Researcher

Dr Tom Stindl

Field of Research (FoR)

Biography

Tom completed his PhD at the School of Mathematics and Statistics at UNSW Sydney under the supervision of Dr. Feng Chen.


My Research Activities

Research Aims

My core research is in point process models and their application in a range of disciplines. Currently, my research is focused on the following themes:

  • Statistical inference for self-exciting point processes 
  • Application of self-exciting point processes to finance and...view more

Tom completed his PhD at the School of Mathematics and Statistics at UNSW Sydney under the supervision of Dr. Feng Chen.


My Research Activities

Research Aims

My core research is in point process models and their application in a range of disciplines. Currently, my research is focused on the following themes:

  • Statistical inference for self-exciting point processes 
  • Application of self-exciting point processes to finance and seismology
  • Financial data modeling 

Research in Detail

My research focuses on methods to perform efficient statistical inferences for point process models, with particular focus on the renewal Hawkes process and its marked and multivariate variants.

Supervision

Modeling extreme negative returns for ultra-high-frequency financial data (2020)

 


My Teaching

Courses recently taught:

  • MATH3821 - Statistical Modelling and Computing (2019)
  • ZZSC5905 - Statistical Inference for Data Scientists (2019)
View less

Location

School of Mathematics and Statistics
UNSW Sydney
NSW 2052
The Red Centre
Room 1037

Contact

9385 3422
9385 7123

Publications

by Dr Tom Stindl