Paul Lajbcygier

Paul Lajbcygier combines extensive industry and academic experience in investments. Since 1990, Paul has provided investment advice for various prominent domestic and international: funds managers, banks and hedge funds. Since 1995, Paul has published over 50 academic papers and generated over $3.1 million in government grants and payments in-kind. He has sat on over 10 journal editorial boards and conference program committees. He has also worked and researched at amongst the best business schools in the world, including: London Business School and the Stern School of Business, New York University.

Publications

E-Learning Technologies and Evidence-Based Assessment Approaches
E-Learning Technologies and Evidence-Based Assessment Approaches
Christine Spratt, Paul Lajbcygier. © 2009. 344 pages.
Educational researchers and academicians need the latest advances in educational technologies in order to enhance instruction and aid student assessment and learning. E-Learning...
The Validity of Group Marks as a Proxy for Individual Learning in E-Learning Settings
The Validity of Group Marks as a Proxy for Individual Learning in E-Learning Settings
Paul Lajbcygier, Christine Spratt. © 2009. 15 pages.
This chapter presents recent research on group assessment in an e-learning environment as an avenue to debate contemporary issues in the design of assessment strategies. The...
Identifying Latent Classes and Differential Item Functioning in a Cohort of E-Learning Students
Identifying Latent Classes and Differential Item Functioning in a Cohort of E-Learning Students
Andrew Sanford, Paul Lajbcygier, Christine Spratt. © 2009. 23 pages.
A differential item functioning analysis is performed on a cohort of E-Learning students undertaking a unit in computational finance. The motivation for this analysis is to...
Comparing Conventional and Non-Parametric Option Pricing
Comparing Conventional and Non-Parametric Option Pricing
Paul Lajbcygier. © 2005. 3 pages.
Once, the seminal Black–Scholes (Black & Scholes, 1973) model was thought to be the last word on option pricing: all that was needed, it was thought, was some adjustments and it...
Comparing Conventional and Artificial Neural Network Models for the Pricing of Options
Comparing Conventional and Artificial Neural Network Models for the Pricing of Options
Paul Lajbcygier. © 2002. 16 pages.
The pricing of options on futures is compared using conventional models and artificial neural networks. This work demonstrates superior pricing accuracy using the artificial...