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Multivariate volatility models for high frequency data

Volatility forecast is important in risk management. However since volatility is unobserved, most volatility models like the GARCH models are based on daily return and model volatil more...

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

Impact of COVID 19 pandemic on cryptocurrency market using time series models with variance gamma distribution

This project will investigate properties of high frequency cryptocurrency returns data which often display high kurtosis. Popular heavy tail distributions like Student t and exponen more...

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

Analysis of telematics data using machine learning techniques

Usuage-based auto insurance (UBI) represents a significant evolution in automobile insurance pricing over traditional pricing as it can provide more personalised premiums based on i more...

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

Semi-metric machine learning techniques to investigate trend of COVID 19 spread and impact on stock market

The spread of COVID 19 pandemic appears to occur in several phrases and each phrase has possibly different impacts on the economy as reflected in the stock market. This project aims more...

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

Medical and Health Science Educational Research

Chris welcomes expressions of interest from doctoral candidates with interests in medical and health science education, with a particular focus on clinical learning, assessment and more...

Supervisor(s): Roberts, Chris (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)

Speech separation and localisation using particle filtering

The objective of this project is to solve the “Cocktail Party Problem”. more...

Supervisor(s): Jin, Craig (Associate Professor)

Self-Healing Clay-Polymer Mixtures: Towards a New Material

The project will develop new clay-polymer mixtures that enhance the ability of clay to self-heal developing fractures, hence helping the emergence of autonomously-repairing geotechn more...

Supervisor(s): El-Zein, Abbas (Professor)