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Professor Spiridon Penev
Professor

Professor Spiridon Penev

Science
School of Mathematics & Statistics
After finishing my PhD in Mathematical Statistics from Humboldt University (Berlin, Germany), I was working for 10 years at  the Technical University of Sofia, Bulgaria. I was promoted to Associate Professor there in 1991.
 
My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999, to Associate Professor in 2011, and to Professor in 2019.
 
I am teaching courses in Statistical Inference, Multivariate Analysis, Longitudinal Data Analysis, Categorical Data Analysis, Statistical Methods in Social and Market Research, Design and Analysis of Experiments, Regression.
 

ACADEMIC QUALIFICATIONS
 
Humboldt University, Doctor of Philosophy 
 
RESEARCH INTERESTS
 
Wavelet Methods in non-parametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling
 
 
ADMINISTRATIVE DUTIES
 
Member of the Executive Committee of the School of Mathematics and Statistics, UNSW Sydney.
 
 
TEACHING DUTIES
 
Recent teaching duties include Math3811 (Statistical Inference), Math3911 (Higher Statistical Inference), Math5905 (Masters level Statistical Inference), Math5855 (Multivariate Analysis), and Math5885 (Longitudinal Data Analysis).  
 
AWARDS


DAAD award.

 
Elected member of the International Statistical Institute (ISI) 
 

 
Phone
9385 7023
E-mail
S.Penev@unsw.edu.au
Location
School of Mathematics and Statistics University of New South Wales Sydney NSW 2052 The Red Centre Room 1038
  • Books | 2017
    Del Moral P; Penev S, 2017, Stochastic Processes, Chapman and Hall/CRC, http://dx.doi.org/10.1201/9781315381619
  • Book Chapters | 2004
    Raykov TN; Penev SI, 2004, 'Improved analytic interval estimation of scale reliability', in Montfort KV; Oud J; Satorra A (ed.), Mathematical Modelling: theory and applications Recent developments on structural equation models, edn. MATHEMATICAL MODELLING: THEORY AND APPLICATIONS, Kluwer Academic Publishers, The Netherlands, pp. 83 - 93, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000221506700005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a
    Book Chapters | 2002
    Raykov TN; Penev SI, 2002, 'Exploring Structural Equation Model Misspecifications via Latent Individual Residuals', in Marcoulides GA; Moustaki I (ed.), Latent Variable and Latent Structure Models, edn. Original, Lawrence Erlbaum Associates, USA, pp. 121 - 134
    Book Chapters | 2001
    Raykov TN; Penev SI, 2001, 'The problem of equivalent structural equation models: An indidual residual perspective', in Marcoulides GA; Schumacker RE (ed.), New developments and techniques in structural equation modeling, edn. Original, Lawrence Erlbaum Associates, Mahwah, USA, pp. 297 - 322
  • Journal articles | 2023
    Shabani B, 2023, 'INTELLIGENT MONITORING OF A LARGE CATAMARAN FERRY', The International Journal of Maritime Engineering, 165, pp. 11 - 22, http://dx.doi.org/10.5750/ijme.v165ia1.791
    Journal articles | 2022
    Dentcheva D; Lin Y; Penev S, 2022, 'Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems', OPERATIONS RESEARCH, http://dx.doi.org/10.1287/opre.2022.2308
    Journal articles | 2022
    Penev S; Shevchenko PV; Wu W, 2022, 'Myopic robust index tracking with Bregman divergence', Quantitative Finance, 22, pp. 289 - 302, http://dx.doi.org/10.1080/14697688.2021.1950918
    Journal articles | 2021
    Kulinich M; Fan Y; Penev S; Evans JP; Olson R, 2021, 'A Markov chain method for weighting climate model ensembles', Geoscientific Model Development, 14, pp. 3539 - 3551, http://dx.doi.org/10.5194/gmd-14-3539-2021
    Journal articles | 2021
    Naito K; Penev S, 2021, 'Regression using localised functional Bregman divergence', Electronic Journal of Statistics, 15, pp. 6544 - 6585, http://dx.doi.org/10.1214/21-EJS1947
    Journal articles | 2021
    Noghrehchi F; Stoklosa J; Penev S; Warton DI, 2021, 'Selecting the model for multiple imputation of missing data: Just use an IC!', Statistics in Medicine, 40, pp. 2467 - 2497, http://dx.doi.org/10.1002/sim.8915
    Journal articles | 2021
    Shabani B; Ali-Lavroff J; Holloway DS; Penev S; Dessi D; Thomas G, 2021, 'USING REMOTE MONITORING AND MACHINE LEARNING TO CLASSIFY SLAM EVENTS OF WAVE PIERCING CATAMARANS', Transactions of the Royal Institution of Naval Architects Part A: International Journal of Maritime Engineering, 163, pp. A15 - A30, http://dx.doi.org/10.5750/ijme.v163iA3.797
    Journal articles | 2020
    Noghrehchi F; Stoklosa J; Penev S, 2020, 'Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables', Computational Statistics, 35, pp. 1291 - 1317, http://dx.doi.org/10.1007/s00180-020-00976-2
    Journal articles | 2018
    Aya Moreno C; Geenens G; Penev SI, 2018, 'Shape-preserving wavelet-based multivariate density estimation', Journal of Multivariate Analysis, 168, pp. 30 - 47, http://dx.doi.org/10.1016/j.jmva.2018.07.002
    Journal articles | 2018
    Hall P; Penev S; Tran J, 2018, 'Wavelet methods for erratic regression means in the presence of measurement error', Statistica Sinica, 28, pp. 2289 - 2307, http://dx.doi.org/10.5705/ss.202016.0393
    Journal articles | 2018
    Hanke M; Penev S, 2018, 'Comparing large-sample maximum Sharpe ratios and incremental variable testing', European Journal of Operational Research, 265, pp. 571 - 579, http://dx.doi.org/10.1016/j.ejor.2017.08.018
    Journal articles | 2018
    Penev S; Naito K, 2018, 'Locally robust methods and near-parametric asymptotics', Journal of Multivariate Analysis, 167, pp. 395 - 417, http://dx.doi.org/10.1016/j.jmva.2018.06.006
    Journal articles | 2018
    Penev SI; Shevchenko P; Wu W, 2018, 'The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion', European Journal of Operational Research, 273, pp. 772 - 784, http://dx.doi.org/10.1016/j.ejor.2018.08.026
    Journal articles | 2017
    Fan Y; de Micheaux PL; Penev S; Salopek D, 2017, 'Multivariate nonparametric test of independence', Journal of Multivariate Analysis, 153, pp. 189 - 210, http://dx.doi.org/10.1016/j.jmva.2016.09.014
    Journal articles | 2017
    Hanke M; Penev S; Schief W; Weissensteiner A, 2017, 'Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness', European Journal of Operational Research, 263, pp. 510 - 523, http://dx.doi.org/10.1016/j.ejor.2017.05.023
    Journal articles | 2016
    Bannister H; Goldys B; Penev S; Wu W, 2016, 'Multiperiod mean-standard-deviation time consistent portfolio selection', Automatica, 73, pp. 15 - 26, http://dx.doi.org/10.1016/j.automatica.2016.06.021
    Journal articles | 2016
    Dentcheva D; Penev S; Ruszczyński A, 2016, 'Statistical estimation of composite risk functionals and risk optimization problems', Annals of the Institute of Statistical Mathematics, 69, pp. 737 - 760, http://dx.doi.org/10.1007/s10463-016-0559-8
    Journal articles | 2014
    Penev SI; Leonte D; Lazarov Z; Mann RA, 2014, 'Applications of MIDAS regression in analysing trends in water quality', Journal of Hydrology, 511, pp. 151 - 159, http://dx.doi.org/10.1016/j.jhydrol.2014.01.031
    Journal articles | 2014
    Raykov T; Penev S, 2014, 'Latent Growth Curve Model Selection: The Potential of Individual Case Residuals', Structural Equation Modeling: A Multidisciplinary Journal, 21, pp. 20 - 30, http://dx.doi.org/10.1080/10705511.2014.856693
    Journal articles | 2013
    Maesono Y; Penev SI, 2013, 'Improved confidence intervals for quantiles', Annals of the Institute of Statistical Mathematics, 65, pp. 167 - 189, http://dx.doi.org/10.1007/s10463-012-0369-6
    Journal articles | 2013
    Matmoura Y; Penev SI, 2013, 'Multistage optimization of option portfolio using higher order coherent risk measures', European Journal of Operational Research, 227, pp. 190 - 198, http://dx.doi.org/10.1016/j.ejor.2012.12.013
    Journal articles | 2013
    Penev SI; Prvan T, 2013, 'Robust estimation in structural equation models using Bregman divergences', Australia and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, 54, pp. C574 - C589
    Journal articles | 2011
    Maesono Y; Penev SI, 2011, 'Edgeworth expansion for the kernel quantile estimator', Annals of the Institute of Statistical Mathematics, 63, pp. 617 - 644, http://dx.doi.org/10.1007/s10463-009-0241-5
    Journal articles | 2011
    Penev S, 2011, 'Linear Causal Modeling with Structural Equations by Stanley Mulaik', Australian & New Zealand Journal of Statistics, 53, pp. 393 - 395, http://dx.doi.org/10.1111/j.1467-842x.2011.00618.x
    Journal articles | 2011
    Penev SI; Ruderman A, 2011, 'On the behaviour of tests based on sample spacings for moderate samples', Journal of Statistical Planning and Inference, 141, pp. 1240 - 1249, http://dx.doi.org/10.1016/j.jspi.2010.09.025
    Journal articles | 2011
    Penev SI, 2011, 'Book Review (Linear Causal Modeling with Structural Equations)', Australian and New Zealand Journal of Statistics
    Journal articles | 2010
    Dentcheva D; Penev SI; Ruszczynski A, 2010, 'Kusuoka representation of higher order dual risk measures', Annals of Operations Research, 181, pp. 325 - 335, http://dx.doi.org/10.1007/s10479-010-0747-5
    Journal articles | 2010
    Dentcheva D; Penev SI, 2010, 'Shape-restricted inference for Lorenz curves using duality theory', Statistics and Probability Letters, 80, pp. 403 - 412, http://dx.doi.org/10.1016/j.spl.2009.11.017
    Journal articles | 2010
    Penev SI; Raykov T, 2010, 'A method of bias correction for maximal reliability with dichotomous measures', British Journal of Mathematical and Statistical Psychology, 63, pp. 163 - 175, http://dx.doi.org/10.1348/000711009X429494
    Journal articles | 2010
    Penev SI; Raykov T, 2010, 'Testing multivariate mean collinearity via latent variable modelling', British Journal of Mathematical and Statistical Psychology, 63, pp. 481 - 490, http://dx.doi.org/10.1348/000711009x471901
    Journal articles | 2010
    Raylov T; Penev SI, 2010, 'Evaluation of reliability coefficients for two-level models via latent variable analysis', Structural Equation Modeling - A Multidisciplinary Journal, 17, pp. 629 - 641, http://dx.doi.org/10.1080/10705511.2010.510052
    Journal articles | 2009
    Raykov TN; Penev SI, 2009, 'Estimation of maximal reliability for multiple-component instruments in multilevel designs', British Journal of Mathematical and Statistical Psychology, 62, pp. 129 - 142, http://dx.doi.org/10.1348/000711007X255345
    Journal articles | 2008
    Dimitrova DS; Kaishev V; Penev SI, 2008, 'GeD spline estimation of multivariate Archimedean copulas', Computational Statistics and Data Analysis, 52, pp. 3570 - 3582, http://dx.doi.org/10.1016/j.csda.2007.11.010
    Journal articles | 2006
    Penev SI; Raykov T, 2006, 'Maximal reliability and power in covariance structure models', British Journal of Mathematical and Statistical Psychology, 59, pp. 75 - 87, http://dx.doi.org/10.1348/000711005X68183
    Journal articles | 2006
    Penev SI; Raykov TN, 2006, 'On the relationship between maximal reliability and maximal validity of linear composites', Multivariate Behavioral Research, 41, pp. 105 - 126, http://dx.doi.org/10.1207/s15327906mbr4102_1
    Journal articles | 2006
    Raykov T; Penev SI, 2006, 'A direct method for obtaining approximate standard error and confidence interval of maximal reliability for composites with congeneric measures', Multivariate Behavioral Research, 41, pp. 15 - 28, http://dx.doi.org/10.1207/s15327906mbr4101_2
    Journal articles | 2005
    Raykov TN; Penev SI, 2005, 'Estimation of reliability for multiple-component measuring instruments in test-retest designs', British Journal of Mathematical and Statistical Psychology, 58, pp. 285 - 299, http://dx.doi.org/10.1348/000711005X38735
    Journal articles | 2004
    Hall PH; Penev SI, 2004, 'Wavelet-based estimation with multiple sampling rates', Annals of Statistics, 32, pp. 1933 - 1956, http://dx.doi.org/10.1214/009053604000000751
    Journal articles | 2004
    Penev SI; Peng H; Schick A; Wefelmeyer W, 2004, 'Efficient estimators for functionals of Markov chains with parametric marginals', Statistics and Probability Letters, 66, pp. 335 - 345, http://dx.doi.org/10.1016/j.spl.2003.10.022
    Journal articles | 2002
    Raykov TN; Penev SI, 2002, 'Interval estimation of latent correlations in structural equation models with A Priori restricted parameters', Understanding Statistics, l(3), pp. 139 - 155
    Journal articles | 2001
    Dechevsky LT; Macgibbon B; Penev SI, 2001, 'Numerical methods for asymptotically minimax non-parametric function estimation with positivity constraints I', Sankhya - the Indian Journal of Statistics Series B, pp. 149 - 180
    Journal articles | 2001
    Hall PH; Penev SI, 2001, 'Cross-validation for choosing resolution level for nonlinear wavelet curve estimators', Bernoulli, 7, pp. 317 - 341, http://dx.doi.org/10.2307/3318741
    Journal articles | 2000
    Penev S; Raykov T, 2000, 'A Wiener germ approximation of the noncentral chi square distribution and of its quantiles', Computational Statistics, 15, pp. 219 - 228, http://dx.doi.org/10.1007/s001800000029
    Journal articles | 2000
    Penev SI; Raykov T, 2000, 'A Weiner germ approximation of the noncentral chi square distribution and of its quantiles', Computational Statistics, 15, pp. 219 - 228
    Journal articles | 1999
    Dechevsky LT; Ramsay JO; Penev SI, 1999, 'Penalized wavelet estimation with Bestov regularity constraints', Mathematica Balkanica, 13, pp. 257 - 376
    Journal articles | 1999
    Raykov T; Penev SI, 1999, 'On structural equation model equivalence', Multivariate Behavioral Research, 34, pp. 199 - 244, http://dx.doi.org/10.1207/S15327906Mb340204
    Journal articles | 1998
    Dechevsky LT; Penev SI, 1998, 'On shape-preserving wavelet estimators of cumulative distribution functions and densities', Stochastic Analysis and Applications, 16, pp. 423 - 462, http://dx.doi.org/10.1080/07362999808809543
    Journal articles | 1998
    Maesono Y; Penev SI, 1998, 'Higher order relations between Cornish-Fisher expansions and inversions of saddlepoint approximations', Journal of the Japan statistical society, pp. 21 - 38
    Journal articles | 1998
    Raykov T; Penev SI, 1998, 'A Multivariate two-group effect size measure', Quality and Quantity, 32, pp. 247 - 255
    Journal articles | 1998
    Raykov T; Penev SI, 1998, 'Nested structural equation models: Noncentrality and power of restriction test', Structural Equation Modeling - A Multidisciplinary Journal, 5, pp. 229 - 246, http://dx.doi.org/10.1080/10705519809540103
    Journal articles | 1997
    Dechevsky LT; Penev SI, 1997, 'On shape-preserving probabilistic wavelet approximators', Stochastic Analysis and Applications, 15, pp. 187 - 215, http://dx.doi.org/10.1080/07362999708809471
    Journal articles | 1997
    Hall PH; Penev SI; Kerkyacharian G; Picard D, 1997, 'Numerical performance of block thresholded wavelet estimators', Statistics and Computing, 7, pp. 115 - 124, http://dx.doi.org/10.1023/A:1018569615247
    Journal articles | 1997
    Penev SI; Dechevsky LT, 1997, 'On non-negative wavelet-based density estimators', Journal of Nonparametric Statistics, pp. 365 - 394
    Journal articles | 1997
    Raykov T; Penev SI, 1997, 'Structural equation modeling and the latent linearity hypothesis in social and behavioural research', Quality and Quantity, 31, pp. 57 - 78, http://dx.doi.org/10.1023/A:1004269215766
    Journal articles | 1996
    Raykov TN; Penev SI, 1996, 'Initial value dependence: comparison of two methods for its study', Biometrical Journal, 38, pp. 631 - 639, http://dx.doi.org/10.1002/bimj.4710380511
    Journal articles | 1995
    Penev SI, 1995, 'Saddlepoint approximation in the linear structural relationship model', Communications in Statistics - Simulation and Computation, 24, pp. 349 - 366, http://dx.doi.org/10.1080/03610919508813246
    Journal articles | 1995
    Raykov TN; Penev SI, 1995, 'On an approach to structural equation model fit assessment', Structural Equation Modeling - A Multidisciplinary Journal, 2, pp. 146 - 151, http://dx.doi.org/10.1080/10705519509540002
    Journal articles | 1993
    PENEV S; RAYKOV T, 1993, 'ON CHOOSING ESTIMATORS IN A SIMPLE LINEAR ERRORS-IN-VARIABLES MODEL', COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 22, pp. 2429 - 2444, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1993LQ14200003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
    Journal articles | 1993
    Penev S; Raykov T, 1993, 'On choosing estimators in a simple linear errors-in-variables model', Communications in Statistics - Theory and Methods, 22, pp. 101 - 115, http://dx.doi.org/10.1080/03610928308831160
    Journal articles | 1993
    Penev SI, 1993, 'Stability of nonparametric procedures against dependence', Theory of Probability and Its Applications, 37, pp. 353 - 355
    Journal articles | 1990
    PENEV S, 1990, 'CONVOLUTION THEOREM FOR ESTIMATING THE STATIONARY DISTRIBUTION OF MARKOV-CHAINS', DOKLADI NA BOLGARSKATA AKADEMIYA NA NAUKITE, 43, pp. 29 - 32, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1990DP97200007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
    Journal articles | 1988
    SHISHKOV BB; PENEV SI, 1988, 'ASYMPTOTIC OPTIMUM ALGORITHMS OF SIGNAL-DETECTION ACCORDING TO CONTINUOUS-TIME OBSERVATIONS', RADIOTEKHNIKA I ELEKTRONIKA, 33, pp. 1419 - 1424, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1988P334900013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
    Journal articles | 1988
    Shishkov BB; Penev SI, 1988, 'Asymptotically optimum algorithms for detection of signals in a background of correlated interference and white noise', Soviet journal of communications technology & electronics, 33, pp. 146 - 151
    Journal articles | 1986
    Penev S, 1986, 'Asymptotic equivalence of identification procedures for complex systems', International Journal of Systems Science, 17, pp. 629 - 637, http://dx.doi.org/10.1080/00207728608926832
    Journal articles | 1985
    Penev SI, 1985, 'On a Model with Errors in Variables. Described by Stochastic Differential Equations', Statistics, 16, pp. 485 - 493, http://dx.doi.org/10.1080/02331888508801880
  • Conference Papers | 2023
    Lam K; Walder C; Penev S; Nock R, 2023, 'LegendreTron: Uprising Proper Multiclass Loss Learning', in arXiv, http://dx.doi.org/10.48550/arxiv.2301.11695
    Preprints | 2022
    Aya-Moreno C; Geenens G; Penev S, 2022, Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding, , http://dx.doi.org/10.48550/arxiv.2204.13854
    Preprints | 2022
    Dentcheva D; Lin Y; Penev S, 2022, Stability and Sample-based Approximations of Composite Stochastic Optimization Problems, , http://dx.doi.org/10.48550/arxiv.2201.01338
    Preprints | 2021
    Penev S; Shevchenko PV; Wu W, 2021, The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion, , http://dx.doi.org/10.48550/arxiv.2108.02633
    Preprints | 2020
    Kulinich M; Fan Y; Penev S; Evans JP, 2020, A Markov chain method for weighting climate model ensembles, , http://dx.doi.org/10.5194/gmd-2020-253
    Conference Papers | 2020
    Shabani B; Lavroff J; Holloway D; Penev S; Dessi D; Thomas G, 2020, 'Machine learning and cloud computing for remote monitoring of wave piercing catamarans: a case study using MATLAB and AMAZON web services', in Smart Ship Technology 2020. 14th-15th October 2020. Conference papers, THE ROYAL INSTITUTION OF NAVAL ARCHITECTS, Online conference, pp. 83 - 93, presented at Smart Ship Technology 2020, Online conference, 14 October 2020 - 15 October 2020
    Preprints | 2019
    Penev S; Shevchenko P; Wu W, 2019, Myopic robust index tracking with Bregman divergence, , http://dx.doi.org/10.48550/arxiv.1908.07659
    Conference Papers | 2019
    Shabani B; Lavroff J; Holloway D; Penev S; Dessi D; Thomas G, 2019, 'Classifying bow entry events of wave piercing catamarans in random waves using unsupervised and supervised techniques', in International Conference on Marine Industry 4.0, 5th November 2019, Rotterdam. Papers, The Royal Institution of Naval Architects, Rotterdam, pp. 39 - 54, presented at International Conference on Marine Industry 4.0, Rotterdam, 05 November 2019 - 05 November 2019
    Preprints | 2017
    Moreno CA; Geenens G; Penev S, 2017, Shape-preserving wavelet-based multivariate density estimation, , http://dx.doi.org/10.48550/arxiv.1708.08321
    Conference Papers | 2016
    Penev S; Prvan T, 2016, 'Robust estimation in structural equation models using Bregman and other divergences with t-centre approach to estimate the covariance matrix', in Sharples J; Bunder J (ed.), Proceedings of the 17th Biennial Computational Techniques and Applications Conference, CTAC-2014, pp. C339 - C354
    Preprints | 2015
    Dentcheva D; Penev S; Ruszczynski A, 2015, Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems,
    Preprints | 2005
    Hall P; Penev S, 2005, Wavelet-based estimation with multiple sampling rates, , http://dx.doi.org/10.48550/arxiv.math/0503669
    Conference Papers | 2000
    Penev SI, 2000, 'Maximum likelihood based approximations of the Pitman estimator in a location family', in Mathematics and Computers in Science and Engineering, Vraurono, Athens, pp. 173 - 180, presented at Mathematics and Computers in Science and Engineering, Vraurono, Athens, 01 December 2000 - 03 December 2000
    Conference Papers | 1996
    Maesono Y; Penev SI, 1996, 'Higher order relations between Cornish-Fisher expansions and inversions of saddlepoint approximations', in Billard L; Fisher NI (ed.), 28th Symposium on the interface Sydney, 28th Symposium on the interface Sydney, Sydney, pp. 242 - 247, presented at 28th Symposium on the interface Sydney, Sydney, 08 July 1996 - 12 July 1996
    Conference Papers | 1990
    ARNAUDOV IN; BONCHEV EK; JORDANOV IN; PENEV SI; VENKOV GI, 1990, 'THE COMPUTER-AIDED-LEARNING (CAL) IN MATHEMATICS FOR ENGINEERS', in ONATE E; SUAREZ B; OWEN DRJ; SCHREFLER B; KROPLIN B; KLEIBER M (eds.), COMPUTER AIDED TRAINING IN SCIENCE AND TECHNOLOGY, PINERIDGE PRESS LTD, SPAIN, BARCELONA, pp. 359 - 362, presented at INTERNATIONAL CONF ON COMPUTER AIDED TRAINING IN SCIENCE AND TECHNOLOGY, SPAIN, BARCELONA, 09 July 1990 - 13 July 1990, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1990BU86L00056&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1
    Preprints |
    Hanke M; Penev S, Ex Ante Comparison of Maximum Sharpe Ratios and Incremental Variable Testing, , http://dx.doi.org/10.2139/ssrn.2718033
    Preprints |
    Hanke M; Schief W; Weissensteiner A, Rom Simulation with Exact Means, Covariances, and Multivariate Skewness, , http://dx.doi.org/10.2139/ssrn.2816279

Recent grants:

  • Australian Research Council (ARC) discovery project "Frontiers of inference about risk"-Lead Chief Investigator (CI) (2016-2018) 
  • Australian Research Council (ARC) linkage project "Remote sensing to improve structural efficiency of high-speed catamarans"- Chief Investigator (2018-2022)
  •  Collaborative research grant with Sydney Catchment Authority (SCA) Statistical Analysis of water quality data- Chief Investigator
  • Spectral methods in Machine Learning- Faculty research grant (2020)
  • Complex dependence modelling to unravel relationships in Big Data- Faculty research grant (2019)
  • Demonstration models of portfolio and personal risk optimization -AMSI industry related project (2014)
  • Robust inference about risk-Faculty research grant (2014)