900 Dandenong Road
Caulfield East, 3145
Australia
Monash University - Department of Econometrics and Business Statistics
Machine Learning, Risk Management, Value-at-Risk, Expected Shortfall
Value-at-Risk, Expected Shortfall, GARCH models, extreme value theory, variable selection, regularization
Return Prediction, Machine Learning, Gradient Boosting, Bi-objective Optimization, Expected Shortfall, Options Market,
Extreme value theory, consistent scoring functions, generalized Pareto distribution, financial risk, financial engineering, insurance
Data envelopment analysis, mergers and acquisitions, degree of overall prospect for merger, degree of overall prospect for acquisition
Extreme value theory, consistent scoring functions, generalized Pareto distribution, financial risk, insurance
Bayesian estimation, Energy consumption frontier, Energy efficiency, Inefficiency determinants
A New Metric for Merger-Gain Assessment Under the VRS Technology Conditional on Individual Rationalisation
Gain from Merger, Data Envelopment Analysis, Variable Returns to Scale Technology
