RSFAS summer research camp

The Research School of Finance, Actuarial Studies and Statistics (RSFAS) in the ANU College of Business & Economics hosts 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. See the full 2016 camp schedule here.  

Speakers at the 2017 Summer Research 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’

Speakers at the 2016 Summer Research Camp

  • Espen Eckbo (Dartmouth College): 'Corporate Takeovers and Economic Efficiency'
  • Limin Xu (University of Adelaide): 'The Impact of Short-Selling Pressure on Corporate Employee Relations'
  • Shawn Treier (Australian National University): 'Estimating the Number of Latent Classes'
  • Can Jin (Bond University): 'On the Occupation Times in a Delayed Sparre Andersen Risk Model with Exponential Claims'
  • Harold Mulherin (University of Georgia): 'How Has the Corporate Takeover Market Changed Over Time?'
  • Steven Riddiough (University of Melbourne): 'Business Cycle Risk in Currency Markets'
  • Zhuo Jin (University of Melbourne): 'Some Problems in Dividend Optimization and Debt Management'
  • Francis Hui (Australian National University): 'Joint Selection in Mixed Models Using Regularized PQL'
  • Chang Mo Kang (UNSW): 'Ownership Structure and Synergistic Takeover: Implications on Corporate Governance'
  • Alison Visser (Guardian Actuarial): 'Actuarial Applications in Human Services'
  • Tao Zou (Australian National University): 'Assessing Beijing’s PM2.5 Pollution: Severity, Weather Impact, APEC and Winter Heading'
  • William Cleveland (Purdue University): 'The DeltaRho Project: Data Science for Analysis of Big Data and High Computational Complexity of Analytic Methods'
  • Kun Li (Australian National University): 'Privatization, Distortions and Productivity'
  • Daniel Marlay (EY): 'TBA'
  • Michael Stewart (University of Sydney): 'Some Non-Standard Theory for Mixture Detection, with Some Applications'

Speakers at the 2015 Summer Research Camp

Speakers at the 2014 Summer Research Camp

  • Stephane Loisel (University Claude Bernard): 'Enterprise Risk Management and the Chartered Enterprise Risk Actuary Designation' 
  • Juan Sotes-Paladino (University of Melbourne): 'Riding the Bubble with Convex Incentives'
  • Kaye Fallick (YourLifeChoices magazine): 'Ageing Australia: What Crisis, What Burden?'
  • Heng Lian (Nanyang Technological University): 'Sparse Reduced-rank Regression for Varying-Coefficient Models'
  • Rob Hyndman (Monash University): 'Visualizing and Forecasting Hierarchical and Grouped Time Series'
  • Kelly Liu (Australian National University): 'Is Government Bailout Good News for Bank Dependent Firms: Micro-evidence from TARP?'
  • Stephane Loisel (University Claude Bernard): 'A Game-theoretic Approach to Non-life Insurance Markets'
  • Ming-Yen Cheng (National Taiwan University): 'Forward Variable Selection for Sparse Ultra-high Dimensional Varying Coefficient Models'
  • Lixiong Guo (University of New South Wales): 'Do Cross-border Mergers and Acquisitions Import Insider Trading?'
  • Richard Madden (University of Sydney): 'TBA'
  • Anastasios Panagiotelis (Monash University): 'Pair Copula Constructions for Multivariate Data'
  • Talis Putnins (University of Technology, Sydney): 'Welfare Costs of Informed Trade'
  • Helen Johnson (QSuper): 'Lifecycle Investing'
  • Eric Stone (North Carolina State University): 'TBA'
  • Sumit Agarwal (National University of Singapore): 'The Role of Corruption in Banking and Real Estate Markets'

Speakers at the 2013 Summer Research Camp

  • Martin Emery (City University of Hong Kong): 'The Role of Research in Industry: A Meeting Point' 
  • Ali Akyol (University of Melbourne): 'Director Skill Sets and the Value of Common Ground'
  • Giles Hooker (Cornell): 'Robust Disparity Methods in Conditionally-Specified Models'
  • Paul Kaballa (La Trobe University): 'The Harmful Effect of Preliminary Model Selection on Confidence Invervals'
  • Stanley Young (National Institute of Statistical Sciences): 'Statistical Strategy versus Tactics'
  • Lili Dai (ANU): 'The Governance Role of the Media Through News Dissemination: Evidence from Insider Trading'
  • Susan Antcliff (Australian Government Actuary) : 'Update on Activities of the Australian Government Actuary'
  • Ken Rice (University of Washington) : 'A United Approach to Shrinkage'
  • Jared Stanfield (UNSW): 'The Effect of the Political Power of Unions on Firm Value'
  • Jean Yang (University of Sydney): 'Statistics and Cancer Biomarkers: Finding Prognostic Biomarkers in Melanoma'
  • Christine O'Keefe (CSIRO): 'Confidentiality and the Use of Confidential Data in Research'
  • Yan Luo (Fudan University): 'Multi-Market Trading and Investor Reactions'
  • Anton Westveld (University of Canberra): 'Networks and Statistical Science: Case Studies of Food Webs and Foreign Direct Investment'
  • Justin Wishart (UNSW): 'Multichannel Deconvolution with Long Range Dependence: A Maxiset Study'
  • Clemens Sialm (University of Texas at Austin): 'Defined Contribution Pension Plans: Structure, Incentives and Performance'

Updated:   11 November 2016 / Responsible Officer:  Dean, Business & Economics / Page Contact:  College Web Team