Researcher

Dr Jeffrey Kwan

Biography

Jeffrey Kwan is an Associate Lecturer in Statistics at the School of Mathematics and Statistics. His research interest is in probability theory and stochastic processes. In particular, he is interested in self-exciting point processes (Hawkes processes) and their asymptotic behaviour. Jeffrey's Ph.D. was on proving and the application of ergodicity for non-stationary and non-exponential Hawkes processes. He received his Ph.D. in 2023. Jeffrey...view more

Jeffrey Kwan is an Associate Lecturer in Statistics at the School of Mathematics and Statistics. His research interest is in probability theory and stochastic processes. In particular, he is interested in self-exciting point processes (Hawkes processes) and their asymptotic behaviour. Jeffrey's Ph.D. was on proving and the application of ergodicity for non-stationary and non-exponential Hawkes processes. He received his Ph.D. in 2023. Jeffrey has also taught undergraduate and postgraduate courses on statistics, probability, and stochastic processes.

Professional affiliations and service positions

Statistical Consultant at Stats Central (Mark Wainwright Analytical Centre), 2023 --
Early Career and Student Statistician (ECSS) Representative, Statistical Society of Australia (NSW Branch), 2023 --
Equity Officer, Statistical Society of Australia (NSW Branch), 2023 --
Member, Statistical Society of Australia, 2022 --
EDI Committee, UNSW Sydney, 2021 --

Conferences and talks

JB Douglas Award, 2022, 'Asymptotic inference theory of Hawkes processes';
CFE-CMStatistics Conference, 2022, 'Asymptotic inference theory of Hawkes processes';
UNSW Sydney Postgraduate Conference, 2021, 'Asymptotic inference theory of the Hawkes process with time-varying baseline intensity and a general excitation kernel';
UNSW Sydney Postgraduate Conference, 2020, 'Parametric inference of the Hawkes process with time-varying background intensity;
UNSW Sydney Postgraduate Conference, 2019, 'Parametric inference of the non-stationary Hawkes process'.

Professional Teaching Development Programs

UNSW Sydney Teaching Accelerator Program, 2022
UNSW Sydney Foundations of University Learning and Teaching Program (FULT), 2022
UNSW Online: Teacher Coaching Program, 2022

My Awards

Excellence in Postgraduate Research, Statistical Society of Australia, New South Wales Branch, 2022
Nominee for the JB Douglas Award, Statistical Society of Australia, New South Wales Branch, 2022
Business School Award for Teaching Excellence, University of New South Wales, 2021
University Medal and Class 1 honours in Statistics, University of New South Wales, 2017
Alma Douglas Prize for Level 3 Statistics, University of New South Wales, 2016
Faculty of Science Dean's List for academic excellence, University of New South Wales, 2016

My Research Activities

Asymptotic inference theory;
Ergodic theory;
Financial data analysis and modeling;
Financial data modeling;
Heavy-traffic asymptotics;
Infill asymptotics;
Locally stationary Hawkes processes;
Point processes and their inference and applications.

Publications

Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, http://dx.doi.org/10.1016/j.jspi.2023.03.004, ROS ID: 2011353

Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes process with a general excitation kernel' (under review)

Daniel Ghezelbash, Mia Bridle, Keyvan Dorostkar, Tsz-Kit Jeffrey Kwan, 'Decoding justice: A data-driven approach evaluation and improving the administrative review of refugee casesin Australia' (under review)

Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes processes with time-varying baseline intensities and general excitation kernels, and applications in asymptotic inference' (in preparation)