Dr. Muhammad Naeem

Dr. Muhammad Naeem

Associate Professor


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 ApplicationsSapienza University of RomeRome, Italy
Master of Science Techno-mathematics Lappeenranta University of TechnologyFinland
Master of Science Applied Mathematics University of Engineering & Technology,LahoreLahore, Pakistan
Bachelor of Science Mathematics and PhysicsUniversity of Punjab, Lahore, PakistanLahore, Pakistan
Assist. Professor University of Central Punjab, Lahore2015 – till date
Teaching Assistant Sapienza University of Rome2010 - 2014
Lecturer Govt. Islamia College (Boys) -Cantt, Lahore2007 – 2008
Lecturer National Grammar School, Lahore2006 – 2007
1Naeem, 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.
2Shahbaz, 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
3Naeem, 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
4Naeem, M., Bouri, E., Boako, G., & Roubaud, D. (2019). Tail dependence in the return-volume of leading cryptocurrencies. Finance Research Letters, 101326. IF=1.709
5Naeem, 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
6Naeem et al. (2019) Adaptive Market Hypothesis: A Comparative Analysis of Efficiency on Seven Major Cryptocurrencies. Accepted “Cogent Economics and Finance” .
7Naeem 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)

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