Irma Hernández Magallanes Ph.D. Dec 2010 Department of Statistics University of California, Berkeley 367 Evans Hall Berkeley, CA 94720-3860. E-mail:

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Education

Ph.D.	University of California, Berkeley
	Statistics, Dec 2010 Integrating grouped and ungrouped data: the point process case David R. Brillinger (advisor)
M.Math.	University of Waterloo, Ontario, Canada
	Actuarial Science, Oct 2002
B.A.	Instituto Tecnológico Autónomo de México (ITAM), Mexico City.
	Actuarial Science, Jun 2001

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Research Interests My research interests lie in the broad field of stochastic process modeling and data analysis. In particular, I am interested in the temporal-spatial case.
Due to the advances in modern technology, the precision and coverage of spatial data have improved substantially and so has the access to data. It is often available in real
time. I am seeking to propose stochastic models that replicate well a phenomenon of interest. The wish is to integrate the available information with minimal assumptions,
computational and statistical efficiency. My work focuses on three stochastic process modeling problems:

• Spatial-temporal modeling of point processes occurring in different spatial-temporal scales.
• Modeling of flexible methods to handle aggregate data in space or time or both.
• The analysis of volatility.

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Awards, Fellowships and Grants

• ASA Section on Business and Economic Statistics (2009)
  Student Travel Award
  Awarded to present a paper at the Joint Statistical Meeting (JSM), Washington DC.
• Outstanding Graduate Student Instructor (GSI) Award (2008)
  Campus-wide award by the UC Berkeley's Teaching Center.
  Less than 5% of the GSI's receive such an award.
• CONACyT and UC Mexus Doctoral Fellowship (2005-2010)
  Awarded by Consejo Nacional de Ciencia y Tecnología (CONACyT), and
  University of California Institute for Mexico and the United States (UC Mexus).
• Conacyt Scholarship (2001-2002)
  Awarded by Consejo Nacional de Ciencia y Tecnología (CONACyT), to
  pursue the Master program at the University of Waterloo, ON, Canada

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Publications

Conference presentations and proceedings

• "Detecting Seasonal Volatility: A Banking Application" [pdf], JSM, Washington, D.C., Aug 2009.
  ASA Section on Business and Economic Statistics.
• ``Das ANSLC-Programm und das SDM im Vergleich" [pdf], Dsoki Chalid El, Fügenschuh Armin,
  Hanselka Holger, Hochbaum Dorit, Hernandez-Magallanes Irma, Moreno-Centeno Erick and
  Peter Andrea. Sonderforschungsbereich 666: Integrale Blechbauweisen hoherer Verzweigungsordnung-
  Entwicklung, Fertigung, Bewertung, Editor Groche P., (2008), 97 - 106.
• "Economic Crises and Health Risk: Evidence from Mexico", joint work with Prof. Tapen
  Sinha. American Risk and Insurance Association (ARIA) Annual Meeting, Indianapolis,
  Aug 2001.

Theses

• Hernández Magallanes, I. "Numerical Approximations to the Distribution of the Time to
  Ruin in the Classical Risk Model", M.Math. in Actuarial Science Thesis, University
  of Waterloo, 2002.

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Teaching

Teaching Assistant

• Fall 2008: Stat 153 Introduction to Time Series (undergraduate).
  "The Analysis of Time Series: An Introduction" by Chris Chatfield.
• Spring 2009: Stat 248 Random Process Data Analysis (graduate).
  "Time Series : Data Analysis and Theory" by David R. Brillinger.
  "Stochastic Modeling of Scientific Data" by Peter Guttorp.

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Other documents

CV [pdf]

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Updated on 01/15/2011. -ihm