Dr Colin Rose

	I am director of tr(I). I work in computational statistics, international finance, and economic theory. For the last few years, most of my work has been dedicated to the mathStatica software project which is accompanied by a 500-page Springer text, Mathematical Statistics with Mathematica.
	Editorial responsibilities Editor: Journal of Statistical Software Guest editor: The Mathematica Journal - Special Edition (Statistics), 9(4) Associate editor: Mathematica in Education and Research Recent publications Computer Software mathStatica 2.5 Computational / symbolic engine for mathematical statistics Books Mathematical Statistics with Mathematica [ with M.D. Smith ] 2011 edition: new live eBook edition ISBN 9780980800814 2010 edition: ISBN 9780980800807 2002 edition: Springer-Verlag (New York) Printed 3 times (sold out 3 times) ISBN 0387952349 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:       4096  =          (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 November 2011: Mathematical Statistics with Mathematica (2011 edition) November 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: Email: colin@tri.org.au FAX: (+61 2) 9326-1326 (from outside Australia) Mobile: mwaaah - health hazard 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: (best time currently: 35 secs) Return to tr(I) home page