Professor Keming Yu
Professor
Tower A 025
- Email: keming.yu@brunel.ac.uk
- Tel: +44 (0)1895 266128
Topics
Current PhD projects:
- New regression models and methods for Econometrics and Business, including risk analysis in finance and insurance.
- Robust algorithms for Machine Learnign and Deep Learning.
- Statistical analysis and Machine learning for modelling loneliness and social isolation in Gerontology.
- New distributional/regression methods for the analysis of Wellbeing, health and biomedical scoences, such as obesity.
- Statistics/Machine learning methods for risk assessment in engineering, such as rail truck failure, cable fault, pipeline corrosion and wind turbine.
- Statistical theory, method for big data and small data.
Completed Research/PhD Students (2006--):
- Aseemali Fazal (MPhil), December 2006. Project Title: Dynamic Asset Pricing Using Statistics Forecasting Methods.
2. Yang Liu (MPhil), October 2007. Project Title: Modelling Credit Risk Securities.
3. Xiaochen Sun (PhD), May 2009. Project Title: Copula Methods for Risk Management in Finance.
4. Abdallah Ally (PhD), March 2011. Project Title: Quantile-based methods for prediction and risk analysis.
5. Craig Reed (PhD), April 2011. Project Title: ``Effective Gibbs sampling and variable selection for quantile regression with application‘’.
6. Antonios Koutsourelis (PhD), 2012. Project Title: ``Bayesian inference extreme quantile regression and hidden Markov models with application in risk analysis.’’
7. Balash Vladimir (MPhil), 2012. Project Title `` A new stochastic frontier production (SFP) model with application in econometric analysis of the efficiency and risk in Russian banking.’’
8. Zhuo Sheng (PhD), 2013. Project Title ``Extreme quantiles based volatility measurement in high-frequency data’’.
9. Rahim Al-Hamzawi (PhD), 2013. Project Title ``Prior elicitation and variable selection for Bayesian quantile regressions''. The winner of 2013 Vice-Chancellor's Prize for Doctoral Research.
10. Ali Al-Kenani (PhD), 2013. Project Title ``Dimension reduction in quantile regression’’.
11. Katerina Aristodemou (PhD), 2014. Project Title ``New Regression Techniques for Central Tendency’’.
12. Hussein Hashem (PhD), 2014, Project Title “Regularized and robust regression methods for high-dimensional data”.
13. Hamed Haselimashhadi (PhD), 2016, Project Title "Novel Regression Models for Dynamic and Discrete Response Data Under L1 and Differentiable Penalties" .
14. Hadeel kalktawi (PhD). 2017. Project Title ``Discrete Weibull Regression Model For Count Data’’.
15. Francisco Anes-Arteche (PhD), 2017 . Project Title `` Data Analysis for Improved Risk Assessment in Underground Pipelines’’. The winner of DEAN'S PRIZE FOR INNOVATION AND IMPACT.
16. Yang Hwei Tan (PhD), 2017, Project title: ``Statistical Methods for the Analyses of Corrosion Data for Integrity Assessments.
17. Xi, Liu, 2018 (PhD). Project title: `` Some New Developments for Quantile Regression’’.
18. Nik Nooruhafidzi Bin Muhd Noor (PhD), 2018-2021. Project Title: `` Statistical modelling and prediction of defects of buried pipelines based on ECDA data and associated factors.’’
19. Eduardo Anes-Arteche (PhD) 2019-- 2021`Risk assessment in Engineering'.
20. Sanna Soomro (PhD) 2020-2024: `Bayesian regression models beyon mean with applications'.
21: Yuanqi Chu (PhD) 2020--2023: `BQR for big data and COVID-19 data analsyis'.
22: Qikang Liao (PhD) 2024--- `Stochastic Process for Spatil-temporal data modelling'.