• 71 Citations
  • 6 h-Index

Research output per year

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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), STAT270 (Applied Statistics). I also teach on STAT170 (Introductory Statistics), STAT811 (Generalized Linear Model) 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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Research Outputs

  • 71 Citations
  • 6 h-Index
  • 17 Article
  • 2 Conference proceeding contribution
  • 2 Software
  • 1 Conference paper

Statistics: your ticket to anywhere

Bilgin, A. A. B., Bulger, D. & Fung, T., Feb 2020, In : Statistics Education Research Journal. 19, 1, p. 11-20 10 p.

Research output: Contribution to journalArticle

Open Access
  • mpcmp: Mean-parametrized Conway-Maxwell Poisson Regression

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

    Research output: Non-traditional research outputSoftware

    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 journalArticle

  • 1 Citation (Scopus)

    An Investigation of survival following ovarian cancer

    Karami, J. H., Luo, K., Fung, T., Carter, J. & Ding, Z., 23 Mar 2017, In : Malaysian Journal of Medical and Biological Research. 4, 1, p. 27-34 8 p.

    Research output: Contribution to journalArticle

    Open Access
  • 4 Downloads (Pure)