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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
Publications
Invited talks, refereed proceedings and other conference outputs
Taylor, P., & Tafakori L.
(2016). A model for cell proliferation in a developing organism.
ANZIAM (Australia and New Zealand Industrial and Applied Mathematics).
Taylor, P., & Tafakori L.
(2016). A model for cell proliferation in a developing organism.
World Congress in Probability and Statistics.
Journal Articles
Tafakori, L., Pourkhanali A., & Rastelli R.
(2019). Measuring systemic risk and contagion in the European financial network.
arXiv. arXiv:1911.11488v1.
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
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
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
