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Editorial responsibilities
Recent publications
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Computer Software
mathStatica 2.7
- Computational / symbolic engine
for mathematical statistics
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Books
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Refereed Papers - Math / Stats
- Computational Statistics, in Lovric, M. (ed.)
International Encyclopedia of Statistical Science, Springer-Verlag, 2011, 160-166
 Download (.pdf)
- Bivariate Distributions, in Lovric, M. (ed.)
International Encyclopedia of Statistical Science, Springer-Verlag, 2011, 276-279
- Radical Narcissistic Numbers
Journal of Recreational Mathematics, 33(4), 2004-2005, 250-254.
- Computational Order Statistics
The Mathematica Journal, 9(4), 2005, 790-802. [ with M.D. Smith ]
Download (.pdf)
- Symbolic maximum likelihood estimation with Mathematica
Journal of the Royal Statistical Society, Series D: The Statistician, 49(2), 2000, 229-240. [ with M.D. Smith ]
Download (.pdf)
- Random number generation for discrete variables
Mathematica in Education and Research, Springer-Verlag, 6(3), Summer 1997, 22-26. [ with M.D. Smith ]
- Random[Title]: Manipulating probability density functions, in Varian, Hal (ed.)
Computational Economics and Finance, Springer-Verlag, 1996. [ with M.D. Smith ]
- The multivariate Normal distribution
The Mathematica Journal, 6(1), Winter 1996, 32-37. [ with M.D. Smith ]
- The Finance Pack: a review
Mathematica in Education and Research, Springer-Verlag, 3(3), Summer 1994, 63-67.
- Bounded and unbounded stochastic processes, in Varian, Hal (ed.)
Economic and Financial Modelling with Mathematica, Springer-Verlag, 1993.
Refereed Papers - Economics
- The I-r hump: irreversible investment under uncertainty
Oxford Economic Papers, 52(3), July 2000, 626-636.
Download (.pdf)
- A statistical identity linking folded and censored distributions (with application to exchange rate target zones)
Journal of Economic Dynamics and Control, 19(8), November 1995, 1391-1403.
Download (.pdf)
- Equilibrium and adverse selection
Rand Journal of Economics, 24(4), Winter 1993, 559-569.
Download (.pdf)
- Bounded and unbounded stochastic processes, in Varian, Hal (ed.)
Economic and Financial Modelling with Mathematica, Springer-Verlag, 1993.
Fun stuff
- Pretty Wild Narcissistic Numbers: numbers that pwn
Example: 1296 =  (same digits, same order, same value)
Online paper: Numbers that pwn
Reference: Encyclopedia of Integer Sequences - A119710
- Pithy Numbers: self-locating tuples in Pi = 3.14159265358979323846264338327950288419...
Sequence: 1, 19, 94, 3542, 7295, 318320, 927130, 939240, ...
Example: Number 19 is the 19th pair in the digits of Pi (after the decimal point)
Reference: Encyclopedia of Integer Sequences - A109513
- Phithy Numbers: self-locating tuples in phi (the golden ratio; the most irrational number)
φ = 
Sequence: 1, 20, 63, 104, 7499430, 9228401, ...
Example: Number 20 is the 20th pair in the digits of φ
(cf. φ = 1.6180339887498948482045868343656381177203...)
Reference: Encyclopedia of Integer Sequences - A117432
- ... Numbers: self-locating strings in φ (the golden ratio; the most irrational number)
Sequence: 1, 20, 62, 9956, ... (next value > 109)
Example: Number 20 occurs at position 20 in the digits of φ = 1.618033988749894848204...
Reference: Encyclopedia of Integer Sequences - A117431
- The Distribution of the Knight: knight tours on chess boards
Online paper: The Distribution of the Knight
Reference: Encyclopedia of Integer Sequences - A118067
Recent seminars I have given include:
- Bank of England
- Sharks, Speculative Attack and the Hump-Shaped Distribution
- Reserve Bank of Australia
- The I-r Hump: Irreversible Investment under Uncertainty
- INSEE, Departement de la Recherche, Paris
- Discontinuous Payoff Functions under Uncertainty
- London School of Economics (Financial Markets Group)
- On the Effectiveness of Monetary Policy when Investment is Irreversible and Uncertain
- NBER, International Finance Meetings
- Sharks, Speculative Attack and the Hump-Shaped Distribution (presented jointly with P. Asea)
- Oxford University
- On the Effectiveness of Monetary Policy when Investment is Irreversible and Uncertain
- UCLA
- The I-r Hump: Irreversible Investment under Uncertainty
- University of Toronto
- Discontinuous Payoff Functions under Uncertainty
Newsy Things
- 2016: mathStatica 2.72 released
- 2011: Mathematical Statistics with Mathematica (2011 edition)
- 2011: mathStatica 2.5 released
- May 2010: Mathematical Statistics with Mathematica (2010 edition)
- August 2009: mathStatica 2.0 released
- March 2004: mathStatica 1.5 released
- April 2003: mathStatica 1.2 released
- Aug 2002: mathStatica wins MDTech Prize for Best Software Contribution at CompStat in Berlin
- Mar 2002: mathStatica + Book released
- July 98: Visiting Scholar Grant - Wolfram Research
- June 98: Mathematica in Finance
- Apr 98:
- MediaWatch ABC TV (Apr 27/28)
- Radio 2RES (Apr 9)
- Daily Telegraph (Apr 1, p.12)
- Mar 98:
- Daily Telegraph (Mar 31, Voice of the People)
- Wentworth Courier (Mar 25, p.11)
- Sun-Herald (Mar 22, p.57)
- Sydney Morning Herald (Mar 21, p.4 + Editorial)
- ABC TV News (Mar 20)
- ABC Radio (Mar 20)
- Channel 9 News (Mar 20)
- Sydney Morning Herald (Mar 20, Front Page)
- Jan 98:
- Wentworth Courier (Jan 7, Front Page; Jan 14, p.3)
- Sydney Morning Herald (Jan 3, sec V, p.1)
- Dec 97: Sydney Morning Herald (Dec 16, p.5).
- Jan 97: signed book contract with Springer, New York.
Contact details:
Other
- Member of the Obsidian Order
- I seem to get on quite well with possums, Klingons and most feline varieties.
- I like my music pure and hi-rez:
- Solving Rubik's Cube:
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