Vitali Alexeev is an Associate Professor in Finance at the University of Technology Sydney, Australia. He graduated from University of Guelph, Canada with PhD in Economics prior to joining the School of Economics and Finance at the University of Tasmania, Australia as an Assistant Professor in Finance in 2010. He completed a Graduate Diploma in Financial Engineering from Schulich School of Business, York University, Canada.

His research focuses on portfolio selection, portfolio diversification, time-series and financial econometrics, specifically on high-frequency data modeling and large scale robust portfolio optimisation. Using recent developments in machine learning, he relies on Genetic Algorithms in portfolio randomisation, Pattern Recognition, Dynamic Time Warping, and Textual Analysis for sentiment and tonality enumeration of texts and speech. His latest works appear in Journal of Empirical Finance, Journal of Banking & Finance, Quantitative Finance, Econometrics, European Journal of Finance, and Studies in Nonlinear Dynamics and Econometrics. He is the organiser of High-Frequency Empirical Finance and Intraday Sentiment Analytics sessions at the annual Computational and Financial Econometrics meetings.

Vitali had taught at University of Guelph, University of Toronto, University of Tasmania, University of Technology Sydney, and City University of London, and has been a Visiting Scholar at University of Vienna, Free University Berlin and University of Bergamo.