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Professor of Statistics in the George R. Brown School of Engineering
 

Students

I have had the privilege to work with many amazing students, from freshman to post-docs, since joining the Rice faculty in 1987. A list of doctoral dissertations I have directed can be found through our department website listing dissertations. Simply select my name as advisor on the pull down menu in the upper right corner.

Emilian Vankov completed his Ph.D. under my direction in May of 2016. He is currently a post-doctoral fellow at the Baker Institute for Public Policy and we continue to work together. My current doctoral students working in statistical finance are, Yu Han, Mark Ginley, Oleg Melnikov and Kim Raath. I am working with Julia Schedler on spatial statistics for environmental epidemiology. Oleg is also assisting with environmental research. Roughly their work breaks down to the following topics:

  • Kim Raath, Directing, The Water-Energy Nexus and Commodity Pricing
  • Julia Schedler, Directing. Space-time modeling for environmental epidemiology.
  • Yu Han, Directing. The Role of News in Oil Futures Markets. Targeted completion 12/2016.
  • Matthew Ginley, Directing. Gaussian Process Models for Probability of Corporate Default. Targeted completion 12/2016.
  • Oleg Melnikov, Directing. Dynamic PCA and NMF with applications in finance and the environment. Targeted completed 5/2017.
  • Emilian Vankov, Directed. Estimation and Filtering for Processes with Intractable Likelihoods. Graduated 5/2016.

I am also currently serving on several doctoral committees with a stronger collaboration with my colleague Michael Schweinberger in his direction of Sergii Babkin.

  • Sergii Babkov, Time dependent graphical models for high-dimensional time series; applications in finance, energy and the environment. Directed by M. Schweinberger.
  • Robert Kosar, Skewers ‘n Such. Directed by D. W. Scott
  • W. Duncan Wadsworth. Directed by M. Vannucci.
  • John Nagorski. Directed by G. Allen.

A full list of all graduate students whose research I have directed is available on my curriculum vitae.