Researcher

Dr Feng Chen

My Expertise

Time to event data analysis; count data analysis; regression analysis; or data analysis in a broad sense.

Fields of Research (FoR)

Applied Statistics, Statistical Theory, Econometric and Statistical Methods

SEO tags

Expanding Knowledge in the Mathematical Sciences

Market-Based Mechanisms

Biography

ABOUT ME

Biography

I am a Senior Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in the broad area of developing statistical methods to model real-life phenomena and make inferences. I have taught courses on statistics, probability and stochastic processes from the introductory level to the postgraduate level, as well as applied statistics courses.

Education

PhD in Statistics, the University of...view more

ABOUT ME

Biography

I am a Senior Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in the broad area of developing statistical methods to model real-life phenomena and make inferences. I have taught courses on statistics, probability and stochastic processes from the introductory level to the postgraduate level, as well as applied statistics courses.

Education

PhD in Statistics, the University of Hong Kong, 2008
MSc in Applied Probability & Statistics, Lanzhou University, 2004
BSc in Mathematics, Lanzhou University, 2001

RESEARCH

Research interests

Nonparametric and semiparametric statistics
Point processes and their statistical inference
Statistical computing
Financial Data Modelling

TEACHING & OUTREACH

Courses taught

MATH2099 - Mathematics 2B -- Statistics Stream
MATH2859 - Probability, Statistics and Information
MATH3821 - Statistical Modelling and Computing
MATH3831 - Statistical Methods for Social and Market Research (current)
MATH3851 - Experimental Design and Categorical Data
MATH5835 - Advanced Stochastic Processes (current)

Professional affiliations and service positions

Associated Editor for Journal of Statistical Planning and Inference (2019 --)
Statistics Honours Coordinator, School of Mathematics and Statistics, UNSW (2013-2018)
Member, Statistical Society of Australia
Member, American Statistical Association
Councilor, Statistical Society of Australia NSW Branch (2012-2013)
Assistant Secretary & Coordinator of SSAI AGR seminars, Statistical Society of Australia NSW Branch (2013)

My Research Supervision

Supervision keywords

big data analytics

survival anal

computational strategy

asymptotics

stochastic process

financial models comparison

Areas of supervision

Computational Statistics;
Event sequence data analysis;
Hidden Markov Models and State-Space Models and their inference and applications;
Financial data analysis and modelling;
Point processes and their inference and applications;
Semi- and non-parametric inference.

Currently supervising

Jeffrey Kwan (PhD, 2018 S2 --): Statistical Inference for some extended Hawkes processes
Zhe Han (MRes, 2020 --, with Tom Stindl): Point process models for earthquake modelling
Hanwen Xuan (Honours, 2021 --， with Clara Grazian): Black-Litterman model

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