banking, finance and financial econometrics. In particular, and within the banking domain he investigates differences (e.g., risk, efficiency, profitability, productivity) between bank types (e.g., Islamic, community and commercial banks). 

Personal Website: https://www.kent.ac.uk/kent-business-school/people/813/pappas-vasileios

Rodrigo Hizmeri, Director of Scientific Implementation and Web Developer

Rodrigo’s research lies in the areas of high-frequency financial econometrics, asset price discontinuities, modeling and forecasting univariate and multivariate volatility, portfolio allocation, and market microstructure noise. He normally teaches courses in High-frequency finance, applied econometrics and time series analysis.

Personal Website: www.rodrigohizmeri.com