Hanlin Shang

Hanlin Shang is a Professor and ARC Future Fellow at Macquarie University’s Department of Actuarial Studies and Business Analytics. He holds affiliations with the Data Horizons Research Centre, Transforming Energy Markets Research Centre, Centre for Risk Analytics, and Frontier AI Research Centre. His research focuses on functional data analysis, nonparametric and semiparametric statistics, Bayesian econometrics, computational statistics, and demographic forecasting.

Education: Ph.D. in Statistics (Monash University, 2010) and Bachelor with First Class Honours in Statistics (La Trobe University, 2006). He has held postdoctoral roles at the University of Southampton and Monash University. Currently, he serves as an editor for journals like the Australian and New Zealand Journal of Statistics and Journal of Computational and Graphical Statistics.

Key achievements include the ARC Future Fellowship (2024), Mollie Holman Doctoral Medal (2010), and visiting scholarships at institutions such as Columbia University and the United Nations Population Division. His research has produced over 140 publications, with recent work emphasizing mortality forecasting, functional time series analysis, and demographic modeling.

Supervision spans postdoctoral researchers and PhD candidates, many of whom now hold academic or industry roles. Current projects include functional panel data analysis and feature learning for high-dimensional functional time series, supported by ARC grants. He collaborates internationally, addressing challenges in data governance, climate risk, and actuarial science.