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Researchers at UCD

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Michelle Carey

School of Mathematics & Statistics
S013
Science Centre - South
Belfield
Dublin 4

Tel: +353 1 716 2584
Email: michelle.carey@ucd.ie

Biography

Dr Michelle Carey is a Lecturer/Assistant Professor in Statistics at University College Dublin. She is a graduate of the University of Limerick (UL) in Financial Mathematics and received her PhD in Statistics from UL in 2012. 
 

In 2011, she became a Lecture in Finance at the Kemmy Business School, UL. Teaching modules for the M.Sc.'s in computational finance; finance and information systems; financial services and risk management and insurance.
 

In 2013, she moved to the University of Rochester Medical Centre, New York, to complete a postdoctoral fellowship in the evolution of systems in terms of differential equations under the direction of Prof Hulin Wu. 


In 2015, she moved to McGill University, Montreal, to undertake a postdoctoral fellowship on statistical methods for the analysis of functional data with Prof James Ramsay and Prof Christian Genest before taking up her current position at the University College Dublin in 2017.

Her research involves developing and extending functional data analysis techniques for examining the evolution of systems in terms of differential equations.  
 

Homepage

Professional

Honours and Awards

Year: 2016.
Title: Canadian Statistical Sciences Institute Post-doctoral Fellowship
Year: 2016.
Title: Research grant, Modelling grain supply chain for Transport Canada
Year: 2013.
Title: Visiting research grant for collaboration with Prof Jim Ramsay
Year: 2012.
Title: Grant for promoting the M.Sc in Finance and Information Systems programme
Year: 2008.
Title: MACSI PhD Scholarship
Year: 2009.
Title: Best contributing student at 70th European Study Group with Industry
       

Conference Contributions

Michelle Carey (2017) [Invited Oral Presentation], Uncertainty Quantification for PDEs with Applications in Geo-spatial Data Analysis, Mesa Lab, National Center for Atmospheric Research , 14-JUL-17 - 14-JUL-17.
Michelle Carey and James Ramsay (2017) [Invited Oral Presentation], Geo-Spatial Dynamic Data Analysis, Casa Matemática Oaxaca , 03-SEP-17 - 08-SEP-17.
Michelle Carey (2017) [Invited Oral Presentation], Data driven estimates of PDE parameters: an application to image registration, Joint Statistical Meetings (JSM) Baltimore , 29-JUL-17 - 03-AUG-17.
Carey, M., Ramsay, J. O, Genest, C. (2017) [Oral Presentation], A Generalized Smoothing Approach to the Calibration, Pricing and Hedging of Financial Options, Annual Meeting of the Statistical Society of Canada, Dalhousie University, Halifax, NS , 11-JUN-17 - 14-JUN-17.
Michelle Carey and Jim Ramsay (2016) [Invited Oral Presentation], Parameter estimation for PDEs over irregular domains, Les Diablerets, Switzerland , 18-MAY-16 - 20-MAY-16.
Carey, M., Ramsay, J. O, Genest, C. (2015) [Oral Presentation], Spatio-temporal Smoothing in particular FEMs, Banff International Research Station, Banff, Alberta, Canada, , 28-JUN-15 - 03-JUL-15.
Carey, M., Wu, H. (2015) [Oral Presentation], Dynamic network construction for high-dimensional time course gene expression data, Conference of Applied Statistics in Ireland, Cork, Ireland, May , 11-MAY-15 - 13-FEB-15.
Carey, M., Ramsay, J. O, Genest, C. (2015) [Oral Presentation], A Generalized Smoothing Approach to the Calibration, Pricing and Hedging of Financial Options, Annual Meeting of the Statistical Society of Canada, Dalhousie University, Halifax , 14-JUN-15 - 19-JUN-15.
Michelle Carey (2012) [Conference Organising Committee Member], ESGI87 (87th European Study Group with Industry) Student Mathematical Workshop, University of Limerick , 20-FEB-12 - 22-FEB-12.
 

Employment

Employer: University College Dublin
Position: Lecturer in Statistics
Employer: McGill University, Montreal
Position: Post-doctoral Fellow
Employer: University of Rochester Medical Centre, University of Rochester
Position: Post-doctoral Researcher
Employer: University of Limerick
Position: Lecturer in Finance
Employer: University of Limerick
Position: Course Director for M.Sc. in Finance and Information Systems
Employer: University of Limerick
Position: Course Director for M.Sc. in Financial Services

Education

Year 2012 Institution: University of Limerick
Qualification: PhD Subject:
Year 2008 Institution: University of Limerick
Qualification: BSc Subject:
       

Other Activities

Workshops:

Organizer, postgraduate career development workshop in collaboration with Bloomberg LP, London 5th April 2012
50+ postgraduate students.
University of Limerick.

Organizer, International Business Workshop in collaboration with Bedfordshire University, London 3rd − 4th April 2012
50+ postgraduate students.
University of Limerick.

Organizer, Pricing structured products workshop in collaboration with Bank of Ireland, University of Limerick, 15th July 2009.

Course Instructor:

Big Data Training Workshop: ODE modeling of time course gene expression data from GEO database 6th May 2016 60+ postgraduate students and faculty members.
University of Texas (UTHealth), School of Public Health and School of Biomedical Informatics, Texas, USA.

Stock Market Trading Floor Challenge, prospective M.Sc. students. 24th May 2012 

Interactive trading in Bloomberg, secondary school   students. 19th April, 15th June 2012

Interactive trading in Reuters, secondary school students. 22nd June 2009, 25th June 2010 
 

Invited Speaker

(2016) Department of Mathematics and Statistics, Laval University, Quebec, Canada.

(2015) Department of Mathematics and Statistics, Politecnico di Milano, Milan, Italy.

(2015) Department of Mathematics and Statistics, McGill University, Montreal, Canada.

(2015) Department of Mathematics and Statistics, University of Limerick, Ireland.

(2014) Workshop on Statistics and Non-linear Dynamics in Biology and Medicine, Banff International Research Station.

(2013) Department of Mathematics and Statistics, Cornell University, Ithaca, New York. 

(2012) Department of Mathematics and Statistics, Politecnico di Milano, Milan, Italy.  

Publications

     

Peer Reviewed Journals

Mara S. Bernardi and Michelle Carey and James O. Ramsay and Laura M. Sangalli (2018) 'Modeling spatial anisotropy via regression with partial differential regularization'. Journal of Multivariate Analysis, 167 :15-30. Available Online [DOI] [Details]
Michelle Carey and Juan Camilo Ramírez and Shuang Wu and Hulin Wu (2018) 'A big data pipeline: Identifying dynamic gene regulatory networks from time-course Gene Expression Omnibus data with applications to influenza infection'. Statistical Methods in Medical Research, 27 (7):1930-1955. Available Online [DOI] [Details]
Song, J., Carey, M., Zhu, H., Miao, H., Ramırez, Juan, Wu, H. (2017) 'Identifying the dynamic gene regulatory network during latent HIV-1reactivation using high-dimensional ordinary differential equations'. International Journal of Computational Biology and Drug Design, . [Details]
Carey, M., Wu, S., Gan, G., Wu, H. (2016) 'Correlation-based iterative clustering methods for time course data: the identification of temporal gene response modules to influenza infection in humans'. Infectious Disease Modelling, . [Details]
Carey, M., Gath, E., Hayes, K. (2016) 'A generalised smoother for linear ordinary differential equations'. Journal of Computational and Graphical Statistics, . [Details]
B Jiang, W Dai, A Khaliq, M Carey, X Zhou, L Zhang (2015) 'Novel 3D GPU based numerical parallel diffusion algorithms in cylindrical coordinates for health care simulation'. Mathematics and Computers in Simulation, . [Details]
Minna Qiao, Dan Wu, Michelle Carey, Xiaobo Zhou, and Le Zhang (2015) 'Multi-Scale Agent-Based Multiple Myeloma Cancer Modeling and the Related Study of the Balance between Osteoclasts and Osteoblasts'. PLoS ONE, . [Details]
Carey, M., Gath, E., Hayes, K. (2014) 'Frontiers in financial dynamics'. Research in International Business and Finance, . [Details]
   

Published Reports

Michelle Carey, Conor Houghton, Matylda Jabłońska and John Kinsella (2009) Uplift Quadratic Program in Irish Electricity Price Setting. ESGI 70, ESGI 70. [Details]
                             

Reports

Carey, M., Gath, E., Hayes, K., Cummins, M. and McEvoy, J. (2010) Risk Management of non-maturing deposits (with Industrial Partner). Reports [Details]
Carey, M., Gath, E., Hayes, K., Lee, W. and McEvoy, J. (2009) Pricing a Structured Product (with Industrial Partner). Reports [Details]
                                                                                                     

Research

Research Interests

    Advancing statistical and numerical methods for the analysis of high dimensional functional data in climatology, finance, and medicine.
 

    Developing and extending functional data analysis techniques for examining the evolution of systems in terms of differential equations.
 

    Producing functional data analysis techniques that can enable companies to predict outcomes, improve products, explain complex phenomena, optimize processes, and ultimately reduce costs.

 

Recent Postgraduates

 John Slattery (2013), Parameter estimation for non-linear dynamics in finance.

  

 

Teaching

 

Modules Coordinated

201700   STAT40710     Statistics & Actuarial Science: Dissertation
201700   STAT40670     Statistics & Actuarial Science: Regression Methods
201700   STAT30240     Statistics & Actuarial Science: Linear Models I
201700   STAT30250     Statistics & Actuarial Science: Linear Models II
201700   STAT40770     Statistics & Actuarial Science: Adv Pred Analytics (online)
201700   STAT40790     Statistics & Actuarial Science: Predictive Analytics I (online
       

Collaborators

 

External Collaborators

Prof Jim Ramsay
Prof Christian Genest 
Prof Hulin Wu
Prof Laura Sangalli   
Dr Kevin Hayes
Dr Eugene Gath