Mr Timothy McLennan-Smith

person

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Position
PhD Candidate
Email
timothy.mclennan-smith@anu.edu.au
Phone number
+61 2 612 57302
Office
Room 4.13, CBE Bld (26C)
Research areas

My research interests are in the simulation and application of Levy processes in mathematical modelling. The primary focus of my thesis is in the simulation of a specific class of Levy processes under various conditionings. I am also looking at the application of Levy processes in information networks, pairs trading models and derivative pricing. 

My other research interests are in the numerical development of mathematical models, machine learning, statistics of big data and mathematical biosciences.

Biography

CV

Research publications

McLennan-Smith, Timothy A., and Geoffry N. Mercer. "Complex behaviour in a dengue model with a seasonally varying vector population." Mathematical biosciences 248 (2014): 22-30.

Teaching

  • STAT1003 (Statistical Techniques) in Semester 1, 2015/Semester 2, 2016 to Undergraduate Students at Research School of Finance, Actuarial Studies & Statistics, The Australian National University.
  • STAT4055/STAT7055 (Introductory Statistics for Business and Finance) in Semester 2, 2014/Semester 1, 2016 to Postgraduate Students at Research School of Finance, Actuarial Studies & Statistics, The Australian National University.
  • STAT3008/STAT7001 (Applied Statistics) in Semester 2, 2016 to Undergraduate/Postgraduate Students at Research School of Finance, Actuarial Studies & Statistics, The Australian National University.
  • FINM3007 (Advanced Derivatives Pricing and Applications) in Semeseter 2, 2014/Semester 2, 2015/Semester 2, 2016 to Undergraduate Students at Research School of Finance, Actuarial Studies & Statistics, The Australian National University. 
  • STAT7055 (Introductory Statistics for Business and Finance) in Spring 2016 to students from Australian Public Services at Research School of Finance, Actuarial Studies & Statistics, The Australian National University.
  • STAT1008 (Quantitative Research Methods) in Semester 1, 2017 to Undergraduate Students at Research School of Finance, Actuarial Studies & Statistics, The Australian National University.