Researcher

Dr Renata Rendek

Biography

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...view more
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.
 

ACADEMIC QUALIFICATIONS
 
University of Technology Sydney, Doctor of Philosophy 
 
RESEARCH INTERESTS

- boundary crossing problems in insurance,

- risk management,

- portfolio optimisation,

- filtering,

- simulation techniques,

- time series analysis.

- big data.

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Location

School of Mathematics and Statistics
UNSW AUSTRALIA
SYDNEY NSW 2052
The Red Centre
Room 1030

Contact

9385 7020
9385 7123