Professor Spiridon Penev
ACADEMIC QUALIFICATIONS
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Humboldt University, Doctor of PhilosophyÌý
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RESEARCH INTERESTS
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Wavelet Methods in non-parametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling
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ADMINISTRATIVE DUTIES
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Member of the Executive Committee of the School of Mathematics and Statistics, UNSW Sydney.
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TEACHING DUTIES
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Recent teaching duties include Math3811 (StatisticalÌýInference), Math3911 (Higher Statistical Inference), Math5905 (Masters level Statistical Inference),ÌýMath5855 (Multivariate Analysis), and Math5885 (Longitudinal Data Analysis).ÌýÌý
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AWARDS
DAAD award.
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Elected member of the International Statistical Institute (ISI)Ìý
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- Publications
- Media
- Grants
- Awards
- Research Activities
- Engagement
- Teaching and Supervision
Recent grants:
- Australian Research Council (ARC) discovery project "Frontiers of inference about risk"-Lead Chief Investigator (CI) (2016-2018)Ìý
- Australian Research Council (ARC) linkage project "Remote sensing to improve structural efficiency of high-speed catamarans"- Chief Investigator (2018-2022)
- ÌýCollaborative research grant with Sydney Catchment Authority (SCA) Statistical Analysis of water quality data- Chief Investigator
- Spectral methods in Machine Learning- Faculty research grant (2020)
- Complex dependence modelling to unravel relationships in Big Data- Faculty research grant (2019)
- Demonstration models of portfolio and personal risk optimization -AMSI industry related projectÌý(2014)
- Robust inference about risk-Faculty research grant (2014)