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.
Applications of Stochastic Models
Bachelor of Mathematics and Computer Science with Bachelor of Finance (University of Adelaide)
Master of Philosophy
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.
Bean, N. G., Lewis A., & Nguyen G. (2019). Estimation of Markovian-regime-switching models with independent regimes. arXiv. arXiv:1906.07957v1.