معرفی
Boris Buchmann is an Associate Professor at The Australian National University (ANU), affiliated with the Research School of Finance, Actuarial Studies & Statistics. His academic role focuses on research and supervision in probability theory, mathematical statistics, and mathematical finance. He holds a Dr. rer. nat. (PhD) from Leibniz Universität Hannover.
Education:
- Dr. rer. nat. (PhD) in Mathematics, Leibniz Universität Hannover
Research Interests: Boris’ research centers on Probability and Statistics, with a focus on Lévy processes, fractional Brownian motions, empirical processes, and their applications in mathematical finance. His work explores extremal processes, local behavior of Lévy processes, and stochastic differential equations driven by fractional Brownian motion. Key contributions include the discovery of weak subordination for improved financial model dependence, statistical convolution logarithm (decompounding), and analysis of GARCH models’ Le Cam deficiency limits.
Scientific Awards and Funding:
- Australian Research Council Discovery Project Grant (2016–2019): "Frontiers of Risk Modelling: Dependence and Extremes of Levy Processes"
Advising and Grants: Boris supervises research students and has led projects such as the ARC-funded initiative on risk modelling. His research has been supported by major grants, reflecting the significance of his contributions to theoretical and applied statistics.
