My Expertise
Wavelet Methods in nonparametric curve estimation, Edgeworth expansions and Saddlepoint Approximation Methods, Structural Equation Models, Inference in semiparametric models and applications in Stochastic Risk Modelling
Fields of Research (FoR)
Stochastic analysis and modelling, Investment and risk management, Statistical Theory, Applied Statistics, Operations Research, Risk theorySEO tags
Biography
ACADEMIC QUALIFICATIONS
Humboldt University, Doctor of Philosophy
RESEARCH INTERESTS
Wavelet Methods in non-parametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling
ADMINISTRATIVE DUTIES
Member of the Executive Committee of the School of Mathematics and Statistics, UNSW Sydney.
TEACHING DUTIES
Recent teaching duties include Math3811 (Statistical Inference), Math3911 (Higher Statistical Inference), Math5905 (Masters level Statistical Inference), Math5855 (Multivariate Analysis), and Math5885 (Longitudinal Data Analysis).
AWARDS
DAAD award.
Elected member of the International Statistical Institute (ISI)
My Grants
Recent grants:
- Australian Research Council (ARC) discovery project "Frontiers of inference about risk"-Lead Chief Investigator (CI) (2016-2018)
- Australian Research Council (ARC) linkage project "Remote sensing to improve structural efficiency of high-speed catamarans"- Chief Investigator (2018-2022)
- Collaborative research grant with Sydney Catchment Authority (SCA) Statistical Analysis of water quality data- Chief Investigator
- Spectral methods in Machine Learning- Faculty research grant (2020)
- Complex dependence modelling to unravel relationships in Big Data- Faculty research grant (2019)
- Demonstration models of portfolio and personal risk optimization -AMSI industry related project (2014)
- Robust inference about risk-Faculty research grant (2014)
Location
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1038