Organisers:
Pavel Krupskiy (University of Melbourne)
Tingjin Chu (University of Melbourne)
Laleh Tafakori (RMIT University)
Bouchra Nasri (University of Montreal)

Program Description: 
The goal of this research program is to bring together a large group of internationally recognized experts, as well as early career researchers, working in different areas of multivariate dependence modelling to exchange ideas. This research program will also help consolidate collaborations for interdisciplinary researches.

The topics of interest to be discussed include recent advances in copula modeling and construction of flexible distributions for multivariate non-Gaussian data, with applications in actuarial and environmental science and finance, e.g., modeling a probability of default for a credit portfolio. Another important topic is modeling data with spatio-temporal dependence and time series data. Applications include modeling environmental data such as pollution levels in a certain geographical region, or predicting geo-hazard events, such as major landslides. A third topic deals with multivariate extremes, very rare events that affect large areas and may have a very significant impact on environment and economy, such as prolonged draughts or severe floods. Another very important topic is weather and climate modeling, including improved short-term and long-term forecasts. Other interesting topics include applications in astronomical sciences, variable selection methods and Bayesian methods for big data.

Program Structure:
 

Click here for talk titles and abstracts

Participant List:
Gery Geenens (University of New South Wales)
Clara Grazian (University of Sydney)
Mohamed Chaouch (Qatar University)
Hans Manner (University of Graz)
Harry Joe (University of British Columbia)
Ying Chen (National University of Singapore)
Arnab Hazra (Indian Institute of Technology Kanpur)
Guilherme Ludwig (University of Campinas, Brazil)
Rachael Quill (State Electricity Commission Victoria, Weatherzone)
Yan Wang (RMIT University)
Jaehong Jeong (Hanyang University)
Jenny Wadsworth (Lancaster University)
Guoqi Qian (University of Melbourne )
Huiyan Sang (Texas A&M University)
Radu Craiu (University of Toronto)
Luciana Dalla Valle (University of Exeter )
Kate Saunders (Monash University)
Elif Acar (University of Manitoba)
Bouchra Nasri (University of Montreal)
Bruno Remillard (HEC Montreal)
Dietrich von Rosen (Linköping University)
Grace Y. Yi (Western Ontario University)
Wenqing He (Western Ontario University)
Sévérien Nkurunziza (University of Windsor)
Archer Yang (McGill University)
Karim Oualkacha (Université du Québec à Montréal)
Bahareh Ghanbari (RMIT University)
Pavel Krupskiy (University of Melbourne )
Laleh Tafakori (RMIT University)
Jarryd Chapman (Monash University)
Tingjin Chu (University of Melbourne )
Xueming Li (University of Melbourne )
Haibo Li (University of Melbourne )
Jialing Han (University of York)
Xiaoting Li (University of British Columbia)
Thong Nguyen-Huy (University of Southern Queensland)
LuYi Shen (University of Melbourne )
Reza Nosratpour (RMIT University)
Michael Smith (Melbourne Business School/UoM)
Lin Deng (University of Melbourne)

Registration:

• Registration is now closed
• Registration is by invitation only. If you are interested to participate in this research program, please contact one of the organisers with your CV and research background.
• Arrival date: 21 July 2024

ASSOCIATED EVENTS
MATRIX Wine and Cheese Afternoon 23 July 2024
On the first Tuesday of each program, MATRIX provides a pre-dinner wine and cheese afternoon. Produce is locally-sourced to showcase delicacies from the region.