Analysis of high frequency, high dimensional time series data

About the Project

Some stylized facts about the stock market like contagion and volatility is rolled out in understanding connectivity in brain signals. Stock market data is commonly analysed via time domain analysis while brain signals (EEG) are analysed using frequency domain. With implication to experiments with business decision-making measured quantitatively with instruments like EEG, this project will explore statistical inference/analysis of business decision-making.

Main Supervisor: Professor Erniel Barrios, Monash University

Associate Supervisors: Dr Nazirul Hazim A. Khalim, Dr Mogana Darshini Ganggayah

Funding Notes

Successful applicants will be awarded a Graduate Research Excellence Scholarship (GRES).

GRES recipients will receive a full tuition fee waiver and a monthly stipend for up to 3 years 6 months.

Eligibility:

To be eligible for GRES, you must possess a minimum academic qualification of First Class Honours (H1) or its equivalence (H1E) recognised by Monash University Malaysia and satisfy the English language requirements.