• About Me

    I am a lecturer in Statistics at RMIT University and an associate investigator in the ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).

  • Research Interests

    • Applied probability
    • Mathematical statistics
    • Financial econometrics
    • Extreme value theory
    • Time series analysis
    • Stochastic processes
    • Dependence modelling via copulas

  • publications

    1. Manner, H., Alavi Fard, F., Pourkhanali, A., Tafakori, L., (2018), Forecasting the Joint Distribution of Australian Electricity Prices using Dynamic Vine Copulae. Energy Economics.
    2. Kiriliouk, A., Segers, J., Tafakori, L., (2018), An estimator of the stable tail dependence function based on the empirical beta copulaExtremes: statistical theory and applications in science, engineering and economics.
    3. Tafakori, L., Pourkhanali, A., Alavi Fard, F., (2018), Forecasting Spikes in Electricity Return Innovations. Energy, Vol. 150, Pages 508-526.
    4. Stephenson, A., Saunders, K., Tafakori, L., (2018), Prediction of Extreme Rainfall using Generalized Extreme Value Quantiles, Extremes: statistical theory and applications in science, engineering and economics.
    5. Karami, A., Tafakori, L., (2017), Image Denoising Using Generalized Cauchy Filter, IET Image Processing, Vol. 11, No. 9, Pages 767-776.
    6. Tafakori, L., Pourkhanali, A. and Nadarajah, S., (2017), A new lifetime model with different types of failure rate. Communications in Statistics-Theory and Methods, Pages 1-15.
    7. Tafakori, L., Soltani, A. R., (2017), A note on the Cauchy Type Mixture Distributions, Journal of Statistical Computation and Simulation, Vol. 87, No. 9, Pages 1901-1910.
    8. Pourkhanali, A., Kim, J.M., Tafakori, L., Alavi Fard, F., (2016), Measuring systemic risk using vine-copula, Economic Modelling, Vol .53, Pages 63-74.
    9. Mikosch, T., Samorodnitsky, G. Tafakori, L., (2013), Fractional Moment of Solutions to Stochastic Recurrence Equations, Journal of Applied Probability. Vol. 50, Pages 969-982.
    10. Matsui, M., Mikosch, T., Tafakori, L., (2013), Estimation of the tail index for Lattice-valued sequences, Extremes: statistical theory and applications in science, engineering and economics. Vol. 16, No. 4, Pages 429-455.
    11. Soltani, A. R., Tafakori, L., (2013), A class of continuous kernels and Cauchy type heavy tail distributions, Statistics and Probability Letters. Vol. 83, No. 4, Pages 1018-1027.

    Working papers in Progress

    • Pollett, P. K., Tafakori, L., Taylor, P., "A model for cell proliferation in a developing organism".
    • Matsui, M., Mikosch, T., Samorodnitsky, G. Tafakori, L., "Distance Covariance for Discretized Stochastic Processes".
    • Tafakori, L., Manner, H., "Improved Forecasting of Realized Variances by using Multivariate Extension of HARS model".
    • Tafakori, L., Soltani, A. R., "One-sided Laplace transformation of the Bivariate Stable Distributions".
  • Grants and Awards

    • ECR Global Mobility Award, 2018.
    • First team rank for the challenge Prediction of Spatio-Temporal Extremes at the 10th international conference on Extreme Value Analysis at Delft University, 2017.
    • Travel grant from Australian Mathematical Sciences Institute, 2017.
    • The Australian Research Council (ARC) Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS) Research Support Scheme, 2017.
    • Admitted for a five-year Australian Postdoctoral Fellowship, Australian Research Council, The University of Melbourne, Australia, 2014.
    • Admitted for a continuing Lecturer position, Department of Statistics, Shiraz University, 2013.
    • Admitted for a continuing position as a researcher in Ministry of Petroleum & Natural Gas, Tehran, 2007.
    • One-year grant funded for visiting Insurance and Economics Research Centre, Copenhagen University by the Ministry of Science, Research and Technology, Iran and Copenhagen University, Denmark, 2011.
    • Elected as a brilliant talent, Shiraz University, 2007-2013.
    • First Rank in National Ph.D. Entrance Exam, 2007.
    • First Rank in M.Sc., 2006.

  • Teaching

    • Statistics
    • Statistical Methods
    • Statistics and probability for Engineering
    • Mathematical Statistics I
    • Mathematical Statistics II
    • Probability and Statistics
    • Probability
    • Probability II
    • Stochastic Processes
    • Probability and Statistics for Students of Agriculture Engineering
    • Economic Statistics I
    • Economic Statistics II
    • Basic Statistics for Sociology
    • Foundations of Matrix and Linear Algebra
    • Calculus

  • Research Visits

    • University of Copenhagen, Department of Mathematics, (2017), at the invitation of Prof. Thomas Mikosch, 21st Oct-31 Dec, Copenhagen, Denmark.
    • University of Cologne, (2017), Faculty of Management, Economics and Social Sciences, at the invitation of Prof. Hans Manner, 1 July-10 July, Cologne, Germany.
    • Universite catholique de Louvain, Institut de Statistique, Biostatistique et Sciences Actuarielles, (2017) at the invitation of Prof. Johan Segers, 7 June-25 June, Louvain-la-Neuve, Belgium.
    • The University of Sydney Business School, (2016), at the invitation of Prof. Stephen Satchell, 4-November, Sydney, Australia.

    • University of Copenhagen, Department of Mathematics, (2011-2012), at the invitation of Prof. Thomas Mikosch, 1st March-24 Feb, Copenhagen, Denmark.

    • Universite catholique de Louvain, Institut de Statistique, Biostatistique et Sciences Actuarielles, (2016) at the invitation of Prof. Johan Segers, 15 Nov-20 Dec, Louvain-la-Neuve, Belgium.

    • University of Cologne, (2016), Faculty of Management, Economics and Social Sciences, at the invitation of Prof. Hans Manner, 21-22 December, Cologne, Germany.

  • Supervision Experience

    Mentor for PhD student

    •  Kate Robinson Saunders, School of Mathematics and statistics, The University of of Melbourne.

    AMSI Vacation Research Scholarship 2017/2018

    • Bing Liu, School of Business and Economics, The University of of Melbourne.

    Vacation Scholar students

    • Shidan Liu (2018-2019), Department of Mathematical Sciences, RMIT University.
    • Kushwant Singh (2017-2018), School of Business and Economics, The University of Melbourne.
    • Eileen Li (2017-2018), School of Statistics, University of Auckland.
    • Yiran Jing (2016-2017), School of Business and Economics, The University of of Sydney.
    • Bing Liu (2016-2017), School of Business and Economics, The University of of Melbourne.
    • Daniel Peter Langford (2015-2016), School of Business and Economics, The University of Melbourne.

  • Contact

    Email: laleh.tafakori@rmit.edu.au

    Address: Room 16, Level 9, Building 8, Department of Mathematical Sciences, RMIT University,

                     Melbourne, VIC, Australia.