John Thompson

I have a strong interest in interdisciplinary research has led me to apply statistical modelling and machine learning techniques to environmental science and behavioural finance.

My current research includes estimating forest fire spread using anisotropic smoothing techniques, studying the links of climate change scenarios to downstream economic effects and financial risk through direct and indirect environmental impacts, modelling the behaviours of Canadian investors under the guidance of financial advisors, and designing effective financial measures and Robo-tools that aid financial advisors in supporting their clients’ investment portfolios.

• Thompson, J.R.J., Feng, L., Reesor, R.M., Grace, C., and Metzler, A. “Measuring financial advice: aligning client elicited and revealed risk”, Financial Analysts Journal, (submitted May 2021)
• Thompson, J.R.J., Feng, L., Reesor, R.M. and Grace, C. “Know Your Clients’ behaviours: a cluster analysis of financial transactions”, Journal of Risk and Financial Management, Volume 14, Issue 2, (2021), Article No. 50
• Thompson, J.R.J. and Braun, W.J. “Anisotropic local constant smoothing for changepoint regression function estimation”, Journal of Nonparametric Statistics, (submitted May 2020, under review)
• Thompson, J.R.J., Wang, X.J. and Braun, W.J. “A mouse model for studying fire spread rates using experimental micro-fires”, Journal of Environmental Statistics, Volume 9, Issue 6 (2020), 1-19
• Wang, X.J., Thompson, J.R.J., Braun, W.J. and Woolford, D.G. “Fitting a stochastic fire spread model to data”, Advances in Statistical Climatology, Meteorology and Oceanography, Volume 5 (2019), 57-66

• ST362: Regression Analysis