A. Thavaneswaran
Photo of A. Thavaneswaran

Professor

Office: 326 Machray Hall

Telephone: 204-474-8984

Personal Webpage

Research Interests

inference for stochastic processes, prediction, filtering, smoothing, nonlinear time series, empirical financial time series modelling, survival analysis

Sydney Collaboration

Please see this page.

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Mathematical Finance

2011 CMS Summer Meeting Org: Tahi Choulli and Alexander Melnikov (Alberta)

Takuji Arai (Koei, Tokyo), Hatem Ben-Ameur (HEC Montréal), Carole Bernard (Waterloo), Abel Cadenillas (Alberta), Robert Elliott (Calgary; Adelaide; Australia), Christoph Frei (Alberta), Matheus Grasselli (MacMaster), Cody Hyndman (Concordia), Alexey Kuznetsov (York), Nadia Massoud (York), Tom Salisbury (York), Martin Schweizer (ETH, Zurich), Anatoliy Swishchuk (Calgary), Aerambamoorthy Thavaneswaran (Manitoba).

Graduations

Congratulations to our May, 2012 graduates: Richard Gagnon (M.Sc.), Monica Sirski (Ph.D.), Jing Zhang (M.Sc.).

Events

International Workshop on New Advances in Statistics: Theory and Applications

News

Congratulations to our newly named Professors Emeriti, John Brewster and Smiley Cheng.

@StatsUMan

Mathematics Awareness Month, April 2012: Mathematics, Statistics, and the Data Deluge. http://t.co/mT2n7HZl

Congratulations to our newly named Professors Emeriti: John Brewster and Smiley Cheng!