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EBS News2013Svetlana Litvinova was awarded best student poster at the Young Statisticians Conference 2013EBS PhD student Svetlana Litvinova was awarded the first prize for the best student poster at the Young Statisticians Conference, 7-8 February 2013, Melbourne. There were 32 contestants and the posters were assessed by Professor Peter Hall. The title of the poster was: Estimation of the Tail of the Error Distribution in Multivariate Regression Authors: Svetlana Litvinova and Mervyn Silvapulle Svetlana is seen here at her presentation. 2012Jiti Gao has been elected as an Elected Fellow of the Academy of the Social Sciences in AustraliaCongratulations to Professor Jiti Gao, who has just been elected as an Elected Fellow of the Academy of the Social Sciences in Australia. The Academy comprises of social scientists who have made significant scholarly contributions in academia and public policy. It is a great recognition of Jiti's academic record and leadership. As an Australian Professorial Fellow and internationally recognized expert in the field of non- and semi-parametric econometrics as well as in the field of nonlinear time series econometrics and financial econometrics, Jiti currently works both actively and productively towards providing solutions to such difficult problems that are at the frontiers of nonlinear and nonstationary time series econometrics and financial econometrics. Professor Jiti Gao is seen here. The President of the Academy of the Social Sciences in Australia, Professor Barry McGaw, AO, was introducing and welcoming Professor Jiti Gao as a New Fellow at the Academy's Annual Fellows' Dinner on Tuesday 20 November, 2012. Professor Jiti Gao joins Professors Heather Anderson, Max King, Keith McLaren and Alan Powell as Fellows from our Department. Ole wins PCB Phillips Summer camp prizeAt the recent Summer Institute in Financial Markets and Institutions held at Singapore Management School, the Peter C.B. Phillips Summer Camp was held, in which 16 PhD students from around the world gave a brief presentation of their own work and commented on that of another student. There were four prize winners (in no ranked order), three students from Yale University, and Ole Maneesoonthorn from the Department of Econometrics and Business Statistics at Monash University. Ole is seen here being presented with her award by Professor Peter Phillips, Sterling Professor of Economics & Professor of Statistics, Yale University. 2010EBS students win global challengeGraduate students Cameron Chisholm, Tim Weterings, Behrooz Hassani-M, Taya Dumrongrittikul and Wenying Yao are the winners of Econometric Game 2010, held in Amsterdam on 12-14th April. The team of Monash students came out on top against universities such as Oxford, Cambridge and Chicago in the final where they had to solve a case related to HIV testing, utilising a number of highly complex econometric techniques.
Rob Hyndman receives an HP Innovation Research AwardProfessor Rob Hyndman has received an HP Innovation Research Program (IRP) award. Rob is one of about 60 professors from around the world to receive the award. Rob received the award for his research on forecasting hierarchical time series, with application to forecasting case volume for technical support of HP products. Hierarchical time series forecasting can be applied to any situation involving a large number of time series that form a natural hierarchy.
Award for Excellence in Research by an Early Career ResearcherGuohua Feng has been awarded the Faculty's 2010 Award for Excellence in Research by an Early Career Researcher. Guohua completed his PhD at the University of Calgary in Canada in June 2008. His record of research achievement only two years after completing a PhD is quite remarkable, with four A* publications in journals such as the Journal of Econometrics, Journal of Applied Econometrics and Journal of Banking and Finance, and an ARC Discovery Project already under his belt. His refereeing work, his numerous seminar invitations, and the quality of the citations of his work by leading international researchers are indications of how highly his abilities and outputs are regarded already. EBS Student wins FIRN awardOle Maneesoonthorn was awarded Best Paper by PhD Candidate at the Finance Integrity Research Network (FIRN) Doctoral Tutorial 2010. Ole's paper was Probabilistic Forecasts of Volatility and its Risk Premia, co-authored with Gael Martin, Catherine Forbes & Simone Grose. The award included a $1,500 fund towards attendance at an overseas conference. PhD Conference 2010Jason Ng received a Best Student Paper/Presentation Award at the 2010 PhD Conference in Economics and Business. Jason's paper was Non-parametric Estimation of Forecast Distributions in Non-Gaussian State Space Models, co-authored with Gael Martin, Catherine Forbes and Brendan McCabe. The PhD conference in Economics and Business is an annual event that brings together students and academics from most Australian Universities and several universities in New Zealand. The 23rd conference was held by the Centre for Economic Policy Research at ANU from 17th - 19th Nov 2010 and involved 31 students from 17 different universities in Australia and New Zealand. The PhD conference is co-conducted by the Research School of Economics, Australian National University, the School of Economics, University of Queensland and the Business School of the University of Western Australia. The central objective of the conference is to help with the training of promising doctoral students by giving them the opportunity to gain feedback on and exposure for their research.
2009Dean’s Award for Excellence in Research by an Early Career ResearcherGeorge Athanasopoulos received a Dean’s Award for Excellence in Research by an Early Career Researcher. George completed his PhD at Monash in 2007, being awarded the 2007 Mollie Holman Medal for the most outstanding thesis in the Faculty of Business and Economics. He has an exceptional publication record with several A and A* papers since obtaining his PhD, with an additional five papers submitted to top journals. Dr Athanasopoulos has also had some early success in winning a current ARC Australian Postdoctoral Fellowship. He has a remarkable research output for such a recent PhD graduate. In addition, Bill Zhang received a Dean's Award for Exceptional Achievement in Research Quality and Impact, and Gael Martin was commended for excellence in teaching. Prestigious ARC Future Fellowship for EBS researcherAssociate Professor Gael Martin has been awarded a four year ARC Future Fellowship for her research into the application of Bayesian statistical methods to stock market data. Gael was awarded the ARC Future Fellowship by the Australian Government, which is promoting research in areas of critical national importance by giving outstanding researchers like Gael incentives to conduct their research in Australia. The aim of ARC Future Fellowships is also to attract and retain the best and brightest mid-career researchers. Gael’s research on A Bayesian State Space Methodology for Forecasting Stock Market Volatility and Associated Time-varying Risk Premia promises a wealth of exciting new advances on the financial forecasting front.
2008Vice-Chancellor's AwardsThe Department was well-represented in the 2008 Vice-Chancellor's Awards, with the award for Postgraduate Supervision being awarded to Rob Hyndman, while Gerrie Roberts received a Vice-Chancellor's Award for Teaching Excellence. In addition, our Department Head, Brett Inder, received a Vice-Chancellor's Equity and Diversity Award. Rob is renowned for undertaking an innovative, problem-solving approach to supervision. He has developed many new online resources for his students, employed a copy editor to assist students with their theses and helped new students to get settled. Gerrie is highly-regarded by her students for her innovative approach to teaching based on extensive and ongoing industry experience. The University annually recognises and rewards exemplary teaching through the Vice Chancellor's Awards for Teaching Excellence, with four awards available for teaching excellence by individuals or teams. Gerrie was the only recipient from the Faculty of Business and Economics. Brett has contributed over many years to the enhancement of equity and diversity principles at Monash, including data analysis on equity issues at Monash; chairing the Inclusive Practices and Workplace Equity Committee; serving as a mentor for both male and female staff; his personal actions at Monash and volunteer work outside Monash; and academic research that addresses issues directly related to equity and diversity concerns. 50th Anniversary Research AwardsEmeritus Professor Alan Powell received a 50th Anniversary award for research that launched a set of economic models and modelling techniques that have been used to support policy-making in areas including trade, taxation, labour markets and the environment. The 50th Anniversary Research Awards acknowledge the exceptional contribution made by selected academics to their field of research and the community over the 50 years of Monash University's existence. Workshop on Bayesian EconometricsThe Department hosted a well-attended one-day Workshop on Bayesian Econometrics in July. The workshop was held at the State Library of Victoria, and featured presentations by John Geweke from the University of Iowa, Gary Koop (Strathclyde), Dale Poirier (UC Irvine), Robert Kohn (UNSW), and Herman van Dijk (Erasmus). 2007Research Awards for Don, Giovanni, and Katharina Three of the four recent Dean's Awards for excellence in research went to researchers in our Department. Professor Don Poskitt was recognised for exceptional achievement in research quality and impact, and Giovanni Forchini and Katharina Hauck shared the award for exceptional achievement in research by an Early Career Researcher. This follows Xueyan Zhao's success as an Early Career Researcher in the previous year. Commendations went to George Athanasopoulos, Duangkamon Chotikapanich, Brett Inder, Xibin Zhang, Sivagowry Sriananthakumar, Giovanni Forchini, Don Poskitt, Katharina Hauck, Mark Harris, Tissa Galagedera, Jill Wright, and Catherine Forbes. Workshop on Time Series Analysis The Department hosted a well-attended one-day Workshop on Time Series Analysis in November. Speakers included Peter Brockwell from Colorado State, Boris Buchmann (Monash), Don Poskitt (Monash), William Dunsmuir from UNSW, and Brendan McCabe from Liverpool, covering a diverse range of topics ranging from CARMA processes, bootstrapping in ARFIMA models, quasi-Monte-Carlo methods, and non-parametric forecasting. 2006Rob Hyndman awarded the 2006 Moran Medal The Australian Academy of Science has awarded Professor Rob Hyndman the Moran Medal from for his distinguished research work in statistics. The Moran Medal recognises outstanding research by scientists under 40 years in one or more of the fields of applied probability, biometrics, mathematical genetics, psychometrics and statistics. Xueyan wins Dean's Award for Excellence in Research by an Early Career Researcher Associate Professor Xueyan Zhao was awarded one of the two 2006 Dean’s Awards for Excellence in Research by an Early Career Researcher. These awards are designed to recognise, reward and encourage excellent early career researchers within the faculty. Gerrie Roberts wins Dean's Award for Excellence in Teaching Gerrie Roberts has for the second time received a Dean's Award for Excellence in Teaching, again achieving excellent results and high student satisfaction by combining practical learning with an evangelical teaching style. Public Lecture by the 2003 Nobel Laureate in Economics Professor Clive Granger, winner of the 2003 Nobel Prize in Economics, presented a public lecture on building policy models for management of the Amazon rain forest. Professor Granger is a Fellow of the International Institute of Forecasters, the American Economic Association, and the Econometric Society, and is currently Research Professor at UCSD. Philippa's newsletters have moved to the EBS Intranet.
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