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Andrew Sanford
B.Ec MBA PhD MACS
Andrew Sanford joined the Department of Accounting and Finance in February 2005. Prior to this he worked for over 12 years as a Systems Analyst mainly in the Banking and Finance industry. After leaving industry, Andrew completed his PhD in the School of Business Systems where his research involved applying Bayesian analysis to interest rate dynamics. He is a member of the Institute of Operations Research and the Management Sciences (INFORMS), the Australian Computer Society and the International Society for Bayesian Analysis. In 2008, Andrew commenced an industry linked project with nabCapital, looking at using Bayesian Networks in the modelling of operational risk.
| Research Interests: |
- Subjective Bayesian Inference
- Probabilistic Reasoning
- Decision Theory
- Financial and Risk Modelling
- Corporate Finance
- Graphical models
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| Teaching: |
AFC2000 Financial institurions and markets
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| Address: |
Department of Accounting and Finance
Monash University
Clayton Vic 3800
Australia |
| Located at: |
Room 1082, Building 11E, Clayton Campus |
| Tel: |
+61 3 9905 4938 |
| Fax: |
+61 3 9905 5475 |
| Email: |
Andrew.Sanford@buseco.monash.edu.au |
Publications:
- Sanford A.D. and Martin, G.M., Simulation-based Bayesian estimation of an affine term structure model, Computational Statistics and Data Analysis, Vol 49, (2005), pp527-554
- Sanford A.D. and Martin, G.M., Bayesian comparison of several continuous time models of the Australian short rate, Accounting and Finance, Vol 46, (2006), pp309-326.
- Lajbcygier, P. and Sanford, A.D. Predicting Exam Failure in Computational Finance, Advances in Financial Education, Winter, Vol 6. (2008), pp 59-78
Book Chapters:
- Sanford A.D., Lajbcygier, P., and Spratt, C., Identifying Latent Classes and Differential Item Functioning within a Cohort of E-Learning Students, In E-Learning Technologies and Evidence Based Assessment Approaches, Editors P.Lajbcygier and C. Spratt, IGI Global, Hershey, Pennsylvania, USA. (2009)
Grants:
- Sanford, A.D. An Application of Bayesian Network Technology to Operational Risk Management in Derivatives Trading Operations. Department of Accounting and Finance Research Grant. (2008)
- Sanford, A.D. & Moosa, I., Optimal Management of Operational Risk using a Bayesian Decision Network model. Melbourne Centre for Financial Research Grant. (2008)
- Sanford, A.D. A Bayesian Analysis of share returns predictability and asset pricing models in the Australian context, Department of Accounting and Finance Research Grant. (2009)
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