Curriculum Vitae: Professor Rodney Wolff

Curriculum Vitae

Current Appointment

Professor of Statistics, School of Economics and Finance, Queensland University of Technology, from 2005

Previous Appointments

• Associate Professor, School of Economics and Finance, Queensland University of Technology, 2003-2005
• Senior Lecturer, Department of Mathematics, The University of Queensland, 2001-2003
• Foundation Student Ombudsman, Queensland University of Technology, 1999-2002
• Senior Lecturer, School of Mathematical Sciences, Queensland University of Technology, 1995-2001
• Lecturer, Department of Statistics, University of Glasgow, 1991-1995

Academic Qualifications

• Doctor of Philosophy, 1994. Magdalen College, Oxford, within the University of Oxford. Some Statistical Aspects of Chaos and Dimension, supervised by Professor Sir David Cox, FRS, FBA.
• Bachelor of Science with First Class Honours in Mathematics, 1987, and University Medal, 1988. The University of Queensland.

Professional Qualifications

• Chartered Statistician, 2007. Professional accreditation by the Royal Statistical Society.

Awards and Honours

• Dean’s Award for Excellence in Research, Faculty of Business, QUT, 2004, with $3,000 grant.
• Visiting Senior Research Fellowship, Jesus College, Oxford, 2002-2003.
• Apgar Prize for Excellence in Teaching, Magdalen College, Oxford, 1991, with £500 grant.
• Shell Company of Australia Postgraduate Scholarship (Science/Engineering), 1987.

Research Organisations

• Australian Research Council Australian Reader, Social, Behavioural and Economic Sciences panel, from 2004.
• National Centre for Econometrics Research, Foundation board member and program leader, from 2006.
• Australian Research Financial Integrity Network, foundation co-chief investigator and consultative committee member, from 2005.
• Australian Centre for Business Research, financial econometrics strand director, 2004-2006.

Editorships

• Associate Editor, Computational Statistics, from 2005.
• Editor, Bernoulli News, 2002-2005.
• Guest Editor, Statistics and Computation, Special Issue on Chaos, 2001.
• Associate Editor, Australian and New Zealand Journal of Statistics, 1998-2001.
• Associate Editor, Journal of the Royal Statistical Society Series B, 1994-1998.

Invited University and Learned Society Seminars

• 2007: Ecole Normale Supérieure de Cachan, Paris; Monash U; Southwestern U Finance and Economics, Chengdu; U Electronic Science and Technology of China.
• 2005: London Sch of Economics; U Warwick; U Hong Kong; Ecole Normale Supérieure de Cachan, Paris; Humboldt U Berlin; National U of Samoa.
• 2004: Charles U, Prague; Macquarie U.
• 2003: U Oxford; U Liverpool; U Southampton; U Glasgow; U Birmingham; Ecole Normale Supérieure de Cachan, Paris.
• 2001: U Leonard da Vinci, Paris.
• 2000: Colorado State U.
• 1998: Ecole Nationale de la Statistique et de l'Administration Economique; U Heidelberg; U Hong Kong; U Padova.
• 1997: UNSW.
• 1996: U Sydney; U Capetown; U Pretoria; U Natal, Pietermaritzburg; Ecole Nationale de la Statistique et de l'Administration Economique, Paris; Kyushu U.
• 1995: European Business School, U Wales; Heriot-Watt U; Napier U; Bristol U; UQ; QUT.
• 1994: Royal Statistical Society (Northern Ireland Local Group); U Kent at Canterbury; UNSW; UQ; Statistical Society of Australia (Qld Branch).
• 1993: U Washington; Australian National Univ; UNSW; UQ; QUT; U Liverpool; Groningen U; Humboldt U zu Berlin; U Catholique du Louvain.
• 1992: Statistical Society of Australia (Qld Branch); QUT; UQ; ANU; U Warwick; U Strathclyde; U Lancaster.
• 1991: North British Probability Group; U Oxford; Queen Mary and Westfield College, U London; U Kent at Canterbury; U Cambridge; U Salford.
• 1990: U Sheffield.

Visiting Professorships and Fellowships

• Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, Sep 2007, one week.
• Ecole Normale Supérieure de Cachan, Paris, Département Economie et Gestion, Jul 2006 and Mar 2007, total one month.
• Humboldt Universität zu Berlin, Centre for Applied Statistics and Econometrics, Dec 2005, two weeks.
• University of Cambridge, Isaac Newton Institute for Mathematical Sciences, Jan 2005, one month.
• London School of Economics, Department of Statistics, Jan 2005, one month.
• Humboldt Universität zu Berlin, Centre for Applied Statistics and Econometrics, Feb 2005, one week.
• Jesus College, Oxford, Oct 2002, one year.
• University of Oxford, Department of Statistics, Nov 2002, eight months.
• Ecole Normale Supérieure de Cachan, Paris, Département Economie et Gestion, Nov 2002, one month.
• Ecole Nationale de la Statistique et de l’Administration Économique (ENSAE), Paris, Jan 2001, one month.
• Colorado State University, Department of Statistics Sep 2000, two weeks.
• Australian National University, Centre for Mathematics and Its Applications, Jan 2000, two weeks.
• Ecole Nationale de la Statistique et de l’Administration Économique (ENSAE), Paris, Oct 1998, one month.
• University of Birmingham, Department of Statistics, Sep 1998, one week.
• Universita di Padova, Dipartimento di Scienze Statistiche, Sep 1998, one week.
• Australian National University, Centre for Mathematics and Its Applications, Jul 1997, two weeks.
• Ecole Nationale de la Statistique et de l’Administration Économique (ENSAE), Paris, Mar 1997, one month.
• Balliol College, Oxford (Snell Visiting Fellow), Apr 1994 two months.
• University of Cambridge, Isaac Newton Institute of Mathematical Sciences (Short-term Visitor on Epidemics Program), Jun 1993, one week.
• Humboldt Universität zu Berlin, Centre for Applied Statistics and Econometrics, Apr 1993, one month.
• Université Catholique du Louvain, Laboratoire Statistique, Mar 1993, one month.
• Australian National University, Centre for Mathematics and Its Applications, Jul 1992, two months.
• QUT, School of Mathematics, Sep 1992, one month.

Invited Conference Presentations

• Australian Mathematical Sciences Institute Workshop on Recent Advances in Asymptotic Probability and Statistics, Sydney, Dec 2007. (Invited Speaker.)
• Financial Integrity Research Network Symposium on Correlation and Copulas, Melbourne, Sep 2007. (Invited Speaker.)
• 56th Session of the International Statistical Institute, Lisbon, Aug 2007. (Invited Speaker.)
• International Workshop on Intelligent Finance II, Chengdu, Jul 2007. (Keynote Speaker.)
• Terrapinn Conference on Enterprise-wide Risk Management, Sydney, Apr 2005. (Plenary Speaker.)
• 1st International Workshop on Intelligent Finance, Melbourne, Dec 2004. (Featured Speaker.)
• Australian Economics and Business PhD Students Conference, Nov 2004. (Invited Discussant.)
• International Institute of Research Conference on Credit Risk, Sydney, Sep 2004. (Plenary Speaker.)
• International Symposium on Forecasting 2004, Sydney, Jul 2004.
• Econometrics Society of Australasia Meeting 2004, Melbourne, Jul 2004.
• 1st New Zealand Time Series Conference, Christchurch, Dec 2003. (Plenary Speaker.)
• 3rd Hakata Symposium on Statistics, Fukuoka, Dec 2003. (Plenary Speaker.)
• International Institute of Research Conference on Credit Risk, Sydney, Oct 2003.
• 39th Gregynog Statistical Conference 2003, Wales, Apr 2003. (Plenary Speaker.)
• Queensland ANZIAM Conference 2002, Gold Coast, Aug 2002. (Plenary Speaker.)
• Econometric Society Australasian Meeting 2002, Brisbane, Jul 2002.
• 3rd Australasian Ombudsman Conference 2002, Brisbane, Feb 2002. (Plenary Speaker.)
• 11th IEEE Workshop on Statistical Signal Processing, Singapore, Aug 2001. Invited paper for a special session on Re-sampling and Monte Carlo Methods for Statistical Signal Processing.
• NBER/NSF Time Series Seminar, Denver, Sep 2000.
• International Conference for Ombudsmans, San Francisco, Jun 2000.
• Young Statisticians' Conference, Canberra, Aug 1998. (Plenary Speaker.)
• Isaac Newton Institute of Mathematical Sciences, University of Cambridge, Workshop on Statistics and Dynamical Systems, Sep 1998. (Plenary Speaker.)
• NOLTA'98: International Conference on Non-linear Theory and Applications, Crans, Sep 1998.
• Indian Statistical Institute / Bernoulli Society, International Conference on Recent Advances in Statistics and Probability, Calcutta, Dec 1997. (Plenary Speaker.)
• Royal Statistical Society Workshop on Epidemics, Isle of Skye, Apr 1997. (Plenary Speaker.)
• Hewlett-Packard Conference on Automated Analysis of Driven Non-linear and Stochastic Systems, Bristol, Jan 1997.
• International Workshop on Parametric and Non-parametric Methods for Dynamical Systems, Fukuoka, Oct 1996. (Plenary Speaker.)
• 4th World Congress of the Bernoulli Society, Vienna, Aug 1996.
• 13th Australian Statistical Congress, Sydney, Jul 1996.
• Open University Conference on the Bootstrap, Milton Keynes, Dec 1994. (Plenary Speaker.)
• Royal Society Meeting on Chaos and Forecasting, London, Mar 1994. (Plenary Speaker.)
• NBER/NSF Time Series Seminar, Vienna, Oct 1993.
• Joint Statistical Societies' Meeting, San Francisco, Aug 1993.
• 29th Gregynog Statistics Conference, Wales, Apr 1993. (Plenary Speaker.)
• New Directions in Time Series Workshop, Heidelberg, Jun 1992.
• Seminaire Europeéne de Statistique: Chaos and Networks, Sandbjerg and Aarhus, Apr 1992.
• Royal Statistical Society One-Day Meeting on Chaos, London, Oct 1991. (Plenary Speaker.)
• 19th European Meeting of Statisticians, Barcelona, Sep 1991.
• Workshop on Non-linear Time Series and Chaos, Edinburgh, Jun 1989.

Refereeing

• Journals. Annals of Statistics; Australian and New Zealand Journal of Statistics; Biometrics; Biometrika; Computational Statistics; Computational Statistics and Data Analysis; Econometrica; Economics Letters; IEEE Transactions on Signal Processing; Journal of Applied Probability; Journal of the American Statistical Association; Journal of Statistical Planning and Inference; Journal of the Royal Statistical Society Series A; Journal of the Royal Statistical Society Series B; Journal of the Royal Statistical Society Series C; Journal of Time Series Analysis; Medical Journal of Australia; Philosophical Transactions of the Royal Society Series A; Statistica Sinica; Statistics and Computing.
• Grant Agencies. Australian Research Council Discovery/Large Projects Grants; Australian Research Council Linkage Projects Grants; Australian Research Council Small Grants; ERASMUS Large Grants, EU; Medical Research Council Large Grants, UK; National Science Foundation Large Grants, USA.

Thesis Examination

• Dr Mei Ying Boon, University of New South Wales, linear and non-linear analysis in vision science, 2006.
• Dr Abdou Ka Diongue, Ecole Normale Supérieure de Cachan, electricity price modelling, 2005 [by viva voce exam].
• Dr Ryan Suleman, PhD, Ecole Normale Supérieure de Cachan, financial contagion, 2003 [by viva voce exam, chair of panel].
• Dr Jérôme Collet, PhD, Université de Reims, long memory processes, 2003 [by viva voce exam].
• Dr Sophie Ladoucette, PhD, Ecole Normale Supérieure de Cachan, long memory processes, 2002 [by viva voce exam].
• Dr Devin Kilminster, PhD, Markov models for chaotic systems, University of Western Australia, 2002.
• Dr Ludovic Mercier, PhD, Université Paris IX Dauphine, non-parametric models for chaotic systems, 1998 [by viva voce exam].
• PhD, University of Western Australia, measurement in chaotic systems, 1998.
• Dr Xiaokun Zhu, PhD, University of Glasgow, image analysis, 1995 [by viva voce exam].
• MPhil, University of Wales, epidemics, 1993.

Professional Societies

• Royal Statistical Society. Fellow since 1989. Research Section committee, 1992-1995. Associate Editor of Journal of the Royal Statistical Society Series B, 1994-1998.
• Statistical Society of Australia. Member, 1989-2003. National Councillor, 1996-2000. Queensland Branch: Membership Secretary, 1995-1996; Branch Secretary, 1996-1998; President, 1999-2000; Branch Councillor, 1995-2003. Associate Editor Australian and New Zealand Journal of Statistics, 1998-2001. Created and maintained "anzstat" bulletin and discussion board for the Australasian statistical community (and wider), 1995-2003.
• Econometric Society. Member since 2003.
• University and College Ombudsman Association. Associate member and member of its Professional Development Committee, 2000- 2001.
• Australasian Ombudsman and Deans of Students Association. Foundation member, 2000-2002.

Conference Organisation

• NCER Workshop on Non-linear and Complex Systems Analysis 2007, Brisbane. Chair.
• 2nd International Workshop on Intelligent Finance 2007, Chengdu. Program Committee.
• 55th Meeting of the International Statistical Institute 2005, Sydney. Chair of Special Invited Session on Statistical Aspects of Financial Risk and Copulas.
• Conference on Statistics in Business 2005, Cairns. Chair of Special Invited Session on Non-parametric Methods for Computing Financial Risk.
• Econometric Society of Australasia Meeting 2004, Melbourne. Chair of Special Invited Session on Long Memory in Econometrics.
• International Symposium on Forecasting 2004, Sydney. Chair of Special Double Session on Forecasting in Dynamical Systems.
• Workshop on Forecasting 2004, QUT, Brisbane. Chair.
• Econometric Society of Australasia Meeting 2002, Brisbane. Chair and speaker, Special Invited Session on Heavy Tails.
• 3rd Australasian Ombudsman Conference 2002, Brisbane. Program and local organisation chair.
• University and College Ombuds Association Conference 2001, New York. Member of professional development committee organising the pre-conference workshops
• National Mathematics Symposium on Time Series and Applied Probability 2000, Canberra. Program chair.
• 15th Australian Statistical Conference 2000, Adelaide. Organiser of Invited Session on Applied Time Series.
• 14th Australian Statistical Conference 1998, Gold Coast. Local organising committee.
• Biostatistics Day 1998, Toowoomba. Organiser of one-day meeting of Statistical Society of Australia Queensland Branch on biostatistics.
• National Mathematics Symposium 1996, Canberra. Program chair.
• Time Series Workshop 1996, Brisbane. Organiser of and speaker at half-day meeting for the Statistical Society of Australia Queensland Branch.
• IMS Meeting 1995, Beijing. Invited session organiser and speaker.
• CIBA Foundation Meeting on Chaos 1993, London. Meeting chair and organiser.
• UK Young Statisticians' Meeting 1992, University of Glasgow. Program and organisation chair.