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- Laleh Tafakori
Dr Laleh Tafakori
Associate Investigator
RMIT University
I am currently a Lecturer in Statistics in the Mathematical Sciences at RMIT University and I have honorary position in the school of Mathematics and Statistics at the University of Melbourne.You can find out more in
http://site-1396081-6825-9861.strikingly.com/
Research Interests:
Applied probability
Applied statistics
Dependence modelling via copulas
Extreme value theory
Financial Econometrics
Mathematical statistics
Time series modelling
Projects
Prizes, awards and special recognition
2018
ECR Global Mobility Award was awarded to Laleh Tafakori. Awarded from the University of Melbourne.
Publications
Invited talks, refereed proceedings and other conference outputs
Taylor, P., & Tafakori L.
(2016). A model for cell proliferation in a developing organism.
World Congress in Probability and Statistics.
Taylor, P., & Tafakori L.
(2016). A model for cell proliferation in a developing organism.
ANZIAM (Australia and New Zealand Industrial and Applied Mathematics).
Journal Articles
Stephenson, A. G., Saunders K., & Tafakori L.
(2018). The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles.
Extremes. 21(3), 477 - 484. doi: 10.1007/s10687-018-0321-0
Tafakori, L., Pourkhanali A., & Nadarajah S.
(2018). A new lifetime model with different types of failure rate.
Communications in Statistics - Theory and Methods. 47(16), 4006 - 4020. doi: 10.1080/03610926.2017.1367811
Manner, H., Fard F. Alavi, Pourkhanali A., & Tafakori L.
(2018). Forecasting the Joint Distribution of Australian Electricity Prices using Dynamic Vine Copulae.
Energy Economics. doi: 10.1016/j.eneco.2018.10.034
Kiriliouk, A., Segers J., & Tafakori L.
(2018). An estimator of the stable tail dependence function based on the empirical beta copula.
Extremes. 21(4), 581 - 600. doi: 10.1007/s10687-018-0315-y
Tafakori, L., Pourkhanali A., & Fard F. Alavi
(2018). Forecasting spikes in electricity return innovations.
Energy. 150, 508 - 526. doi: 10.1016/j.energy.2018.02.140
Karami, A., & Tafakori L.
(2017). Image denoising using generalised Cauchy filter.
IET Image Processing. 11(9), 767 - 776. doi: 10.1049/iet-ipr.2016.0554
Tafakori, L., & Soltani A.. R.
(2017). A note on the Cauchy-type mixture distributions.
Journal of Statistical Computation and Simulation. 87(9), 1901 - 1910. doi: 10.1080/00949655.2017.1296440
Pourkhanali, A., Kim J-M., Tafakori L., & Fard F. Alavi
(2016). Measuring systemic risk using vine-copula.
Economic Modelling. 53, 63 - 74. doi: 10.1016/j.econmod.2015.11.010
