RSFAS summer research camp

We host an annual research camp at the Murramarang Resort, near Batemans Bay on the NSW South Coast. The camp involves the presentation of leading research in Actuarial Studies, Finance and Statistics in an informal workshop environment. The camp attracts leading international and domestic academics.

Highlights from the 2017 camp

  • Noel Cressie (University of Wollongong): ‘A Bird's-Eye View of Statistics for Remote Sensing Data’
  • RSFAS Internal Session:
    • Bank Branching Network and Local Economic Concentration, by Nhan Le
    • Assessing Expected Return Proxies for Individual Stocks, by Jozef Drienko
    • Two Tales of Corporate Bond Borrowing, by Yichao Zhu
    • Liquidity dynamics with productivity shocks, by Alexander Vadilyev
    • Risk Sharing, Investor Diversity, and Bank Regulation, by Kentaro Asai
    • Firm networks and information networks, by Qiaoqiao Zhu
  • Petar Jevtic (McMaster University): ‘Longevity bond pricing in equilibrium’
  • Colin Priest (Director, DataRobot): ‘Data Analytics Case Studies from the Insurance Industry’
  • Ron Giammarino (University of British Columbia): ‘Information, Beliefs and Corporate Finance’
  • David Martinez Miera (University Carlos III): ‘Markets, Banks and Shadow Banks’ (with Rafael Repullo)
  • William Mann (University of California, Los Angeles): ‘Finance, Farms, and the Fed’s Early Years’ (with Bruce Carlin)
  • Andrew Wood (University of Nottingham): ‘Scaled von Mises-Fisher distributions’
  • Richard Arnold University of Wellington): ‘Statistics of Ambiguous Rotations’
  • James Brugler (University of Melbourne): ‘Nasdaq Reforms and the Cost of Capital’ (with Carole Comerton-Forde and Terry Hendershott)
  • Sugata Ray (University of Alabama): ‘Prime (Information) Brokerage’ (with Nitish Kumar, Kevin Mullally, and Yuehua Tang)
  • Anthony Asher (University of New South Wales): ‘Accountability in regulatory reform: Australia’s superannuation industry paradox and some potential ways ahead’
  • John De Ravin (Retired Actuary): ‘An actuary’s perspective on the financial planning landscape’
  • Catherine Donnelly (Heriot-Watt University): ‘What can we do to improve private pension outcomes?’
  • Marco Giacoletti (University of Southern California): ‘Idiosyncratic Risk in Housing Markets’
  • William Cong (University of Chicago): ‘Up-Cascaded Wisdom of the Crowd’ (with Yizhuo Xiao)
  • Aurore Delaigle (University of Melbourne): ‘Clustering functional data using projections’
  • Inge Koch (University of Melbourne and University of Adelaide): ‘Analysing high-dimensional data: classical and new approach with applications in finance and proteomics’

See the full 2017 camp schedule (PDF, 95kB).

Updated:   3 October 2018 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team