My research interests are in applications of statistics in Health (e.g. Survival Analysis) and Wealth (e.g. Financial Statistics). Together with graduate students and collaborators, both Canadian and International, I am exploring novel models for survival of individuals both in clinical settings and for observational data. Many of these models can also be applied to reliability engineering and finance. I am currently interested and active in exploring extensions of these models to Big Data, which presents major computational and theoretical challenges.
- Survival analysis
- Reliability modelling
- Statistics in finance
- Statistical learning (Big Data)
- Stochastic processes
- History of statistics
Kelly Investing with Iteratively Updated Estimates of the Probability of Success
Zheng (Michelle) Song, Master of Science (2018).
Exploring Prediction Error in High-Dimensional Data with Cox-Boosting and Random Survival Forests
Ronne Tamayo, Master of Science (2017).
A Comparison of Two Modelling Approaches to Reliability Data
Vincent P. Glavine, Master of Science (2017).
Quantifying Health: Measuring the Impact of Fecal Microbiota Transplantation on Health-Related Quality of Life
Emma Jean Smith, Master of Science (2017).
Time Series Models: Financial Data Analysis and Forecasting of Stock Prices
Cristiano Gratton, Master of Science (2016).
- Statistical Methods for Clinical Data Analysis with Application to Clostridium Difficile Infection.
Tatiana Pethukova, Doctor of Philosophy (2015).
B.Sc. (University College Cork).
M.Sc. (University College Cork).
Ph.D. (University of Waterloo).