Professor Wirjanto is an Affiliated Faculty Member from the Department of Statistics and Actuarial Science.
Research interests
Professor Wirjanto's research interests lie in the intersection between statistics and econometrics. In particular he conducts research in the field of financial time series with a focus on volatility modeling/forecasting and financial risk management, and in the field of financial mathematics with a focus on portfolio optimization in a high-dimensional setting and on global climate change risks.
Education/biography
Professor Wirjanto is trained in econometrics/statistics at Queen’s University at Kingston. Prior to joining Department of Statistics & Actuarial Science and School of Accounting & Finance (in a joint appointment) in 2009, he was a professor of econometrics at the Department of Economics at UW. He serves on the editorial boards for a number of academic journals such as Austin Statistics, Econometrics, Journal of Mathematical Finance, Journal of Risk and Financial Management and Mathematical Finance Letters.