Dr. Andrew Phillip

Lecturer at the University of Sydney

About

I started my career in the financial markets, working in mainly quantitative roles. I now create econometric time series models, using novel Bayesian estimation approaches. I have a keen interest in working with BIG messy unstructured data.

You can see my Mathematics genealogy here .

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TEACHING

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If you are a past student, and would like to review my teaching, then you can do so by clicking here.

Publications

Research

    My research interests are in the timely computational estimation of robust time series models, in particular financial time series.

  • -Fractionally integrated time series processes
  • -Stochatic Volatility
  • -Gegenbauer processes
  • -Hidden Markov models
  • -Markov Chain Monte Carlo procedures

I am a member of the Statistics research group

My main weapons of choice are: MATLAB, R, LaTeX, Google Script and MySQL. When my hands are tied, then I'll usually resort to: Python, Java, C# or VBA.

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