Associate Professor Hanlin Shang

Ph.D. Monash University
Associate Professor of Statistics
ANU College of Business and Economics
T: 61-2-61250535

Areas of expertise

  • Applied Statistics 010401
  • Demography 1603
  • Insurance Studies 150204

Research interests

  • Functional data analysis
  • Nonparametric and semiparametric statistics
  • Bayesian econometrics
  • Computational statistics
  • Demographic forecasting
  • Actuarial studies
  • Empirical finance
  • Operations research

Biography

Education

  • Ph.D. in Statistics at Department of Econometrics & Business Statistics, Monash University in 2010 
  • Bachelor with first class honours in Statistics at Department of Mathematics & Statistics, La Trobe University in 2006
Appointment 
  • Research Fellow at ESRC Centre for Population Change, University of Southampton (1/2013-12/2013)
  • Research Fellow at Department of Econometrics & Business Statistics, Monash University (7/2010-12/2012)

Visiting Experience

  • Department of Child & Adolescent Psychiatry, New York University (7/2013)
  • Mailman School of Public Health, Columbia University (8/2013; 4/2018)
  • Cass Business School, City, University of London (6/2014; 12/2015; 6/2018)
  • Institute of Statistical Science, Academia Sinica, Taipei (12/2014)
  • ESRC Centre for Population Change, University of Southampton (12/2015; 6/2017; 7/2018)
  • Department of Statistics, Colorado State University (1/2017; 2/2018)
  • Department of Statistical Science, Cornell University (3/2018)
  • United Nations Population Division (3/2018)
  • Department of Statistics & Actuarial Science, University of Waterloo (4/2018)
  • Department of Statistics & Actuarial Science, Simon Fraser University (5/2018)
  • Department of Mathematics, University of York (5/2018)

Editorial Board

  • Editor, Australian and New Zealand Journal of Statistics (7/2019-)
  • Associate Editor, Journal of the Royal Statistical Society: Series A (1/2019-)
  • Associate Editor, Computational Statistics (1/2019-)
  • Associate Editor, Journal of Computational and Graphical Statistics (1/2017-)
  • Associate Editor, Australian and New Zealand Journal of Statistics (1/2017-6/2019)
Grants & Awards
  • 2017: ARC Discovery Project, DP170102468
  • 2016, 2017: Research School of Social Science Cross-College Grant
  • 2017: IUSSP Travel Grant
  • 2016: SOA Travel Grant
  • 2013: IIF Travel Grant
  • 2010: Mollie Holman Doctoral Medal, Monash University

Researcher's projects

  • Functional time series forecasting
  • Functional regression models
  • Demographic forecasting

Available student projects

  • Demographic forecasting
  • Functional data analysis

Current student projects

Dr Jasmine Ha, postdoc project, titled "Overcoming the problems of inconsistent migration data in the Asia Pacific", 2018/July - 2020/June

Ms Yuan Gao, Ph.D. project, titled "Multivariate functional time series forecasting", 2015/April - present (to be an Associate Lecturer at the ANU)

Mr Yang Yang, Ph.D. project, titled "Functional financial time series analysis", 2016/February - present 

Mr Chen Tang, Ph.D. project, titled "Functional time series clustering and forecasting", 2016/March - present

Ms Ruofan Xu, honours project, titled "Spatio-temporal functional data", 2019/February - 2019/December 

Past student projects

Mr Antonio Elias Fernandez, visiting Ph.D. student from Universidad Carlos III de Madrid, 2018/November - 2019/April

Mr Philip Drummond, Ph.D. project from 2014/February to 2018/July, titled "Liquidity dynamics in equity markets" (now a Lecturer at Department of Banking and Finance at Monash University)

Mr Qibin Zhu, Honours project, titled "Limiting theories of the individual-specific and high-dimensional lasso estimator for the multi-factor panel data model" 

Mr Yang Yang, Honours project, titled "Modelling high frequency data with long memory and structural change" (now is a PhD candidate at the Research School of Finance, Actuarial Studies and Statistics, ANU)

Dr Huan Lin, 2014 Summer vacation scholarship project, titled "Improving population forecasts through model averaging" (received PhD at the School of Mathematics and Statistics, UNSW and a foundation fellow at the University of Melbourne)

Publications

Projects and Grants

Grants information is drawn from ARIES. To add or update Projects or Grants information please contact your College Research Office.

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Updated:  11 December 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers