Professor Spiridon Ivanov Penev

My Expertise

Wavelet Methods in nonparametric curve estimation, Edgeworth expansions and Saddlepoint Approximation Methods, Structural Equation Models, Inference in semiparametric models and applications in Stochastic Risk Modelling

Fields of Research (FoR)

Stochastic analysis and modelling, Investment and risk management, Statistical Theory, Applied Statistics, Operations Research, Risk theory

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Expanding Knowledge

Biography

After finishing my PhD in Mathematical Statistics from Humboldt University (Berlin, Germany), I was working for 10 years at the Technical University of Sofia, Bulgaria. I was promoted to Associate Professor there in 1991.

My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999, to Associate Professor in 2011, and to Professor in 2019.

I am teaching courses in Statistical Inference,...view more

My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999, to Associate Professor in 2011, and to Professor in 2019.

I am teaching courses in Statistical Inference, Multivariate Analysis, Longitudinal Data Analysis, Categorical Data Analysis, Statistical Methods in Social and Market Research, Design and Analysis of Experiments, Regression.

ACADEMIC QUALIFICATIONS

Humboldt University, Doctor of Philosophy

RESEARCH INTERESTS

Wavelet Methods in non-parametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling

ADMINISTRATIVE DUTIES

Member of the Executive Committee of the School of Mathematics and Statistics, UNSW Sydney.

TEACHING DUTIES

Recent teaching duties include Math3811 (Statistical Inference), Math3911 (Higher Statistical Inference), Math5905 (Masters level Statistical Inference), Math5855 (Multivariate Analysis), and Math5885 (Longitudinal Data Analysis).

AWARDS

DAAD award.

Elected member of the International Statistical Institute (ISI)

My Grants

Recent grants:

Australian Research Council (ARC) discovery project "Frontiers of inference about risk"-Lead Chief Investigator (CI) (2016-2018)
Australian Research Council (ARC) linkage project "Remote sensing to improve structural efficiency of high-speed catamarans"- Chief Investigator (2018-2022)
Collaborative research grant with Sydney Catchment Authority (SCA) Statistical Analysis of water quality data- Chief Investigator
Spectral methods in Machine Learning- Faculty research grant (2020)
Complex dependence modelling to unravel relationships in Big Data- Faculty research grant (2019)
Demonstration models of portfolio and personal risk optimization -AMSI industry related project (2014)
Robust inference about risk-Faculty research grant (2014)

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