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


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


Refereed Papers - Economics


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


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)


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