Mr Jeffrey Kwan
Associate Lecturer

Mr Jeffrey Kwan

Science
School of Mathematics & Statistics

I am an Associate Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in probability theory and stochastic processes. In particular, I am interested in self-exciting point processes (Hawkes processes) and their asymptotic behaviour. I have taught undergraduate and postgraduate courses on statistics, probability, and stochastic processes.

Professional affiliations and service positions

  • Statistical Consultant at Stats Central (Mark Wainwright Analytical Centre), 2023 --
  • Early Career and Student Statistician (ECSS) Representative, Statistical Society of Australia (NSW Branch), 2023 --
  • Equity Officer, Statistical Society of Australia (NSW Branch), 2023 --
  • Member, Statistical Society of Australia, 2022 --
  • EDI Committee, UNSW Sydney, 2021 --

Conferences and talks

  • JB Douglas Award, 2022, 'Asymptotic inference theory of Hawkes processes';
  • CFE-CMStatistics Conference, 2022, 'Asymptotic inference theory of Hawkes processes';
  • UNSW Sydney Postgraduate Conference, 2021, 'Asymptotic inference theory of the Hawkes process with time-varying baseline intensity and a general excitation kernel';
  • UNSW Sydney Postgraduate Conference, 2020, 'Parametric inference of the Hawkes process with time-varying background intensity;
  • UNSW Sydney Postgraduate Conference, 2019, 'Parametric inference of the non-stationary Hawkes process'.

Professional Teaching Development Programs

  • UNSW Sydney Teaching Accelerator Program, 2022
  • UNSW Sydney Foundations of University Learning and Teaching Program (FULT), 2022
  • UNSW Online: Teacher Coaching Program, 2022
Phone
9385 7111

  • Excellence in Postgraduate Research, Statistical Society of Australia, New South Wales Branch, 2022
  • Nominee for the JB Douglas Award, Statistical Society of Australia, New South Wales Branch, 2022
  • Business School Award for Teaching Excellence, University of New South Wales, 2021
  • University Medal and Class 1 honours in Statistics, University of New South Wales, 2017
  • Alma Douglas Prize for Level 3 Statistics, University of New South Wales, 2016
  • Faculty of Science Dean's List for academic excellence, University of New South Wales, 2016

  • Asymptotic inference theory;
  • Ergodic theory;
  • Financial data analysis and modeling;
  • Financial data modeling;
  • Heavy-traffic asymptotics;
  • Infill asymptotics;
  • Locally stationary Hawkes processes;
  • Point processes and their inference and applications.

 

Publications

Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, (preprint)

Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes process with a general excitation kernel' (in preparation)

Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes processes with time-varying baseline intensities and general excitation kernels, and applications in asymptotic inference' (in preparation)

My Teaching

Courses convened

  • CVEN2002, Civil and Environmental Engineering Computations;
  • DATA1001, Introduction to Data Science and Decisions;
  • DATA3001, Data Science and Decisions in Practice;
  • DATA9001, Fundamentals of Data Science;
  • MATH2089, Numerical Methods and Statistics;
  • MATH5846, Introduction to Probability and Stochastic Processes;
  • ZZSC5905, Statistical Inference for Data Scientists;
  • ZZSC9001, Foundations of Data Science.

Courses taught

  • ACTL3141, Modelling and Prediction of Life and Health Related Risks;
  • ACTL3142, Statistical Machine Learning for Risk and Actuarial Applications;
  • ACTL3151, Actuarial Mathematics for Insurance and Superannuation;
  • ACTL3162, General Insurance Techniques;
  • ACTL3182, Asset-Liability and Derivative Models;
  • ACTL5104, Survival Analysis and Prediction of Life and Health related Risks;
  • ACTL5106, Insurance Risk Models;
  • CVEN2002, Civil and Environmental Engineering Computations;
  • MATH1031, Mathematics for Life Sciences;
  • MATH1041, Statistics for Life and Social Sciences;
  • MATH1131, Mathematics 1A;
  • MATH1141, Higher Mathematics 1A;
  • MATH1151, Mathematics for Actuarial Studies and Finance 1A;
  • MATH1231, Mathematics 1B;
  • MATH1241, Higher Mathematics 1B;
  • MATH1251, Mathematics for Actuarial Studies and Finance 1B;
  • MATH2019, Engineering Mathematics 2E;
  • MATH2069, Mathematics 2A;
  • MATH2089, Numerical Methods and Statistics;
  • MATH2099, Mathematics 2B;
  • MATH2859, Probability, Statistics and Information;
  • MATH3821, Statistical Modelling and Computing;
  • MATH5846, Introduction to Probability and Stochastic Processes;
  • MATH5905, Statistical Inference;
  • ZZSC5806, Regression Analysis for Data Scientists;
  • ZZSC5855, Multivariate Analysis for Data Scientists.
  • ZZSC5905, Statistical Inference for Data Scientists;
  • ZZSC9001, Foundations of Data Science.