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Analysis of high frequency data using stochastic volatility model with long memory

High frequency data (HFD) become more and more common in finance and instudry.  Stochastic volatility (SV) model is propsed to model the mean and unobserved volatility.  T more...

Supervisor(s): Chan, Jennifer (Associate Professor)

Informative dropout model for Poisson count data

In biomedical research with longitudinal designs, missing values due to intermittent non-response or premature withdrawal are usually non-ignorable in the sense that unobs more...

Supervisor(s): Chan, Jennifer (Associate Professor)

Morse Stratification

Looks at ways of stratifying varieties and classifying singularities more...

Supervisor(s): Paunescu, Laurentiu (Professor)

Singularity Theory

Bi-Lipschitz equisingularity more...

Supervisor(s): Paunescu, Laurentiu (Professor)

Modular representation theory of symmetric groups and their Hecke algebras

The representation theory of the symmetric groups is a very dynamic and active field with many challenging open problems. more...

Supervisor(s): Mathas, Andrew (Professor)

Non-linear cointegrating regression: Theory and Applications

This project will develop estimation and inference theory in non-linear cointegrating regression.  Empirical applications in money demand, trading data and various real time se more...

Supervisor(s): Wang, Qiying (Associate Professor)

Dynamics of gymnasts and divers

Geometric and dynamic phase in non-rigid body dynamics, with applications in biomechanics. more...

Supervisor(s): Dullin, Holger (Professor)

Semi-parametric estimation of Autoregressive Conditional Duration (ACD) models

Method of Maximum Likelihood (ML) is used to estimate ACD model parameters. Estimating Function (EF) is a popular semi-parametric approach in time series modelling. This project dev more...

Supervisor(s): Peiris, Shelton (Associate Professor)

Geometry and Asymptotics of Integrable Systems

The field of integrable systems is relatively young but has stimulated great interest amongst physicists (in the theory of random matrices, string theory, or quantum gravity) and ma more...

Supervisor(s): Joshi, Nalini (Professor)

Integrable systems

The field of integrable systems is relatively young but has stimulated great interest amongst physicists (in the theory of random matrices, string theory, or quantum gravity) and ma more...

Supervisor(s): Joshi, Nalini (Professor)