• 68 Citations
  • 6 h-Index
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Personal profile


I am a Senior Lecturer in the Department of Mathematics and Statistics. My research interests include (integered-value) time series analysis, extreme value theory and financial modelling. My research is motivated by complex data that exhibit deviations from an assumed model, such as dispersion, zero-inflation, skewness and heavy-tailedness. 



Research interests

(Integered-valued) Time Series Analysis

Flexible Regression

Conway-Maxwell Poisson (CMP) and related distributions

Variance-Gamma and related distributions

Extreme value theory


In 2019, I am responsible for teaching and convening STAT278 (Computer Simulation), STAT778/878 (Modern Computational Statistical Methods) and STAT721/821 (Multivariate Analysis). I also teach on STAT150 (Business Statistics) and STAT700 (Research Frontiers in Statistics).

Research student supervision

I routinely supervise both postgraduate coursework (BCA and MAppStat) and postgraduate research students interested in topics boradly related to my field of research. Feel free to get in touch if you are interested in working on a project with me.

Some potential projects for postgraduate resaerch students:

  • Semiparametric Generalised Linear Models for Serially-Dependent Data;
  • Summarising climate and air quality data: a Sydney case study;
  • Application of the Conway-Maxwell-Poisson (CMP) distribution.

The title of a selection of current and past postgraduate research projects:

  • An Extension of Model Selection Curves Framework to Accelerated Failure Time Models;
  • Observation driven Conway-Maxwell-Poisson (CMP) time series models. 

The title of a selection of past postgraduate coursework projects:

  • Prediction of daily maximum ozone concentrations from ozone precursors and meteorological conditions using Multiple Linear Regression and Generalized Linear Model;
  • Analysing the Impact of Lockout Law on Alcohol-Related Assaults in NSW Using GLARMA Model;
  • Estimation of Skew Models in WinBUGS and Stan;
  • Modelling high frequency financial time series by the decomposition model;
  • Modelling and Predicting Stocks Price with ARMA-GARCH Model;
  • Fixed Form Variational Bayes Posterior Estimation through Regression – Review and Discussion;
  • A Study on Pricing Motor Compulsory Third party LiabilityInsurance in China using GLM techniques.
  • Skew Brownian Motion and Pricing European Options.


Community engagement

I am actively engaged with the wider community. For example, I am Vice-President for the Statistical Socierty of Australia NSW Branch, a national professional body aims to further the study, application and good practice of statistical theory and methods in all branches of learning and enterprise. I am one of the Associate Editors for the Australian and New Zealand Journal of Statistics and I also review articles for a number of other journals on a regular basis.

Education/Academic qualification

Statistics, PhD, University of Sydney

… → 2010

Statistics, B.Sc (Advanced Mathematics) Honours Class 1, University of Sydney

… → 2006

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Projects 2012 2018

Research Outputs 2006 2019

  • 68 Citations
  • 6 h-Index
  • 15 Article
  • 2 Conference proceeding contribution
  • 2 Software
  • 1 Conference paper

mpcmp: Mean-parametrized Conway-Maxwell Poisson Regression

Fung, H-T., Alwan, A., Wishart, J. & Huang, A., Mar 2019

Research output: Non-traditional research outputSoftwareResearch

Quantile function expansion using regularly varying functions

Fung, T. & Seneta, E., 1 Dec 2018, In : Methodology and Computing in Applied Probability. 20, 4, p. 1091-1103 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Regularly Varying Function
Tail Dependence
Quantile Function

Tail asymptotics for the bivariate skew normal

Fung, T. & Seneta, E., 1 Feb 2016, In : Journal of Multivariate Analysis. 144, p. 129-138 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Tail Asymptotics
Normal distribution
Tail Dependence
Skew-normal Distribution

Model selection curves for survival analysis with accelerated failure time models

Karami, J. H., Luo, K. & Fung, T., 2015, 60th ISI World Statistics Congress: proceedings. The Hague, The Netherlands: International Statistical Institute, p. 2642-2647 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Accelerated Failure Time Model
Survival Analysis
Model Selection