Researcher

Dr Feng Chen

My Expertise

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

Field 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 teach courses on statistical methods in applied areas such as social science, marketing, engineering, and epidemiology.

Education

PhD in Statistics, the University of Hong Kong, 2008
MSc in Applied Probability &...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 teach courses on statistical methods in applied areas such as social science, marketing, engineering, and epidemiology.

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
Survival Analysis
Financial Data Modelling

TEACHING & OUTREACH

Courses taught

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

Professional affiliations and service positions

Associated Editor for Journal of Statistical Planning and Inference (2019-2021)
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 T1 --, with Tom Stindl): Point process models for earthquake modelling
Vincent Minutolo (Honours, 2020, with Jakub Stoklosa): Open population size estimation from capture-recapture data
Hanwen Xuan (Honours, 2020): Joint modelling of intraday trade durations and price changes

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