Our people
Our team consists of researchers who contribute their expertise to deliver innovative and practical solutions for a wide range of applications within mathematical modelling and analytics.
Nuttanan Wichitaksorn
Director
Bayesian econometrics and statistics with applications in economics and finance.
Victor Miranda
Deputy Director
Generalised regression for time series with VGLMs/VGAMs and computational statistics.
Jiling Cao
Member
Financial modelling and analytics, mathematical analysis, mathematical economics.
Catherine Hassell Sweatman
Member
Mathematical modelling in health and biology, in particular, the modelling of type 2 diabetes linked to diet.
Patricio Maturana-Russel
Member
Data analysis, Bayesian statistics, Bayesian model selection, gravitational wave data analysis, Bayesian power spectral density estimation.
Wenjun Zhang
Member
Modelling and data analysis in financial mathematics, development and application of quantitative techniques, stochastic processes, statistical analysis, machine learning.
Shu Su
Member
Mathematical modelling and analytics, deep learning with applications in finance.
Ryan Ip
Member
Spatio-temporal statistics, applied statistics, stochastic modelling, decision forests.
Hammed Fatoyinbo
Member
Mathematical physiology, mathematical and statistical modelling of infectious diseases.
Yiming Ma
Member
Mathematical and statistical modelling with applications in Geophysics, change-points detection in time series, seismic data processing, inverse problems.
Parul Tiwari
Member
Stochastic modelling and computation, data analytics, machine learning and AI.
Matthew Pawley
Member
Analysis of ecological data with emphasis on multivariate methods.
Sergei Gulyaev
Member
Science data analysis, astrophysics, radio astronomy, quantum physics, geoscience.
Research affiliates
- Professor Jeffrey Hunter, Professor Emeritus of Mathematical Sciences, Member RSNZ, Fellow NZM (stochastic modelling and applied probability).
- Professor Graeme Wake, Adjunct Professor of Industrial Mathematics, Fellow RSNZ, Fellow NZMS (research and consultant to industry in the development and application of mathematical systems science).
- Professor William Wong. Human-computer interaction, cognitive engineering, and interaction design of user interfaces.
- Associate Professor Boris Bacic. AI, video and image processing, data analytics and human activity recognition.
- Associate Professor Andrew Ensor. High performance computing.
- Associate Professor Xuejun (Jack) Li, Programme Director Bachelor of Engineering (Honours) (wireless networking and communications, radio frequency integrated circuits, digital signal processing, system optimisation, evolutionary computing, machine learning).
- Associate Professor Nurul Sarker. Network design, modelling, and performance evaluation.
- Associate Professor Wei Qi Yan. Deep learning, intelligent surveillance, computer vision, multimedia computing.
- Dr Mahsa Mohaghegh, Director of Women in Technology and Senior Lecturer (artificial intelligence subject matter expert, advocate for diversity in tech).
- Kenneth Johnson, Senior Lecturer (formal methods, probabilistic verification, self-adaptive systems, model checking, algebraic specifications).
- Kerri Spooner, Senior Lecturer (tertiary and secondary mathematical modelling education, mathematics education).
- Shoba Tegginmath, Senior Lecturer (natural language processing for knowledge discovery).
Master's degree students
- Swanand Karandikar
Adapative controller for a dynamic system using MATLAB and interfacing with RPi.
(Master of Engineering) - Siwon Lee
Industrial controller tuning with a touch enabled mobile.
(Master of Engineering) - Eric Nand
A study of identification of dynamic systems at fast sampling to minimise quantification errors.
(Master of Engineering)
Doctoral students
- Sahar Barmomanesh
Potential discrimination or unfairness associated with the process of developing predictive risk models in the child welfare context. - Fraser Borrett
Fault tolerant robotic controllers with evolutionary algorithms. - Tanvi Chandel
Impact of blood pressure measurement error on cvd risk prediction and management. - Dimtrii Erkin
Optimal strategies for semi-periodic scheduling of urban rubbish pickups. - Sheng Gong
Optimal trading strategies in derivatives under (rough) stochastic environment. - Saveeta Haresh
Spiking neural network applications on FPGA hardware. - Gaurav Kapoor
Analysis of New Zealand electricity financial derivatives and risk management strategy. - Rewat Khanthaporn
Analytic methods in finance with applications to portfolio and risk management.
- Xi Li
Pricing exotic options under fractional stochastic environment - Siqi (Vicky) Liu
Vector generalised linear mixed models with an implementation in R. - Wenqiang Liu
Valuation and prediction of financial options via deep learning approaches. - Dalin Marakkadath
Piezoelectric micro-energy harvester integrated with CMOS energy extraction circuits. - Stephen Pan
Overhead powerline recognition using image processing and deep learning. - Bishwash Paudel
On-chip terahertz antenna design for next-generation wireless communications. - Faqiang Zhang
- Weijan Zhu
Analog CMOS design of deep machine learning.
Alumni
PhD alumni
- Shilpa Mehta, 2022
Reconfigurable mixer design for software-defined radios - Shu Su, 2021
Pricing volatility derivatives under Lévy processes - Reza Moosavi Mohseni, 2019
Mathematical analysis of the chaotic behaviour in monetary policy games - Teh Raihana Nazirah binti Roslan, 2016
Pricing variance swaps under stochastic volatility and stochastic interest rate - Bing (Frank) Huang, 2014
Real option games with stochastic volatility - Anuj Bhowmik, 2013
Blocking efficiency and competitive equilibria in economies with asymmetric information