Faculty profile

Ricardas Zitikis

ResearcherStatistical and Actuarial SciencesWestern University

This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Western University directory, so their publications, courses and email address may be missing. Find their university profile.

Signals and details

Research

Anomaly detection Asymptotic methods Engineering applications Extreme value theory Forecasting methods Limit theorems Machine learning Multiple hypothesis testing

Latest funding

New order of risk management: Theory and applications in the era of systemic risk
NSERC · 2022 · Co-investigator
$592,195
Automated Statistical Techniques for Systematic Anomaly Detection in High Frequency Data
NSERC · 2022 · Principal investigator
$72,000
From Data to Integrated Risk Management and Smart Living: Mathematical Modelling, Statistical Inference, and Decision Making
NSERC · 2016 · Principal investigator
$108,000

All 9 grants and awards

New order of risk management: Theory and applications in the era of systemic risk

Co-investigatorNSERC2022Alliance Grants

Principal investigators: Furman, Edward E

Keywords: risk aggregation; risk behavior; risk financing; risk identification; risk measurement; risk mitigation; risk modelling; risk regulation; risk (tail) dependence; systemic risk

$592,195

Automated Statistical Techniques for Systematic Anomaly Detection in High Frequency Data

Principal investigatorNSERC2022Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

Keywords: limit theorems; asymptotic methods; extreme value theory; statistical inference; forecasting methods; machine learning; multiple hypothesis testing; engineering applications; signal detection; anomaly detection

$72,000

From Data to Integrated Risk Management and Smart Living: Mathematical Modelling, Statistical Inference, and Decision Making

Principal investigatorNSERC2016Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$108,000

Dynamic Models for Risk Management: Big Data, Statistical Inference, and Decision Making

Principal investigatorNSERC2015Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$11,000

Quantitative management of risks

Principal investigatorNSERC2010Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$75,000

Statistical inference in actuarial, engineering, and life sciences

Principal investigatorNSERC2008Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$34,000

Distributed graduate computing laboratory

Co-investigatorNSERC2005Research Tools and Instruments - Category 1 (<$150,000)

Principal investigators: Murdoch, Duncan

$65,380

Stochastic processes with applications in econometrics and actuarial sciences

Principal investigatorNSERC2004Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$92,000

Stochastic processes with applications in statistics

Principal investigatorNSERC2000Discovery Grants Program - Individual

Principal investigators: Zitikis, Ricardas

$68,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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