Boris Choy

Boris Choy is an Associate Professor at The University of Sydney Business School, where he is affiliated with the Department of Business Statistics. His research interests include robust statistical analysis of financial time series and insurance data, with a focus on heavy-tailed distributions using Bayesian computational methods and scale-mixture density representations. His work applies to GARCH and stochastic volatility models in finance and premium calculation and loss reserve prediction in insurance. He has published in leading journals such as the Journal of the Royal Statistical Society: Series B and Insurance: Mathematics and Economics. Choy is a Co-Lead of the Time Series and Forecasting Research Group and has served as Chair or Co-Chair of the Time Series and Forecasting Symposium series since 2017.

Boris Choy is a researcher at the University of Sydney with expertise in Bayesian Statistics, Actuarial Science, and Econometrics. His work focuses on statistical modeling, particularly in the context of Bayesian methods, with applications in econometric analysis and robust statistical inference. He has published extensively on topics such as scale mixtures of distributions, stochastic volatility models, and Bayesian sampling techniques. His research also explores the economic implications of land renting-in and agricultural productivity in rural China. Choy's contributions span both theoretical and applied statistics, with an emphasis on developing robust models for real-world data analysis.