Business analytics working papers
A list of all our research working papers, from 1975-present.
Research_
Business analytics research
Harnessing the power of data
The Discipline of Business Analytics engages in all aspects of data analysis, making forecasts and building models to enable better management decisions – vital assets to every business area.
Business analytics research requires a rigorous approach to model formulation and estimation as well as the skills to analyse the outputs of these models. Our Business Analytics scholars regularly publish in leading international journals. Particular fields of interest include:
- big data analytics
- applied econometrics
- electricity markets
- financial econometrics and quantitative risk forecasting
- Bayesian methods
- forecasting, sensitivity analysis
- micro-econometrics, multivariate statistical methods
- panel data methods and models
- scheduling problems
- statistical machine learning
- stochastic non-life insurance and actuarial problems
- supply chains
- testing and modelling structural change
- time series and forecasting.
We welcome approaches from potential PhD students with an interest in any of these areas.
Our people
Meet our academics and research students.
Associate Professor Dmytro Matsypura
Professor Artem Prokhorov (Research & Recruitment)
Associate Professor Anastasios Panagiotelis (Education)
Professor Junbin Gao
Professor Richard Gerlach
Professor Daniel Oron
Professor Peter Radchenko
Professor Bala Rajaratnam
Associate Professor Boris Choy
Associate Professor Erick Li
Associate Professor Jie Yin
Associate Professor Minh Ngoc Tran
Associate Professor Andrey Vasnev
Senior Lecturers
Dr Chao Wang
Lecturers
Dr Li Chen
Dr Wilson Chen
Dr Bern Conlon
Dr Qin Fang
Dr Simon Loria
Dr Bradley Rava
Dr Alison Wong
Adjunct Senior Lecturer
Adjunct Lecturer
Ali Yaseen
Postdoctoral Research Associate
Emeritus Professor
Professor Eddie Anderson
Professor Robert Bartels
Honorary Professors
Professor Robert Kohn
Professor Ganna Pogrebna
Professor Michael Smith
Honorary Associates
View our current higher degree by research students.
Research groups
Research seminars
The Discipline of Business Analytics holds a regular seminar series. Seminars are usually held on Fridays at 11am in Room 5070, Abercrombie Building (H70). The seminar organiser is Bradley Rava.
Please email business.analytics-admin@sydney.edu.au if you wish to be included in the BA seminar series mailing list.
Below is an outline of our recent and upcoming activity.
Finding critical links for closeness centrality
- Date: 10 Aug 2018 at 11am
- Venue: Rm 3010, Abercrombie Building (H70)
- Speaker: Professor Oleg Prokopyev, Department of Industrial Engineering, University of Pittsburg
Risk management with POE, VaR, CVaR and bPOE: Applications in finance
- Date: 10 Aug 2018 at 11am
- Venue: Rm 4150, Abercrombie Building (H70)
- Speaker: Professor Stan Uryasev, Department of Industrial and Systems Engineering, University of Florida
My experience as EIC of OMEGA
- Date: 9 Aug 2018 at 11am
- Venue: Rm 2240, Abercrombie Building (H70)
- Speaker: Prof Benjamin Lev, LeBow College of Business, Drexel University
Heterogeneous component MEM models for forecasting trading volumes
- Date: 27 Jul 2018 at 11am
- Venue: Rm 3190, Abercrombie Building (H70)
- Speaker: Professor Giuseppe Storti, Department of Economics and Statistics, University of Salerno UNISA
Realised stochastic volatility models with generalised asymmetry and periodic long memory
- Date: 1 Jun 2018 at 11am
- Venue: Rm 2290, Abercrombie Building (H70)
- Speaker: Professor Manabu Asai, Faculty of Economics, Soka University
Improving hand hygiene process compliance through process monitoring in healthcare
- Date: 24 May 2018 at 11am
- Venue: Rm 1080, Abercrombie Building (H70)
- Speaker: Associate Professor Chung-Li Tseng, Operations Management, UNSW Business School
Exact IP-based approaches for the longest induced path problem
- Date: 18 May 2018 at 11am
- Venue: Rm 2290, Abercrombie Building (H70)
- Speaker: Dr Dmytro Matsypura, Discipline of Business Analytics, The University of Sydney
Bayesian deep net GLM and GLMM
- Date: 11 May 2018 at 11am
- Venue: Rm 2290, Abercrombie Building (H70)
- Speaker: Mr Nghia Nguyen, Discipline of Business Analytics, The University of Sydney
Computational intelligence-based predictive snalytics: Applications with multi-output support vector regression
- Date: 13 Apr 2018 at 11am
- Venue: Rm 2290, Abercrombie Building (H70)
- Speaker: Professor Yukun Bao, School of Management, Huazhong University of Science and Technology (HUST)
Entrywise functions preserving positivity: Connections between analysis, algebra, combinatorics and statistics
- Date: 5 Apr 2018 at 3.30pm
- Venue: Rm 3120, Abercrombie Building (H70)
- Speaker: Associate Professor Apoorva Khare, Department of Mathematics, Indian Institute of Science
Large-scale multivariate modelling of financial asset returns and portfolio optimisation
- Date: 23 Feb 2018 at 11am
- Venue: Rm 4150, Abercrombie Building (H70)
- Speaker: Professor Marc Paolella, Department of Banking and Finance, University of Zurich
Statistical inference on the Canadian middle class
- Date: 16 Feb 2018 at 11am
- Venue: Rm 4150, Abercrombie Building (H70)
- Speaker: Professor Russell Davidson, Department of Economics, McGill University
Heterogeneous structural breaks in panel data models
- Date: 1 Sep 2017 at 11am
- Venue: Rm 1050, Abercrombie Building (H70)
- Speaker: Dr Wendun Wang, Erasmus School of Economics, Erasmus University
Externalities, optimisation and regulation in queues
- Date: 25 Aug 2017 at 11am
- Venue: Rm 1050, Abercrombie Building (H70)
- Speaker: Dr Nadja Klein, Melbourne Business School, University of Melbourne
A partial identification subnetwork approach to discrete games in large networks: An application to quantifying peer effects
- Date: 11 Aug 2017 at 11am
- Venue: Rm 1050, Abercrombie Building (H70)
- Speaker: Professor Tong Li, Department of Economics, Vanderbilt University
An introduction to knowledge management and some common entry points
- Date: 4 Aug 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Prof Eric Tsui, Department of Industrial and Systems Engineering, Hong Kong Polytechnic University
Two applications of serial inventory systems
- Date: 21 Jul 2017 at 11:00am
- Venue: Rm 5070, Abercrombie Building (H70)
- Speaker: Associate Professor Ying Rong, Operations Management, Shanghai Jiao Tong University
Methods of matrix factorisation
- Date: 2 Jun 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Professor Wray Buntine, Master of Data Science, Monash University
Optimisation and equilibrium problems in engineering
- Date: 26 May 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Prof Steven Gabriel, Department of Mechanical Engineering, University of Maryland
Exact subsampling MCMC
- Date: 12 May 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Dr Matias Quiroz, UNSW Business School, University of New South Wales
Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia
- Date: 21 Apr 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Dr Fedor Iskhakov, College of Business and Economics, Australian National University
Trial-offer markets with social influence: The impact of different ranking policies
- Date: 18 Apr 2017 at 11am
- Venue: Rm 5040, Abercrombie Building (H70)
- Speaker: Dr Gerardo Berbeglia, Melbourne Business School, University of Melbourne
Conditionally optimal weights and forward-looking approaches to combining forecasts
- Date: 7 Apr 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Dr Andrey Vasnev, Discipline of Business Analytics, The University of Sydney
A flexible generalised hyberbolic option pricing model and its special cases
- Date: 31 Mar 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Dr Simon Kwok, School of Economics, The University of Sydney
Scheduling with variable processing times: Complexity results and approximation algorithms
- Date: 24 Mar 2017 at 11:00am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Associate Professor Daniel Oron, Discipline of Business Analytics, The University of Sydney
Modelling insurance losses using contaminated generalised beta type-2 distribution
- Date: 17 Mar 2017 at 11am
- Venue: Rm 2090, Abercrombie Building (H70)
- Speaker: Dr Boris Choy, Discipline of Business Analytics, The University of Sydney
How (not) to get what you ask for: Survey mode effects on self-reported substance use
- Date: 24 Feb 2017 at 11am
- Venue: Rm 4150, Abercrombie Building (H70)
- Speaker: Dr Bin Peng, School of Mathematics, University of Technology Sydney