Research in time Series Analysis and Scientific Computing
Dr Boshnakov's research interests are mainly in the field of time series analysis and scientific computing. Currently he is working on developing prediction, estimation, and diagnostics tools for financial time series models and non-linear models, such as mixture autoregressive and GARCH-type models.
These topics are exciting and require a good mathematical background and a keen interest in probability, mathematical statistics and statistical computing.
The projects offered by Dr Boshnakov are a mixture of theory, computing and data analysis. The emphasis is determined to accommodate the personal preferences of the prospective collaborators.