"Fast inference for high-dimensional one-factor copula models and methods for multivariate change-point detection with applications to stock market data"
Bingqing YI
"A class of smooth, possibly data-adaptive, nonparametric copula estimators and corresponding resampling techniques with applications"
Current MSc Students
Name
Project title
Yukun MIAO
"Modelling Time-Series Data Jointly Based on Industry Sector Dependence"
Wenjing YANG
"Weather interpolation by spatial-temporal models with copulas"
Hodes JOSHUA
Steven PAVLI
Past Honours & MSc Students
Name
Project title
Zhijian XU
"Geographically weighted regression for modeling spatial variation in weather data"
Yukun MIAO
"Modelling Time-Series Data Jointly Based on Industry Sector Dependence"
Wenjing YANG
"Weather interpolation by spatial-temporal models with copulas"
Hespera HENZELL
"Copula-GARCH modelling with Factor Structure for stock returns"
Yifei WANG
"Spatio-temporal temperature interpolation based on copula function"
Rui LIU
"A Copula-Based Approach for Modeling Dynamic and Group-Wise Dependence Structures in Highly Volatile Markets"
Shutian XIAO
"Modelling Dynamic Dependence with Factor Copulas"