Research In The Department

Stochastic Processes
The Stochastic Processes Group in the Department works in the area of probability theory - a branch of mathematics providing means for modeling uncertainty. The latter is a characteristic feature of the behaviour of most complex systems - e.g. living organisms, large populations of individuals of some kind (molecules, cells, stars or even students), financial markets, systems of seismic faults etc.... more

Academics

Continuing Staff:

Professor Kostya BOROVKOV (Professor)
Dr Owen JONES (Senior Lecturer)
Dr Nathan ROSS (Lecturer)
Professor Peter TAYLOR (Professor)
Associate Professor Aihua XIA (Associate Professor)

Visitors

A/Prof. Noor HASNAH (University of Malaysia)
Prof. Moshe HAVIV (The Hebrew University of Jerusalem)

Students

Postgraduates:

Sashirekha APPALASAMY Multi Objective Optimisation for Short Term and Long Term operations and Planning of a Distributed Energy System.
Jonathan BUDD Modelling and Simulation of Credit Card Behaviour
Yuanzhou CHEN Volatility modelling and estimation
Felicia ENG The Role of Information and Communication in Emergency Evacuations
Han Liang GAN Locally Dependant Extremes
Adam KOWALEWSKI Statistical Arbitrage from Machine Learning
Shaun MCKINLAY On Limiting Distributions, Sojourn Measures and Boundary Crossings for Random Processes.
Ellen MUIR
Yuqing PAN Boundary crossing problem of different types of Random processes Hitting Remote Sets.
Nicholas READ Bush Escalation Probabilities in the Victorian Landscape
Kate SAUNDERS
Shrupa SHAH
Xuan (Kevin) VO
Jason WHYTE

Masters (RT):

Daniel COELHO
Wilfred HAWKINS
Quang Tuyen PHAM
Sai RAMAN
Olga SHULYARENKO
Jinghan XIA