Rate My Professor Darfiana Nur

Dr. Darfiana Nur is an Adjunct Senior Lecturer in the Department of Mathematics and Statistics within the School of Physics, Mathematics and Computing at The University of Western Australia. She obtained her BMath degree from Universitas Gadjah Mada, Indonesia in 1988, MSc (Research) from The University of Western Australia in 1993, and PhD in Statistics from Curtin University of Technology, Australia in 1999. After her doctorate, she served as a postdoctoral researcher at Queensland University of Technology from 1999 to 2001 and at The University of Newcastle from 2001 to 2003. She held an academic appointment at The University of Newcastle from 2003 to 2014, followed by a lecturer position at Flinders University in 2014, and a senior lecturer role at Curtin University starting in 2020, where she taught Statistics, Data Science, and Actuarial Science. In 2023, she joined The University of Western Australia as a senior lecturer.

Dr. Nur's research specializations include nonlinear time series analysis and modelling, with a focus on Smooth Threshold Autoregressive (STAR) models and regime switching volatility models. Her academic interests also encompass Bayesian Markov Chain Monte Carlo (MCMC) algorithms, DNA sequence modelling in bioinformatics, Bayesian Hidden Markov Models (HMMs) in genetics, and deep neural networks for nonlinear time series. Expertise keywords highlight time series modelling, Bayesian inference, machine learning, and deep learning. She has produced 23 journal publications, many in high-ranked statistics journals, 10 refereed conference papers, and 35 non-refereed conference papers. Key publications are 'Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and pure GARCH models' (2025, Computational Statistics, with Nasir et al.), 'Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model' (2024, Statistical Papers, with Nasir et al.), 'Adaptive LASSO with coordinate gradient descent algorithm for M-BEKK-ARCH(q) model' (2024, AIP Conference Proceedings, with Nasir et al.), and 'Bayesian inference of multivariate-GARCH-BEKK models' (2023, Statistical Papers, with Livingston). Dr. Nur has supervised seven PhD students to completion (two at Newcastle, four at Flinders, one at UWA), nine Masters by Coursework, and seven Honours students, underscoring her influence in statistical research and education.