My primary research interest is the development of advanced statistical methodologies and models. I am also interested in computational statistics, quantile regression and quantile function modelling for different types of statistical data, Hawkes processes and extreme value theory.
I have collaborated with colleagues from many different disciplines in the development of statistical methodology motivated by problems arising from fields such as finance, economics, biology, social sciences and engineering. Some of the research projects were supported by external research funding bodies, including EPSRC, EU and ESRC Wales DTC. I have also collaborated with a world-leading research company for a number of years.
I am also supervising PhD students. The topics of the PhD research projects are mainly on the development of novel methods for problems arising from various research areas. I am interested in supervising quantitative research projects.
My research has led to many high quality publications in peer reviewed international journals including: Biometrika, Econometric Reviews, Journal of Time Series Analysis, Statistica Sinica, Computational Statistics and Data Analysis, Extremes, Coastal Engineering, Frontiers in Ecology and the Environment, SIAM Journal on Numerical Analysis, Journal of Forecasting and Economic Modelling etc.
Any enquiries about potential research collaborations are welcome. Any enquires from prospective PhD students on the topics related to my research interests are welcome.