Thomas Fung

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Thomas Fung

Associate Professor

 https://orcid.org/0000-0003-2601-0728
Calculated based on number of publications stored in Pure and citations from Scopus
20062025

Research activity per year

Personal profile

Biography

I am a Senior Lecturer in Statistics at the School of Mathematical & Physical Sciences, where I currently serve as Director of Education and Deputy Course Director for the BSc program. My research focuses on (integer-valued) time series analysis, extreme value theory, and financial modelling. I am particularly interested in complex data that deviate from traditional models, including those exhibiting dispersion, zero-inflation, skewness, and heavy-tailedness.

Research interests

(Integer-valued) Time Series Analysis

Flexible Regression

Conway-Maxwell Poisson (CMP) and related distributions

Variance-Gamma and related distributions

Extreme value theory

Teaching

In 2024, I am responsible for teaching and convening STAT1378 (Coding & Communication 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 broader community. I am a recently elected member of the International Statistical Institute (ISI) and the Summer School Officer for the International Association of Statistical Computing. I am a former President of the Statistical Society of Australia (SSA) NSW Branch. SSA is a national professional body that 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 the R Journal. 

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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  • 2 Organising a conference, workshop or event series
  • 2 Membership of an association
  • 1 Invited talk
  • 1 Presentation
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