Artem Prokhorov

Professor Artem Prokhorov serves as a professor in the Discipline of Business Analytics within the University of Sydney Business School. He obtained his PhD in Economics from Michigan State University in 2006. Prior to joining the University of Sydney in 2013, he held a position as Assistant Professor of Economics at Concordia University. Prokhorov is recognized internationally as a scholar in theoretical and applied econometrics. His research centers on efficiency and productivity analysis, particularly employing copulas in stochastic frontier models. He maintains research fellowships at the Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) at Université de Montréal and the Center for Econometrics and Business Analytics (CEBA) at St. Petersburg State University, Russia. As Head of the Discipline of Business Analytics, he leads research initiatives including the Productivity, Efficiency and Measurement Analytics (PEMA) group.

Prokhorov's scholarly impact is evidenced by 1,723 citations and an h-index of 20 on Google Scholar. Notable contributions include his book Efficiency and Productivity Analysis: Using Copulas in Stochastic Frontier Models (Routledge, 2022), which reviews classic methodologies and advances robust techniques for business analytics. Key peer-reviewed publications encompass Heavy Tails and Copulas: Topics in Dependence Modelling in Economics and Finance (2017), A New Family of Copulas, with Application to Estimation of a Production Frontier System (Journal of Productivity Analysis, 2021), Bayesian Adaptive Sparse Copula (Journal of Computational and Graphical Statistics, 2023), Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate (Journal of Banking & Finance, 2024), and AI-Experiments in Education: An AI-Driven Randomized Controlled Trial for Higher Education (Education and Information Technologies, 2024). He has obtained funding through the Australian Research Council Discovery Project DP200103549 (2020-2024) on measures of market uncertainty. Prokhorov teaches graduate courses such as Data Science in Business, Quantitative Methods for Business, and Advanced Quantitative Methods for PhD Research, and supervises PhD students in econometrics, statistics, and statistical machine learning.

Professional Email: artem.prokhorov@sydney.edu.au