معرفی
Professor Shelton Peiris is an Associate Professor at the School of Mathematics and Statistics, University of Sydney, where he has been since 1990. He holds visiting appointments at institutions worldwide, including University of Waterloo, University of Manitoba, and University of Malaya. Currently, he serves as Sub Dean (Student Affairs) in the Faculty of Science and coordinates interdisciplinary teaching with the School of IT for MIT/MDS degrees. His research focuses on time series analysis, financial econometrics, and technology integration in statistics education.
- Education:
- PhD in Statistics, Monash University, 1987
Shelton's research interests include statistical analysis of stationary and non-stationary time series, theory and applications of estimating functions, financial time series modeling, saddlepoint and Edgeworth approximations, and exploring technology's role in statistics education. He is a member of the Statistics Research Group at the University of Sydney and leads projects in financial econometrics, generalized autoregressive models, and nonlinear time series analysis.
Recent publication trends highlight his work in financial econometrics, particularly volatility and duration modeling, stochastic processes, and hybrid forecasting methods combining traditional statistical techniques with machine learning advancements like GANs and neural networks. His collaborations span Australia, Canada, Malaysia, and Indonesia, with notable grants including ARC Linkage and University of Malaya Research Grants.
- Scientific Awards:
- 2012: Faculty of Science Teaching Citation
- 2011: Bronze Medal, University Putra Malaysia
- 2007: Bronze Medal, University Putra Malaysia
- 1983: Monash University Graduate Scholarship
- Elected Member, International Statistical Institute (ISI)
- Fellow, Royal Statistical Society (FRSS)
- Honorary Fellow, Institute of Applied Statistics, Sri Lanka (FIASSL)
- Current Research Students:
- Leonard Mushunje - High-Dimensional Financial Functional Time Series Data
- Grants:
- ARC Linkage Grant (2005-2007): Modelling Stock Market Liquidity
- ARC Bridging Grant (2012-2014): Financial Duration Modeling
- University of Malaya Research Grants (2011-2015): Volatility Models, GARCH
- MOHE Malaysia Grant (2013-2015): Robust Control Charts
Professor Peiris contributes to editorial boards such as the Journal of Statistical Computation & Simulation and Sri Lankan Journal of Applied Statistics. His teaching roles include MATH1015 (Statistics for Life Science), MATH1905 (Statistics Advanced), and advanced honors courses in time series analysis.
