I am a lecturer in statistics in the School of Mathematics and Statistics at UNSW Sydney. Prior to that, I was a Senior Research Associate at the University of Technology Sydney working in the Finance Discipline Group on an ARC project involving portfolio optimisation, risk management and modelling of financial markets. My research interests continue in this direction and focus on applications of statistics in big data analysis of financial time series. I have published mostly in the area of Statistics and Finance.
University of Technology Sydney, Doctor of Philosophy
- boundary crossing problems in insurance,
- risk management,
- portfolio optimisation,
- simulation techniques,
- time series analysis.
- big data.