Dr. Nikhil Verma is a senior lecturer specializing in machine learning for
volatility analytics. He is recognized for research on predictive model risk and
practical model interpretability in finance.
Dr. Nikhil Verma’s research focuses on machine learning methods for volatility
forecasting and predictive analytics. He is the author of multiple technical
articles exploring model risk, interpretability, and the use of alternative data
sources in financial analytics. His best-known publication addresses the
pitfalls of overfitting in real-world volatility models.
Dr. Verma’s experience spans both Canadian financial institutions and
international analytics teams, where he has led projects on model implementation
and audit. He is particularly interested in developing transparent methods that
withstand regulatory and peer scrutiny.