Ole Maneesoonthorn is an Associate Professor of Statistics and Econometrics at the Melbourne Business School, University of Melbourne. Her research are in the fields of time series forecasting, Bayesian modelling and computation, and financial econometrics.
Ole has published in top field journals in econometrics and statistics, such as the Journal of Econometrics, Journal of Applied Econometrics and Journal of Computational and Graphical Statistics. She has been recognized on many occasions for her research and presentation skills. These include winning the prize for best PhD paper at both the inaugural Peter C.B. Phillip PhD Camp in 2012 (held at the National University of Singapore) and the 2010 Financial Integrated Research Network (FIRN) Doctoral Tutorial; and an honourable mention at the 2013 New Zealand Econometrics Study Group. Ole received a PhD in Econometrics from Monash University. The work on her thesis earned her the prestigious international Savage Award 2013, bestowed by the International Society of Bayesian Analysis (ISBA) for the most outstanding doctoral dissertations in Bayesian econometrics or statistics, as well as the Mollie Holman Doctoral Medal 2013 from Monash University.
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Ole Maneesoonthorn's selected work
Inversion copulas from nonlinear state space models with an application to inflation forec..
Displaying the 2 most recent projects by Ole Maneesoonthorn.
Internal Research Grant
Displaying the 8 most recent scholarly works by Ole Maneesoonthorn.
Approximate Bayesian forecasting
David T Frazier, Worapree Maneesoonthorn, Gael M Martin, Brendan PM McCabe
Journal article | 2019 | International Journal of Forecasting
Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range..
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
GM Martin, BPM McCabe, DT Frazier, W Maneesoonthorn, CP Robert
Journal article | 2019 | Journal of Computational and Graphical Statistics
A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). AB..
Honours, Awards and Fellowships
Savage Award 2013, an international award for excellence in PhD thesis in Bayesian Statistics in the Applied Methodology category.
Molle Holman Doctoral Medal for excellence in PhD thesis
Australian Postgraduate Award (APA)
Monash Academic Medal for Excellence in Graduate and Postgraduate Coursework Study
John Connal Scholarship for Excellence in Economics
University of Canterbury’s Economic Society Prize
First New Zealand Capital Scholarship for Finance
University of Canterbury Undergraduate Scholarship
Doctor of Philosophy
Masters of Applied Econometrics
Bachelor of Commerce
University of Canterbury
Bachelor of Arts
University of Canterbury