Skip to main content
Digital bar graph displaying business data
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.

Professor Eddie Anderson

Professor Junbin Gao

Professor Richard Gerlach

Professor Artem Prokhorov

Professor Bala Rajaratnam

Associate Professor Daniel Oron

Associate Professor Peter Radchenko

Charles Au
Degree: PhD
Working title: Bayesian Markov Chain Monte Carlo Approaches to Hierarchical Modelling for Continuous and Categorical Variables
Supervisors: Boris Choy, Simon Kwok

Wilson Chen
Degree: PhD
Working title: Estimation and forecast of value-at-risk using Bayesian methods
Supervisors: Richard GerlachBoris Choy

Jessica Leung
Degree: PhD
Working title: Predictive modelling in insurance
Supervisors: Dmytro MatsypuraBoris Choy

Rasika Yatigammana
Degree: PhD
Working title: Modelling of liquidity risks through the estimation and forecasting of an ACD model
Supervisors: Richard Gerlach, Shelton Peiris

Jian Zhai
Degree: PhD
Working title: Multivariate risk, fat tail distribution and copula
Supervisors: Artem Prokhorov

Maia Jofre
Thesis title: Fighting accounting fraud through forensic analytics
Completed: 2017
Supervisor: Richard Gerlach

Chao Wang
Thesis title: Bayesian parametric and semi-parametric financial tail-risk forecasting incorporating range and realized measures
Completed: 2015
Supervisors: Richard Gerlach, Boris Choy

Cheng Qian
Thesis title: Multidimensional bidding and negotiation in supplier selection
Completed: 2015
Supervisor: Eddie Anderson

Christian Contino
Thesis title: A Bayesian approach to risk management in a world of high-frequency data
Completed: 2015
Supervisor: Richard Gerlach

Lusheng Shao
Thesis title: Competitive bidding in supply chains
Supervisors: Eddie Anderson, Erick Li

Research seminars

The Discipline of Business Analytics holds a regular seminar series. Seminars are usually held on Fridays at 11am in Room 5050, Abercrombie Building (H70). The seminar organiser is Chao Wang.

Below is an outline of some of our recent 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

Head of Discipline

John Buchanan
John Buchanan
Academic profile