• About Me

    I am a lecturer (Assistant professor) 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

  • Selected publications

    1. Munoz, J., Asgharian Rezaei, A., Jalili, M., Tafakori, L., (2021), Deep Learning based Bi-level Approach for Proactive Loan Prospecting, Accepted in Expert Systems With Applications.
    2. Matsui, M., Mikosch, T., Samorodnitsky, G. Tafakori, L., (2020), Distance Covariance for Discretized Stochastic Processes, Bernoulli 26(4): 2758-2789.
    3. Manner, H., Alavi Fard, F., Pourkhanali, A., Tafakori, L., (2019), Forecasting the Joint Distribution of Australian Electricity Prices using Dynamic Vine Copulae, Energy Economics.
    4. 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.
    5. Tafakori, L., Pourkhanali, A., Alavi Fard, F., (2018), Forecasting Spikes in Electricity Return Innovations, Energy, Vol. 150, Pages 508-526.
    6. 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.
    7. Karami, A., Tafakori, L., (2017), Image Denoising Using Generalized Cauchy Filter, IET Image Processing, Vol. 11, No. 9, Pages 767-776.
    8. 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.
    9. 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.
    10. Pourkhanali, A., Kim, J.M., Tafakori, L., Alavi Fard, F., (2016), Measuring systemic risk using vine-copula, Economic Modelling, Vol .53, Pages 63-74.
    11. Mikosch, T., Samorodnitsky, G. Tafakori, L., (2013), Fractional Moment of Solutions to Stochastic Recurrence Equations, Journal of Applied Probability. Vol. 50, Pages 969-982.
    12. 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.
    13. 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

    • Tafakori, L., Pourkhanali, A., Rastelli, R., "Measuring systemic risk and contagion in the European financial network".
    • Pollett, P. K., Tafakori, L., Taylor, P., "A model for cell proliferation in a developing organism".
    • 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.
    • Five-year Australian Postdoctoral Fellowship, Australian Research Council, The University of Melbourne, Australia, 2014.
    • Continuing Lecturer (Assistant Professor) position, Department of Statistics, Shiraz University, 2013.
    • Continuing position as a researcher in the Ministry of Petroleum & Natural Gas, Tehran, 2007.
    • One-year grant funded for visiting the 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

    • Ruhr-Universität Bochum, Department of Mathematics,. (2019), at the invitation of Prof. Thomas Mikosch, 20 Jan - 9 Feb,  Bochum, Germany.
    • 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

    Supervisor Projects for: PhD students, MSc students
    ​AMSI Vacation Research Scholarship
    Vacation Scholar student
  • Contact

    Email: laleh.tafakori@rmit.edu.au

    Address: Room 8, Level 4, Building 15, Department of Mathematical Sciences, RMIT University,

    Melbourne, VIC, Australia.