Personnel : Department of Mathematics and Statistics : University of Melbourne

.: Academic Continuing(Teaching & Research)

Dr Owen JONES
Position:	Senior Lecturer
Email:	O.Jones@ms.unimelb.edu.au
Room:	221
Ext. Number:	46412
Webpage:	www.ms.unimelb.edu.au/~odj/
Research Group:	- Operations Research - Statistics - Stochastic Processes
Interests:	- Branching processes - Fractals and self-similar processes - Mathematical Finance - Stochastic modelling and simulation
Recent Publications: Selected Publications \| Publications RSS Feed Exploring decision-makers' use of price information in a speculative market(2008) more Simulation of Brownian motion at first passage times(2008) more Modelling electricity power cuts in the UK(2007) more Convergence Properties of the Cross-Entropy Method for Discrete Optimization(2007) more Estimation for time-changed self-similar stochastic processes(2006) more

Sen TAN	"On modelling of the timing of defaults in CDO rating"
Roger TING
Nikki SONENBERG	"Building Stochastic Models for Mobile ad hoc Networks"

"Generation of multifractal signals with underlying branching structure"

Mani Teksen SULEIMAN
Duc Huu Minh TRUONG

Amy RATNAKARAN	"Bayesian Networks"
Oliver SISSON	"Sequential Reliability Testing: Binary Search with Limited Failures"
Adam KOWALEWSKI
Jonathan KASTELAN

620-374	Sampling & Forecasting (Semester 2, 2009)
620-168	Experimental Design and Data Analysis (Semester 2, 2009)

Year(s)	Source	Type	Title
2006 - 2008	ARC	Discovery	Multifractal models in finance via crossing tree

Applied Statistics Seminar Coordinator

Faculty of Science Board member

First Aid Officer

Lecture & 2nd Examiner Schedules

Course Advice (Academic Representative)

MAGPA

Faculty of Science Department of Mathematics and Statistics