Jennifer Chan

Jennifer Chan is a Professor in the Statistics Department at the University of Sydney's Faculty of Science. She earned her PhD from the University of New South Wales in 1997 and previously lectured at the University of Hong Kong before joining her current institution in 2006. Her research integrates statistical and machine learning models with applications in finance and insurance, including volatility modeling, Bayesian methods, and neural network applications.

Her interdisciplinary research focuses on:

• Generalized linear mixed models and multivariate volatility measures
• Machine learning techniques for financial risk assessment
• Bayesian robustness and portfolio optimization
• Time-series analysis of cryptocurrencies and equity markets

Recent publications demonstrate strong focus on Bayesian models in finance (42% of last 15 papers), machine learning applications (33%), and actuarial science (25%), with emerging emphasis on neural networks for financial forecasting.

Awards & Honors:

• Second prize, Natural Science Award of China's Ministry of Education (2008)
• National Drug Strategy Research Scholarship (1994-1996)

She supervises doctoral candidates working on machine learning applications in finance and insurance. Her international collaborations include institutions in Israel, Japan, Malaysia, and the United States.