جستجوی استاد راهنمای دانشگاهی

• Operations Research
• Management Science
• Optimization Algorithms
• +۶ مورد دیگر

Dr. Dmytro Matsypura is an Associate Professor in the Discipline of Business Analytics at the University of Sydney Business School. He holds a BA (Hons) from Kyiv Polytechnic Institute (KPI), an MS (Hons) from KPI, and a PhD from the University of Massachusetts Amherst. His research focuses on optimization methodologies, network science, and their applications in finance, transportation, ecology, and graph theory. He is a recipient of multiple teaching awards, including the Wayne Lonergan Outstanding Teaching Award (Early Career) in 2010. Education: PhD in Management Science, University of Massachusetts Amherst (2006) MS (Hons) in Information Systems, Kyiv Polytechnic Institute (2000) BA (Hons) in Business Administration, Kyiv Polytechnic Institute (1998) Research Interests: Dr. Matsypura’s work spans operations research and management science, with a focus on mathematical optimization and network science. His methodological contributions include developing efficient optimization algorithms, while his applied research addresses real-world challenges in finance, engineering, and ecology. Notable applications include wildfire fuel management, portfolio margining, and credit card fraud detection via graph-based models. Awards and Recognition: Teaching Excellence Award (2008, 2013, 2018) Wayne Lonergan Outstanding Teaching Award (Early Career) (2010) Grants and Projects: Current projects include Bushfire Analytics: Optimization of Fuel Reduction (2023, ARC Discovery Project). His research frequently integrates interdisciplinary collaborations, such as applying graph theory to biomedical problems and cybersecurity. Labs/Teams: Active in the Sydney Environment Institute, contributing to projects at the intersection of analytics and sustainability. Collaborates with industry on fraud detection and supply chain optimization.

• Bayesian methodology
• Variable selection and model averaging
• Nonparametric regression models
• +۳ مورد دیگر

Scientia Professor Robert Kohn is a distinguished academic at the University of New South Wales, holding a position in the School of Economics within the UNSW Business School. With a career spanning several decades, Professor Kohn has established himself as a leading expert in statistical methodology and econometric modeling. His research has significantly contributed to Bayesian statistics and computational methods for complex data analysis. Professor Kohn's research focuses on advanced statistical methodologies including Bayesian methodology, variable selection and model averaging, nonparametric regression models, time series modeling, multivariate Gaussian and non-Gaussian regression, and Markov chain Monte Carlo simulation algorithms. His work bridges theoretical statistics with practical applications across economics, finance, and cognitive science. His research demonstrates a consistent trajectory toward developing more efficient computational methods for complex statistical models, with recent work emphasizing variational Bayesian methods, particle filtering techniques, and applications to time series analysis. Analysis of his recent publications (2022-2025) reveals a strong focus on advancing computational statistical methods, particularly in Bayesian inference for complex models. His work shows increasing integration of machine learning techniques with traditional statistical methods, especially in handling high-dimensional data and complex time series structures. Professor Kohn has made significant contributions to variational inference methods, particle-based computational techniques, and applications to financial time series and cognitive modeling. Professor Kohn has maintained an exceptionally productive research career with continuous publication output since the 1970s, demonstrating remarkable longevity and adaptability in his research focus as statistical methodologies have evolved. His work shows strong international collaboration, particularly with researchers in Australia, the United States, and Europe, reflecting his standing in the global statistical community.

Valentyn Panchenkoمشاهده پروفایل

استاد

• Financial Econometrics
• Time Series Analysis
• Dependence Measures and Copulae
• +۱۱ مورد دیگر

Professor Valentyn Panchenko is a leading academic in Economics at the UNSW Business School, specializing in advanced econometric methodologies and financial modeling. Holding a PhD from the University of Amsterdam and an MPhil from the Tinbergen Institute, his research bridges theoretical econometrics with real-world financial applications, emphasizing big data analysis, network structures, and dependence modeling in economic systems. His expertise spans financial econometrics, time series analysis, non-parametric statistics, and agent-based economic simulations. He focuses on Granger causality, model evaluation, structural economic modeling, and bounded rationality with heterogeneous agents. His work has secured significant grants including ARC Discovery Projects and DECRA fellowships, enabling cutting-edge research on market dynamics and economic interactions. Professor Panchenko's publications appear in top-tier journals like the Journal of Econometric Theory, AEJ: Micro, Journal of Economic Dynamics & Control, and Journal of Banking & Finance. His methodological contributions include novel approaches to copula-based forecasting, nonlinear causality testing, and evolutionary learning models in strategic economic environments. While specific student advising details aren't provided, his research leadership demonstrates sustained impact across econometric theory, financial markets, and experimental economics.

Mohamad Khaledمشاهده پروفایل

مدرس ارشد

• Applied Health Economics
• Health Econometrics
• Econometrics
• +۳ مورد دیگر

Dr. Mohamad Khaled is a Senior Lecturer in the School of Economics at The University of Queensland (UQ), affiliated with the Centre for Efficiency and Productivity Analysis within the Faculty of Business, Economics and Law. His research focuses on Applied Health Economics , Health Econometrics , and broader Econometrics methodologies. He specializes in analyzing health inequality, socioeconomic determinants of health, and statistical modeling techniques for economic data. His work addresses critical issues such as child malnutrition, health concentration curves, and income-related health disparities. Dr. Khaled has contributed to peer-reviewed journals including European Journal of Health Economics , Journal of Business and Economic Statistics , and Health Economics . His methodologies often involve advanced econometric frameworks and Bayesian approaches. He holds an academic position in a leading economics department and collaborates with institutions like Edward Elgar Publishing. His research emphasizes bridging theoretical econometric models with real-world health policy applications.

Ruben Loaiza Mayaمشاهده پروفایل

دانشیار

• Copula Modelling
• Bayesian Estimation Methods
• Time Series Analysis
• +۴ مورد دیگر

Ruben Loaiza-Maya is an Associate Professor (Research) in the Department of Econometrics and Business Statistics at Monash University. He holds a PhD in Econometrics from the University of Melbourne and an undergraduate degree in Economics from Universidad Nacional de Colombia (Medellin). His research focuses on Copula Modelling, Bayesian Estimation Methods, Time Series Analysis, and Macroeconomic/Financial Forecasting. Key contributions include advancements in variational inference, state space models, and robust forecasting techniques under model misspecification. He leads the active project 'Variational Inference for Intractable and Misspecified State Space Models' (2023–2026), funded as a Primary Chief Investigator. His work contributes to UN Sustainable Development Goals through methodological advancements in economic and financial analysis. Recent research emphasizes scalable Bayesian methods, hybrid variational approaches, and efficient computational techniques for high-dimensional models. Publications span prestigious journals like the International Journal of Forecasting, Journal of Econometrics, and Journal of Business and Economic Statistics. Notable collaborations include studies on copula-based time series forecasting and robust approximate Bayesian computation. His work bridges theoretical econometrics with practical applications in risk management and macroeconomic policy.

Alicia Rambaldiمشاهده پروفایل

استاد

• applied econometrics
• time series econometrics
• state-space models
• +۶ مورد دیگر

Professor Alicia Rambaldi is Director of Research at the School of Economics, Faculty of Business, Economics and Law at the University of Queensland. She is also an Affiliate of the Centre for Efficiency and Productivity Analysis. Her academic career spans decades of research in econometric methodologies with applications to real-world economic problems. Professor Rambaldi's research interests focus on applied econometrics, time series econometrics, state-space models, and spatial time series models. She has made significant contributions to economic measurement, particularly in developing methodologies for computation of price indices for land and property, estimation with linked administrative data, and smoothing methodologies combining spatial and temporal information. Her work bridges theoretical econometrics with practical applications in housing markets, climate adaptation, and international economic comparisons. Her recent publications demonstrate a consistent focus on housing economics, with numerous papers on hedonic pricing models, property valuation, and the impact of environmental factors on real estate markets. She has also maintained a strong research program in international comparisons, purchasing power parity, and productivity analysis, often collaborating with leading researchers in these fields. Professor Rambaldi is actively involved in research supervision, currently advising on topics including language barriers faced by immigrants, distributive politics, and copula models. Her completed supervision includes significant work on purchasing power parities, development indexes, trade studies, and spatial analysis of tourism employment. Her current research projects include spatial time series models with applications to housing and land prices, transport demand modeling, and international comparisons. She has secured substantial funding from diverse sources including the Australian Research Council, Natural Hazards Research Australia, and government departments, demonstrating the applied relevance of her work. Professor Rambaldi leads an active research group within the Centre for Efficiency and Productivity Analysis, focusing on developing and applying advanced econometric techniques to address pressing economic measurement challenges. Her work often involves interdisciplinary collaboration with researchers in environmental science, urban planning, and transportation studies.

Jae Kyung Wooمشاهده پروفایل

استاد

• Risk theory
• Reliability theory
• Aggregate claim analysis
• +۷ مورد دیگر

Professor Jae Kyung Woo is a distinguished academic in the School of Risk and Actuarial Studies at the UNSW Business School, University of New South Wales. She holds multiple prestigious professional designations including Fellow of the Institute of Actuaries of Australia (FIAA), Fellow of the Society of Actuaries (FSA), and Chartered Enterprise Risk Analyst (CERA). Her educational background includes MMath and Ph.D. degrees from the Department of Statistics and Actuarial Science at the University of Waterloo. She has held academic positions at Columbia University as Assistant Professor in the Department of Statistics (2011-2012), and at the University of Hong Kong as Assistant Professor in the Department of Statistics and Actuarial Science (2012-2017) before joining UNSW in July 2017. Research interests focus on risk theory, reliability theory, aggregate claim analysis, queueing theory, and dependence modelling Editorial Board member for ASTIN Bulletin (2021-present), European Actuarial Journal (2025-present), Probability in the Engineering and Information Sciences (2018-present), and Risks (2020-present) Principal investigator for ARC Discovery Projects (2020-2023) and Casualty Actuarial Society grants (2018-2020) Her research output includes 35 journal articles, 1 book, 1 thesis/dissertation, and 1 other publication, with recent work emphasizing shock models for correlated large losses, credibility theory under dependency structures, and advanced dependence modeling techniques in insurance contexts. Her work bridges theoretical stochastic analysis with practical applications in insurance and risk management. Fellow of the Institute of Actuaries of Australia (FIAA), since May 2018 Fellow of the Society of Actuaries (FSA), since Oct 2013 Chartered Enterprise Risk Analyst (CERA), since Jan 2012 Fellow Member of Actuarial Society of Hong Kong (ASHK), since Dec 2018 Professor Woo has secured significant research funding including an ARC Discovery Project grant of AUD 334,000 (2020-2023) for developing shock model-based frameworks for correlated large losses, and a Casualty Actuarial Society grant of USD 20,000 (2018-2020) for credibility theory research under general dependency structures. She served as Nominated Accreditation Actuary at UNSW until 2024.

• IoT Wireless Sensing and Networking
• 5G/6G Cellular Systems
• TeraHertz Communications
• +۸ مورد دیگر

Associate Professor Zihuai Lin leads the IoT in Healthcare and Radar Imaging group at the University of Sydney's School of Electrical and Computer Engineering. He holds a PhD from Chalmers University of Technology and has prior experience at Ericsson Research and Aalborg University. His research focuses on IoT, 5G/6G systems, healthcare AI, TeraHertz communications, radar imaging, and wireless signal processing. Education: PhD in Electrical Engineering, Chalmers University of Technology, Sweden (2006) Postdoctoral work at Ericsson Research, Sweden Associate Professor, Aalborg University, Denmark (pre-Sydney role) Research Interests: IoT wireless sensing and healthcare applications 6G/THz communications and radar imaging Artificial Intelligence in signal analysis and network optimization MIMO/OFDMA systems and resource allocation Current Projects: 6G/THz communications and holographic MIMO Edge AI for healthcare IoT (eGate system) Ultra-low latency techniques for short-packet 5G Millimeter-wave power transfer and safety protocols Awards: 2021 IoT Awards Health Category Finalist (eGate system) Nominated for 2022 iTnews Best Health Project Advising & Labs: Supervising 8 PhD students in AI-driven healthcare, federated learning, and quantum imaging Led 10+ completed PhD projects in 5G/6G and wireless systems Affiliated with the Center of IoT and Telecommunication (CIoTT) and Sydney Nano Institute

Scott Anthony Sissonمشاهده پروفایل

استاد

• Computational Statistics
• Bayesian Statistics
• Statistical Extreme Value Theory
• +۳ مورد دیگر

Professor Scott Anthony Sisson is a leading academic at the University of New South Wales (UNSW) , holding the position of Professor of Statistics and Data Science in the School of Mathematics and Statistics . He serves as Director of the UNSW Data Science Hub (uDASH) and Deputy Director of the UNSW AI Institute (UNSW.ai) . Previously, he was Deputy Director of the Australian Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS) and held leadership roles in the Australasian Society of Bayesian Analysis and Statistical Society of Australia . PhD in Statistics (Bristol University, 2002) MSc in Environmental Statistics and Systems (Lancaster University, 1997) BSc in Mathematics and Statistics (Lancaster University, 1996) His research focuses on computational statistics and Bayesian inference , with expertise in machine learning , extreme value theory , and high-dimensional data analysis . He develops simulation-based algorithms for complex statistical problems and applies these to diverse scientific challenges like seagrass decline, urban flood modeling, and drug delivery systems. His recent work spans quantum computing for statistics, graphon modeling, and synthetic likelihood methods. Scientific awards include: 2024 Fellow of the International Society of Bayesian Analysis 2023 Fellow of the Institute of Mathematical Statistics 2017 ARC Future Fellowship 2010 Queen Elizabeth II Research Fellowship 2006 John Yu Fellowship His advising team has mentored students in statistical modeling, Bayesian computation, and applied data science. Grants from the Australian Research Council and industry collaborations support his research in government and scientific applications. He contributes as Associate Editor for Journal of Computational and Graphical Statistics and Statistics and Computing .

Katja Ignatievaمشاهده پروفایل

دانشیار

• Quantitative Finance
• Financial Risk Management
• Actuarial Science
• +۳ مورد دیگر

Katja Ignatieva is an Associate Professor at the School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales. She holds a co-tutelle PhD in Finance from Goethe University Frankfurt (Germany) and Macquarie University Sydney, along with an MSc in Mathematics and Statistics from Humboldt University Berlin and Glasgow University. Her research focuses on quantitative finance, stochastic processes, energy markets, and actuarial risk modeling. Key research areas include energy price dynamics, portfolio risk management, mortality modeling, and systemic risk analysis. She has published extensively in top-tier journals, addressing topics such as volatility modeling, jump-diffusion processes, and commodity market dependencies. Educational background includes: PhD in Finance (2011), Goethe University Frankfurt & Macquarie University MSc in Mathematics & Statistics (2000s), Humboldt University Berlin & Glasgow University Her work bridges theoretical finance with practical applications in risk management and insurance. She has contributed to methodologies for pricing complex financial derivatives and managing longevity risk in variable annuities.

David Frazierمشاهده پروفایل

استاد

• Simulation-based inference
• Financial Econometrics
• Nonparametric and semiparametric econometric modeling
• +۳ مورد دیگر

David Frazier is a Professor in the Department of Econometrics & Business Statistics at Monash University, specializing in simulation-based inference, financial econometrics, and nonparametric/semiparametric modeling. He teaches ETC 1010: Data Modeling and Computing. His research focuses on robust statistical methods, Bayesian computation, and model misspecification. Key projects include 'Consequences of Model Misspecification in Approximate Bayesian Computation' (2020-2025) and 'Loss-based Bayesian Prediction' (2020-2025). Recent work addresses forecasting in misspecified models, weak identification in econometric frameworks, and robust variational Bayes techniques. His contributions align with UN Sustainable Development Goals related to economic and environmental sustainability. Projects: 4 active/funded projects with ARC, Brown University, and international collaborators. Publications: Over 37 peer-reviewed articles in journals like the Journal of the American Statistical Association and Journal of Econometrics. Research interests include advancing Bayesian methodologies for complex models, with applications in asset pricing and economic forecasting. His work emphasizes reliability in statistical inference under model uncertainty and computational efficiency.

Davide Guccioneمشاهده پروفایل

پژوهشگر

• Rock Mechanics
• Geomechanics
• Photogrammetry
• +۲ مورد دیگر

Davide Guccione is an ARC Industry Fellow at the University of Newcastle within the College of Engineering, Science and Environment . His research focuses on rock mechanics , rockfall analysis , and photogrammetry , with significant contributions to understanding rock fragmentation dynamics and improving monitoring systems. Education : PhD in Civil Engineering (University of Newcastle, 2021), Master of Civil Engineering (University of Parma), Bachelor of Civil Engineering (University of Parma), and Diploma in Mining and Geoenvironmental Qualified Industrial Technician. Research Interests span experimental rock mechanics, rockfall hazard assessment, and photogrammetry. His work includes developing a novel VoxFall algorithm for volumetric rockfall detection and a stochastic fragmentation model for rockfall simulations. Current projects involve coastal cliff monitoring and deep learning-based photogrammetric calibration. Scientific Awards include: D.H. Trollope Medal (2023) Early Career Researcher Excellence Award - Highly Commended (2023) NSW Young Geomechanical Professionals Award 1st Runner-Up (2024) Australian Geomechanics Society Postgraduate Research Prize (2019) Grants and Funding highlight a $496,614 ARC Early Career Industry Fellowship and a $300,000 Newcastle City Council grant for coastal cliff monitoring. He supervises three PhD students and collaborates with institutions like Rocscience and the European Commission.

• Computational Mechanics
• Structural Crashworthiness
• Additive Manufacturing
• +۵ مورد دیگر

Professor Qing Li is a faculty member at the School of Aerospace, Mechanical and Mechatronic Engineering, The University of Sydney. He obtained his PhD from Sydney in 2000, underwent postdoc training at Cornell University (2000-2001), and held academic roles at James Cook University (2004-2006). He joined Sydney in 2006 via a Sesqui senior lectureship, becoming Associate Professor in 2010 and Professor in 2014. He served as Director of Postgraduate Studies (2007-2012) and Director of Biomedical Engineering (2017-2019). Education: PhD (University of Sydney, 2000), ME (UTS), ME (Hunan) His research focuses on computational design, multidisciplinary optimization of nonlinear and time-dependent multifunctional materials, and biomedical applications. Key areas include additive manufacturing , biomechanics , and machine learning in structural reliability. Recent publications emphasize fracture modeling in biomaterials, reliability analysis, and tissue scaffold design. Recent publications highlight Bayesian learning for robotic systems, probabilistic transformation in reliability analysis, and phase field fracture models for additively manufactured composites. Collaborations with industry partners like Cochlear and Stryker span ARC , NHMRC , and MRFF projects. Awards: Clarivate Highly Cited Researcher (2020), Top 50 Australia Research Leader (2020), APACM Computational Mechanics Award (2016) Fellowships: ARC Future Fellow (2013-2017), ARC Australian Postdoctoral Fellow (2001) He supervises PhD students in projects like epidermal electrodes , Silver Diamine Fluoride remineralization , and virtual surgical planning . His leadership extends to the Centre for Advanced Materials Technology and editorial roles in computational methods journals.

Anton Westveldمشاهده پروفایل

مدرس ارشد

• Bayesian Methodology
• Network Analysis
• Game Theoretic Data
• +۳ مورد دیگر

Anton Westveld is a Senior Lecturer in the Department of Statistics at the Australian National University (ANU), within the Research School of Finance, Actuarial Studies & Statistics (RSFAS). He also serves as an Affiliate Associate Professor at Virginia Commonwealth University since August 2023. His research focuses on Bayesian methodology, network analysis, game theoretic data, and statistical causality, with notable contributions to ecological modeling and agent-based stochastic simulations. Westveld holds a Bachelor’s in Economics and Political Science from the University of Michigan (Ann Arbor), a Master’s in Applied Economics and Statistics from the same institution, and a PhD in Statistics from the University of Washington. His work has been published in prestigious journals like the Annals of Applied Statistics and Proceedings of the National Academy of Sciences . His research interests span Bayesian inference, relational data analysis, and causal modeling, with applications in ecological and health sciences. Recent work includes developing Bayesian methods for ecological drivers in marine viral communities and latent socioeconomic health indices for policy evaluation. Notable articles include analyses of menstrual disorder surveys using Gaussian copulas, ecological metagenomics studies, and Bayesian-optimized bootstrap techniques for uncertainty quantification. His interdisciplinary collaborations bridge statistics with environmental science, public health, and economics.

Jean-Pierre Fenechمشاهده پروفایل

مدرس ارشد

• Credit Scoring
• Bayesian Inference
• Archimedean Copulas
• +۸ مورد دیگر

Dr. Jean-Pierre Fenech is a Senior Lecturer at Monash University's Department of Banking & Finance. His teaching focuses on credit analysis and bank lending, including courses like BFF3841: Credit Analysis and Lending Management, BFF5914: Bank Lending, and BFF5380: Credit Risk Modeling. Research Interests: He specializes in Credit Scoring, Bayesian inference, Archimedean copulas, nonparametric estimates, and Markov chains, with expertise extending to credit risk, default correlation, bank soundness, and risk management in financial systems. His work contributes to UN Sustainable Development Goals (SDGs) related to economic prosperity and responsible financial practices. Scientific Awards: A. E. Camilleri Banking Award (Central Bank of Malta, 1995) Dean's Award for Excellence in Teaching (2006, 2013) Research Trends: Recent publications analyze bankruptcy resolution mechanisms, credit derivatives' impact on systemic risk, loan recovery rates, and econometric modeling of financial risk factors. His work bridges quantitative finance, corporate credit risk, and macroeconomic stability. Supervision: He actively supervises PhD students in credit risk and financial modeling areas. His grants include projects funded by the Department of Industry, Science and Resources (Australia), Accounting & Finance Association of Australia and New Zealand, and the National Institute of Accountants.