Associate Professor Shelton Peiris
Telephone  9351 5764 
Fax  9351 4534 


Website 
Shelton's homepage 
Biographical details
Shelton Peiris did his PhD at Monash University, Melbourne, Victoria. After graduation from Monash in 1987, he tutored at Department of Econometrics (Monash University), lectured at the University of Moratuwa and the University of Melbourne before joining what was then the Statistics Department in 1990. He has been here ever since except for visiting appointments at the University of Waterloo (1993), the University of Manitoba (1997), the University of Iowa (1997), Thaksin University (1998), Pennsylvania State University (2002) and University of Malaya (2007, 2010, 2012/2013).
Shelton was the chair of the international program committee for international conference in Colombo, December 2011.
He was a council member and treasurer of the SSAI (Statistical Society of Australia Inc.) NSW branch (20032006). He has organised a number of workshops and invited paper sessions in Australia and overseas. He is an elected member of ISI. He has been the Director of Statistics Teaching Program (20052006) and from 2011.
He is a Sub Dean (Student Affairs) of the Faculty of Science.
Research interests
Statistical analysis of stationary and nonstationary time series data, theory and applications of estimating functions, financial time series modelling, saddlepoint and Edgeworth type apporoximations related to time series problems.
Currently, he is interests are in developing methods in Financial Econometrics and for modelling financial time series data, ACD and LogACD modelling and volatility modelling. A long term interest in the teaching of statistics/mathematics has also developed into a research interest with particular emphasis on the role of technology in education and learning in statistics. He is a member of the Statistics Research Group.
Associate Editor
 Journal of Statistical Computation & Simulation (JSCS)
 Advances of Decision Science (ADS)
 Sri Lankan Journal of Applied Statistics (SLJAS)
Editorial Advisory Board
 Sri Lankan Journal of Applied Statistics (SLJAS)
Selected Grants:
 ARC Linkage Grant  A$295,000 for 2005  2007
Project:: Modelling Stock Market Liquidity in Australia and the Asia Pacific Region
CIs: David Allen, Michael McAleer, Shelton Peiris, Felix Chan
 ARC Bridging Grant A $30,000 for 20122013/2014
Project: Financial Duration Modelling and Forecasting for Risk Management
CIs: Richard Gerlach and Shelton Peiris
 University of Malaya Research Grant (UMRG) RM32900 for 20132014
Project: Estimation and Statistical Inference for Volatility Models in Finance
CIs: K.H.Ng, S.Peiris, W.S.Leng, K.H.Ng
 Ministry of Higher education (MOHE) Malaysia  RM46000 for 20132015
Project: Monitoring Process Shifts Using Robust Control Charts
CIs: K.H.Ng, N.A.Hamzah, S.Peiris, K.H.Ng
 University of Malaya research Grant (UMRG)  RM28000 for 20112012
Peroject: Estimation and Prediction Problems in GARCH Models with NonNormal Innovations
CIs: K.H.Ng, Shelton Peiris, Pooi An Hin, Wu Swee Leng
 University of Malaya Research Grant (UMRG)  RM 28000 for 20122013
Project: Estimation and Prediction Problems in GARCH Models with NonNormal Innovations
CIs: K.H.Ng, Shelton Peiris, Pooin An Hin, Wu Swee Leng
Teaching and supervision
 MATH1015  Statistics for Life Science (First Year)
 MATH1905  Statistics Advanced (First Year)
 STAT3011  Time Series Analysis (Senior Level)
 STAT3911  Time Series Analysis (Senior Advanced Level)
 STAT4  Advanced Time Series Analysis and Forecasting (Honours Level)
Timetable
MS_PeirisCurrent research students
Project title  Research student 

Some investigations into estimation methods and estimation quality for Long Memory and Gegenbauer Time Series  Richard HUNT 
Nonlinear Multivariate Cointegrating Regression  Chunlei Jin JIN 
Integration of NSW Local Districts Hospitals� resources in reducing nonurgent elective surgery waiting list via simulation  Cindy LEONG 
Modelling, Estimation, Inference and Applications of Volatility  Helen WU 
Current projects
 Estimating functions and applications in stochastic modelling.
 Secondorder least squares method.
 Generalized fractional processes.
 Statespace modelling and Kalman filtering for time series.
 Nonlinear time series analysis.
 Topics in Financial Econometrics
Associations
 Statistical Society of Australia
 Australian Mathematical Society
 Institute of Applied Statistics, Sri Lanka
Awards and honours
 2012: Faculty of Science Teaching Citation for Excellent Teaching
 2011: Bronz Medal for Research  University Putra Malaysia (UPM, With M. Shitan)
 2007: Bronz Medal for Research  UPM (With M. Shitan)
 2007: Bronz Medal for Research  UPM (With M. Shitan)
 1983: Monash University Graduate Scholarship
International links
(University of Manitoba)
Visiting Professor/Time Series Research 

(University of Gajamadah)
Research projects on statistical analysis of time series anf financial econometrics 

(University of Malaya)
Visiting Professor/Research in Financial Econometrics 
Selected grants
2015
 Improving Statistical Efficacy through Engaged Enquiry and StudentDriven Research in a large First Year Unit.; Warren D, Yang J, Peiris M, Stewart M, Ghazanfar S; DVC Education/Small Educational Innovation Grant.
Selected publications

MATH1015: Biostatistics (Cengage Learning, 2013)









































