School of Mathematics and Physics

Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.

Contacts

Ian Wood
Kazutoshi Yamazaki
Matthew Sutton

Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes

25 October 2024 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Duy Phat Nguyen
Affiliation: University of Melbourne

Optimal option market making and volatility arbitrage

10 September 2024 3:00pm–4:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Alex Tse
Affiliation: University College London

An efficient, computationally tractable school choice mechanism

10 May 2024 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Andrew McLennan
University of Queensland

The uniqueness of equilibrium and dynamics of learning with price manipulation

3 May 2024 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Yuqing Liu
Affiliation: The University of Queensland (School of Economics)

Pricing and market power under search frictions

26 April 2024 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Joel Rabenhorst
University of Queensland (School of Economics)

Dynamic information transmission within and across dark and lit markets

19 April 2024 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Shino Takayama
University of Queensland

Entropy and enlargement of filtrations

10 April 2024 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Speaker: Anna Aksamit
Affiliation: The University of Sydney

Best Subset Selection via Continuous Optimization

4 April 2024 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Benoit Liquet-Weiland
Affiliation: Macquarie University

Corporate Climate Policy and CEO Age: Age Matters

14 February 2024 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Akihiro Omura
Affiliation: Griffith University

A tumultuous outlook of Pakistan’s stock market-KSE 30 through machine learning identification of volatile equities

30 November 2023 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Nazish Shahid
Forman Christian College (Pakistan)

One explanation does not fit all: an overview of AI explainability techniques

12 October 2023 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Ronny Luss
IBM Thomas J. Watson Research Center

Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations

1 September 2023 1:00pm–2:00pm
 
in Statistics, modelling and operations research seminars
Yushi Hamaguchi
Osaka University, Japan

Stochastic differential game with non-smooth rewards and its implication on PDE

28 August 2023 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Kihun Nam
Monash University

The effects of labor choice on investment and output dynamics

27 July 2023 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Haejun Jeon
Tokyo University of Science (Japan)

On the renewal theorem for maxima on trees

24 May 2023 4:00pm–5:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Zbigniew Palmowski
Affiliation: Wroclaw University of Science and Technology

Systemic Risk and Overconfidence under Stochastic Environment

18 May 2023 1:00pm–2:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Li-Hsien Sun
Affiliation: National Central University

Distribution of the maximum and decay rates for renewal processes with application to Hawkes processes

27 April 2023 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Luis Ivan Hernandez Ruiz
Affiliation: Kyoto University

Local market viability and superhedging under proportional transaction costs

30 March 2023 4:00pm–5:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Huy Chau
Affiliation: The University of Manchester

Strategic Behaviors in Double-Ended Queues: Multi-Population Game Theoretic Approach

16 March 2023 1:00pm–2:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Tuan Phung-Duc
Affiliation: University of Tsukuba

The asymmetric ancestral graph

9 March 2023 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Jose Luis Perez
Affiliation: CIMAT, Mexico

Parameter estimation in stochastic heat equation with fractional Brownian motion

23 February 2023 1:00pm–2:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Associate Professor Kostiantyn Ralchenko
Affiliation: Taras Shevchenko National University of Kyiv, Ukraine

The application of dependency graphs in statistical learning and probabilistic combinatorics

30 November 2022 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Speaker: Rui Zhang

Adventures in Bayesian Disease Mapping

4 November 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Susanna Cramb
Queensland University of Technology

ZAP: z-value adaptive procedures for false discovery rate control with side information

21 October 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Dennis Leung
University of Melbourne

Structural Choice Modelling: An Extension and Generalisation of McFadden’s Conditional (Multinomial) Logit

6 October 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Thomas Magor and Len Coote
UQ School of Business

Bayes Estimates of Shifted Mixtures using Multimodal Discrete Data

23 September 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Dr Jamie Cross
University of Queensland (School of Economics)

Informing particulate nitrogen export estimates using the MERGE-D model for gully erosion.

13 September 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Melanie Roberts
Griffith University

Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

5 September 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Speaker: Chao Zhou
Affiliation: National University of Singapore

Semi-supervised learning using data augmentation and consensus labelling

25 August 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Daniel Ahfock
University of Queensland

Statistical and computational perspectives on latent variable models

16 August 2022 10:00am–11:00am
 
in Statistics, modelling and operations research seminars
Nhat Ho
University of Texas, Austin, USA

Spatial Omics - leveraging the power of machine learning to identify genes and cell disease markers

27 April 2022 2:00pm–3:00pm
 
in Statistics, modelling and operations research seminars
Quan Nguyen
IMB, University of Queensland

Variance-reduced Majorize-Minimization algorithms for large scale learning

21 April 2022 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Gersende Fort
Institut de Mathématiques de Toulouse

Statistical Inferences for High Dimensional Problems and Win-Probabilities

19 November 2019 12:00pm–1:00pm
 
in Statistics, modelling and operations research seminars
Anthony Hayter (University of Denver)

The distribution of terminal wealth under dynamic mean-variance optimal investment strategies

12 November 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Mr Pieter van Staden (School of Mathematics and Physics, The University of Queensland)

Focused Bayesian Prediction

17 October 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Prof. Gael Martin (Department of Econometrics and Business Statistics, Monash University)

Modelling biodiversity in the oceans for conservation and management

8 October 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Mr Philip Dyer (School of Mathematics and Physics, The University of Queensland)

Social network analysis: modelling the Southern Women and the terrorist Noordin Top networks

23 August 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Murray Aitkin (University of Melbourne)

Natural mortality estimation using tree-based ensemble learning methods

13 August 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Dr Chanjuan Liu
School of Economics and Management, Shanghai Maritime University

“Systemized” Program Analysis – A Big Data Perspective

15 January 2019 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Zhiqiang Zuo

Exact Algorithms for the Vehicle Routing Problems with Pickups and Deliveries

11 December 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Mr Ali Alyasiry (School of Mathematics and Physics, The University of Queensland)

Mean-Quadratic Variation (MQV) portfolio optimisation as an alternative to Time-consistent Mean-Variance (TCMV) optimisation

4 December 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Peter Van Staden (School of Mathematics and Physics, The University of Queensland)

Efficiency through laziness: an approach to mathematical optimisation

9 October 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Mr Robin Pearce (School of Mathematics and Physics, The University of Queensland)

Efficient Optimal Strategies for Prediction Games

4 October 2018 4:00pm–5:00pm
 
in Statistics, modelling and operations research seminars
Professor Peter Bartlett (University of California at Berkeley)

Sensitivity of threshold risk

26 September 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Professor Jerzy Filar (School of Mathematics and Physics, The University of Queensland)

Understanding the amount and distribution of fish in the ocean using size spectrum models

11 September 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Anthony J. Richardson (School of Mathematics and Physics, The University of Queensland)

Quantitative Assessment of the Queensland Saucer Scallop Fishery 2018 - Dr Wen-Hsi Yang (University of Queensland)

17 July 2018 11:00am
 
in Statistics, modelling and operations research seminars
Dr Wen-Hsi Yang (School of Mathematics and Physics, The University of Queensland)

Dynamics of illegal harvest: how to protect natural resources from criminal behaviour

12 June 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Dr Matthew Holden (School of Mathematics and Physics, The University of Queensland)

Modelling environmental factors in a population in the example of Lates calcarifer (Barramundi)

1 May 2018 11:00am–12:00pm
 
in Statistics, modelling and operations research seminars
Dr Sabrina Streipert (School of Mathematics and Physics, The University of Queensland)

Personalized cancer-specific integrated network estimation

27 February 2018 11:00am
 
in Statistics, modelling and operations research seminars
Dr Kim-Anh Do (University of Texas)

Rare-event asymptotics and estimation for dependent random sums – an exit talk, with applications to finance and insurance

14 November 2017 11:00am
 
in Statistics, modelling and operations research seminars
Mr Patrick Laub (School of Mathematics and Physics, The University of Queensland)

Regular variation in a fixed point problem for multiclass queues and branching processes

7 November 2017 2:45pm
 
in Statistics, modelling and operations research seminars
Professor Søren Asmussen (Aarhus University)

Solving Uncapacitated Facility Location and Network Design Problems

18 October 2017 12:00pm
 
in Statistics, modelling and operations research seminars
Mr Robin Pearce (School of Mathematics and Physics, The University of Queensland)

Optimization in the Darkness of Uncertainty

17 October 2017 2:45pm
 
in Statistics, modelling and operations research seminars
Professor Kate Smith-Miles (University of Melbourne)

An exact algorithm for the Pickup and Delivery Problem with Time Windows and LIFO Loading

10 October 2017 11:00am
 
in Statistics, modelling and operations research seminars
Dr Ali Al-Yasiry (The University of Queensland)

Regulating arrivals to a queue

25 July 2017 11:00am
 
in Statistics, modelling and operations research seminars
Professor Moshe Haviv (The Hebrew University of Jerusalem)

Dynamics with Inequalities

23 May 2017 2:30pm
 
in Statistics, modelling and operations research seminars
Professor David Stewart (University of Iowa)

The Mathematics Behind the Performance of Wind Turbines

9 May 2017 2:30pm
 
in Statistics, modelling and operations research seminars
Dr Stella Kapodistria (Eindhoven University of Technology, TU/e)

The Role of Information in System Stability with Partially Observable Servers

9 May 2017 11:00am
 
in Statistics, modelling and operations research seminars
Dr. Azam Asanjarani (The University of Queensland)

Mean variance portfolio optimisation for long term investors

28 March 2017 11:00am
 
in Statistics, modelling and operations research seminars
Dr Duy-Minh Dang (School of Mathematics and Physics, The University of Queensland)

Homogenization of deterministic multiscale systems

22 March 2017 3:00pm
 
in Statistics, modelling and operations research seminars
Professor Ian Melbourne (University of Warwick)

Turbulence and fishing influence size-abundance scaling relationships in the aquatic biosphere

30 January 2017 11:00am
 
in Statistics, modelling and operations research seminars
Professor Jim Mitchell and Jody McKerral (Flinders University)

Mathematics, Virtual Reality, Art + Science

17 January 2017 11:00am
 
in Statistics, modelling and operations research seminars
Associate Professor Tomasz Bednarz (CSIRO Data61, ACEMS QUT)