Mr Angus Lewis
Masters Student (research)
The University of Adelaide
I completed my Bachelor of Mathematics and Computer Science with Bachelor of Finance, majoring in applied probability and statistics, at the University of Adelaide in July 2016. I became interested in mathematics research thanks to the AMSI summer research project for undergraduate students, and hence went on to complete a Master of Philosophy degree at Adelaide with the thesis titled 'Inference of Markovian-regime-switching models with application to South Australian electricity prices'. I am currently a PhD candidate at Adelaide under the supervision of Dr Giang Nguyen and Prof Nigel Bean.
Research Interests:
Applications of Stochastic Models
Financial Econometrics
Markov chain
Mathematical statistics
Stochastic Processes
Qualifications:
Bachelor of Mathematics and Computer Science with Bachelor of Finance (University of Adelaide)
Master of Philosophy
Publications
Invited talks, refereed proceedings and other conference outputs
Bean, N. G., Lewis A., & Nguyen G.
(2017). Regime-switching models for electricity pricing in SA market.
INFORMS Applied Probability Society.
Journal Articles
Bean, N. G., Lewis A., & Nguyen G.
(2019). Estimation of Markovian-regime-switching models with independent regimes.
arXiv. arXiv:1906.07957v1.