Faculty Research
*Dr. David R. Bellhouse - Professor Emeritus- History of probability, statistics and actuarial science
- Statistical ecology
- Mark-recapture methodology
- Bayesian inference and Markov chain Monte Carlo Sampling
- Applied statistics
- Credit risk and credit scoring
- Fintech
- Business analytics
- Data science
- Energy finance
- Financial Modelling for Personal Financial Wellness
- Portfolio optimization
- Real options (Options thinking applied to non financial problems e.g. in forestry and manufacturing)
- Latent variable modelling
- Functional data analysis
- Nonparametric regression
- Genomics
- Biostatistics
- Spatio-temporal models of neural activity
- Analysis of brain imaging data
- Computational Neuroscience
- Bayesian analysis
- Stochastic Processes: Multivariate, Stochastic Covariance, First passage time
- Financial Mathematics: Pricing exotic products, Dynamic portfolio optimization
- Statistics: Estimation stochastic processes. Biostatistics
- Catastrophe modelling for natural disasters
- Risk financing for natural disasters
- Insurance and reinsurance
- Catastrophe bonds and alternative risk transfer
- Nonparametric classification
- Multi-label data analysis
- Text data analysis
- Classification model evaluation
- Active and semi-supervised learning
- Multivariate lifetime data analysis
- Gene expression data analysis
- Analysis of longitudinal data
- Analysis of missing data
- Data mining
- Biostatistics
- Inference for stochastic processes, interacting particle systems, point process
- Bootstrapping techniques
- Smoothing techniques
- Asymptotic methods in statistics
- Risk Theory
- Ruin Theory
- Stochastic Modeling in Actuarial Science
- Applications of Insurance Risk Processes
- Actuarial Science
- Mathematical Finance
- Stochastic Processes
- Quantitative finance
- Applications of stochastic processes to financial and actuarial modelling
- Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
- Multivariate statistical analysis
- Quadratic forms, real and Hermitian
- Distribution theory, special functions
- Data Modeling, Empirical copulas
- Moment-based methodologies
- Computational statistics
- Insurance
- Actuarial Science
- Risk management
- Mathematics
- Risk theory
- Ruin theory
- Data-driven actuarial applications
- Computational Finance
- Finance
- Financial Econometrics
- Option Pricing
- Simulation Methods
- Wildland fire science
- Forest fire management
- Risk assessment and risk modelling
- Data-driven applied statistical modelling
- Statistical machine learning
- Data science and analytics
- Classification and prediction
- Statistics education, mathematics education
- Stochastic models
- Measurement error and missing data problems
- High dimensional data analysis
- Causal inference
- Statistical machine learning
- Longitudinal, survival and imaging data analyses
- Statistical Computing, Parallel Programming and Rmpi
- Financial Time Series
- Stochastic Modeling and Residual Analyses
- Approximation in Statistics and Probability
- Stochastic modelling in economics
- Statistical Inference
- Time series analysis
- Stochastic processes
*Updated July 2021