Diversification failures and improved measures of uncertainty. The project aims to develop new statistical tools, applicable when the conventional paradigm that diversification reduces risk fails and when textbook approaches to risk quantification severely under-report risk. The new tools enhance our capacity to build and manage natural, social and human-made systems in uncertain environments. Our effective response to many threats including financial crises and natural events, depends on this c ....Diversification failures and improved measures of uncertainty. The project aims to develop new statistical tools, applicable when the conventional paradigm that diversification reduces risk fails and when textbook approaches to risk quantification severely under-report risk. The new tools enhance our capacity to build and manage natural, social and human-made systems in uncertain environments. Our effective response to many threats including financial crises and natural events, depends on this capacity. Thus, the expected benefits in the form of more reliable and robust risk analytics will accrue when they are most needed.Read moreRead less
Flexible Models and Methods for Longitudinal Data. The availability of increasingly large data sets offers the potential to improve understandings of many phenomena. However, without models for these phenomenon and methods to analyse the data generated by them, information contained in such data cannot be extracted. This project aims to advance statistical methods and models for analysing data that are collected on a large number of individuals at many time points. In particular, data collected ....Flexible Models and Methods for Longitudinal Data. The availability of increasingly large data sets offers the potential to improve understandings of many phenomena. However, without models for these phenomenon and methods to analyse the data generated by them, information contained in such data cannot be extracted. This project aims to advance statistical methods and models for analysing data that are collected on a large number of individuals at many time points. In particular, data collected from mobile phone applications will be used to understand the effect that training regimes have on cognitive functioning and how these effects vary with individual characteristics.Read moreRead less