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Personal Information Full Name: Shipra Banik Associate Professor in Statistics Department of Physical Sciences School of Engineering and Computer Science Independent University, Bangladesh E-mail: [email protected] ; [email protected] Web: http://www.secs.iub.edu.bd/PHYS/ Areas of Research Interests Applied Statistics Modern Statistics and Planning Predictive Inference Artificial Intelligence Statistics Time Series Econometrics Applied and Financial Econometrics Macro-econometrics Distribution Theory Areas of Teaching Interests Statistics for Business and Economics Statistics for Computer Science and Engineering Applied Statistics Data Analysis Estimation Theory Mathematical Statistics Non-Parametric Statistics Regression Analysis Sampling Technique Statistical Inference Education 1995 - 1999: Completed a Ph.D dissertation in Applied and Financial Econometrics, Department of Economics and Finance, School of Business, La Trobe University, Melbourne, Australia. Dissertation title: Testing for Stationarity, Seasonality and Long Memory in Economic and Financial Time Series 1990 - 1992: Received a first-class Master's Degree (first position) in Statistics, Department of Statistics, Jahangirnagar University, Savar, Dhaka. 1986 - 1990: Received a first-class Honors Degree (first position awarded gold medal), Department of Statistics, Jahangirnagar University, Savar, Dhaka. Employment 2011 January-: Associate Professor in Statistics 2000 July -2010: Assistant Professor in Statistics 1995 February - 2000 June: Lecturer in Statistics, Independent University, Bangladesh 1995 February - 1999 December: On study leave, Ph.D Program, La Trobe University, Melbourne, Australia. 1997 July-1999 November: Tutor, Department of Economics and Finance, School of Business School of Statistical Science La Trobe University, Melbourne, Australia 1993 September-1995 January: Junior Lecturer in Statistics, Independent University, Bangladesh 1992 August-1993 August: Research Assistant in Statistics, Independent University, Bangladesh Taught Courses in Independent University, Bangladesh MAT 212 Probability and Statistics for Science and Engineering MAT 211 Probability and Statistics 504B Statistics 1 (Public Health) MAT 102 Introduction to Linear Algebra and Calculus MAT 101 Introduction to Basic Mathematics 2 Taught Courses (Teaching Assistant) in La Trobe University, Australia Business and Economic Statistics 1 Econometric Methods 4 Economics Methods 3 Financial Econometrics Quantitative methods Computer Packages Known (1) MATLAB (2) Maple (3) Eviews (4) Mathematica (5) S-Plus (6) SPSS (7) STATA (8) Minitab Journal Publications 1. Shipra Banik and B.M. Golam Kibria (2016), Confidence Interval for the Population Correlation Coefficient , International Journal of Statistics in Medical Research, Pages 99-111, http://dx.doi.org/10.6000/1929-6029.2016.05.02.4 http://www.lifescienceglobal.com/home/cart?view=product&id=2072 2. B M Golam Kibria and Shipra Banik (2016), Some Ridge Regression Estimators and Their Performances, Journal of Modern Applied Statistical Methods: Vol. 15: No.1 http://digitalcommons.wayne.edu/jmasm/vol15/iss1/12 3. Shipra Banik and A.F.M. Khodadad Khan (2016), Forecasting US NASDAQ Stock Index Values using Hybrid Forecasting Systems, IEEE Xplore, Digital Object Identifier, 10.1109/ICCITechn.2015.7488083, pp.282 - 287. 4. Shipra Banik and A.F.M. Khodadad Khan (2015), Modeling Seasonal G7 Stock Market Return Series, Journal of Basic and Applied Research International, Vol.8, pp. 267-276. 5. Shipra Banik, Ahmed N. Albatineh, Moustafa Omar Ahmed Abu-Shawiesh and B.M. Golam Kibria (2014), Estimating the Population Standard Deviation with Confidence Interval: A Simulation Study under Skewed and Symmetric Conditions, International Journal of Statistics in Medical Research, Vol.3, No.4, pp.356-367. http://dx.doi.org/10.6000/1929-6029.2014.03.04.4 3 6. Shipra Banik and B.M.Golam Kibria (2014), Performance of some parametric test statistics for testing the difference of means of two skewed populations, IEEE Xplore, Digital Object Identifier 10.1109/ICCITechn.2014.6997318, pp.396-401. 7. Shipra Banik and A.F.M. Khodadad Khan (2014), Stock Market Timing Decisions using Neuro Rough Set Forecasting Model, Frontiers in Finance, Vol.1, pp.18-25. 8. Shipra Banik, A.F.M. Khodadad Khan and Mohammad Anwer (2014), Hybrid Machine Learning Technique For Forecasting Dhaka Stock Market Timing Decision, Computational Intelligence and Neuroscience, Vol. 2014, pp.1-6. Hindawi Publishing Corp. New York, NY, United States 9. Shipra Banik, A.F.M. Khodadad Khan and Mohammad Anwer (2013), Dhaka Stock Market Timing Decisions by Hybrid Machine Learning Technique, IEEE Xplore, Digital Object Identifier: 10.1109/ICCITechn.2012.6509745 pp.384 - 389. 10. B.M. Golam Kibria and Shipra Banik (2013), Parametric and Nonparametric Confidence Intervals for Estimating the Difference of Means of Two Skewed Populations, Journal of Applied Statistics, Vol. 40, No.12, pp.2617-2636. 11. A.F.M. Khodadad Khan, Mohammad Anwer and Shipra Banik, (2013), Fuzzy Systems Neural Networks and Makov Switching AR Model for Prediction of Exchange Rates, International Journal of Computer Science and Application, pp.51-58. 12. A.F.M. Khodadad Khan, Mohammad Anwer and Shipra Banik, (2013), Exchange Rate Prediction Using Fuzzy System Neural Network Approach, IEEE Xplore, Digital Object Identifier, 10.1109/IFSA-NAFIPS.2013.6608592, pp.1321-1326. 13. Shipra Banik, Mohammad Anwer and A.F.M. Khodadad Khan (2013), Prediction of Dhaka Temperature based on Soft Computing Approaches, International Journal of Research in Commerce, IT and Management, Vol.3, No.3, pp.65-70. 14. Shipra Banik, Mohammad Anwer and A.F.M. Khodadad Khan (2013), Forecasting Daily Bangladeshi Exchange Rate Series based on Markov Model, Neuro Fuzzy Model and Conditional Heteroskedastic Model, APRN Journal of Science and Technology, Vol. 3, No.2, pp.186-192. 15. A.F.M. Khodadad Khan, Mohammad Anwer and Shipra Banik (2013), Market Timing Decisions by Hybrid Machine Learning Technique: A Case Study for Dhaka Stock Market, Journal of Computation and Modelling, Vol.3, No.2, pp.183-202. 16. Shipra Banik, B.M. Golam Kibria and Dinesh Sharma (2012), Testing the Population Coefficient of Variation, Journal of Modern Applied Statistical Methods, Vol. 11, No.2, pp.325-335. 4 17. Shipra Banik, Farah Habib Chanchary, Rifat Ara Rouf and AFM Khodadad Khan (2012), Modeling Chaotic Behavior of Dhaka Stock Market Index Values using the Neuro-fuzzy Model, Recent Patents on Computer Science, ISSN: 1874-4796, Vol 5, Issue 1, pp.72-77. 18. Shipra Banik and B.M. Golam Kibria (2011), A Simulation Study on Some Parametric Confidence Intervals for the Difference of Means of Two Skewed Populations, IEEE Xplore, Digital Object Identifier 10.1109/ICCITechn.2011.6164875, pp.65-70. 19. Shipra Banik, Mohammad Anwer and A.F.M. Khodadad Khan (2012), Modeling Chaotic Behavior to Predict Chittagong Stock Indices, Applied Computational Intelligence and Soft Computing, pp.1-7, Hindawi Publishing Corp. New York, NY, United States, 20. Shipra Banik and B.M. Golam Kibria (2012), On Some Parametric Confidence Intervals for the Mean Difference of Two Populations, Independent Business Review, Vol. 5, No.1, pp.11-26. 21. Moustafa, Abu Shawiesh, Shipra Banik and B.M. Golam Kibria (2011), A Simulation Study on Some Confidence Intervals for Estimating the Population Standard Deviation, Statistics and Operations Research Transactions, Vol. 35(2), pp.83-102.volume 22. Shipra Banik and B.M. Golam Kibria (2011), Estimating the Population Coefficient of Variation by Confidence Intervals, Communications in Statistics-Simulation and Computation, Vol.40(8), pp.1236-1261. 23. Shipra Banik and B.M. Golam Kibria (2010), Comparison of Some Parametric and Nonparametric Type One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution, Communications in Statistics-Simulation and Computation, Vol. 39(2), pp.1-29. 24. Shipra Banik and B.M. Golam Kibria (2010), Comparison of Some Test Statistics for Testing the Mean of a Right Skewed Distribution, Journal of Statistical Theory and Applications, Vol.8, pp.77-90. 25. Shipra Banik, Mohammad Anwer and Khodadad Khan (2010), Soft Computing Models to Predict Daily Temperature of Dhaka, IEEE Xplore, Digital Object Identifier, 10.1109/ICCITECHN.2010.5723832, pp.75-80. 26. Shipra Banik and B.M. Golam Kibria (2009), On Some Discrete Distributions and their Applications with Real Life Data, Journal of Modern Applied Statistical Methods, Vol.8(3), pp.423-447. 27. Shipra Banik, Mohammad Anwer and Khodadad Khan (2009), Predictive Power of the Daily Bangladeshi Exchange Rate Series based on Markov model, Neuro Fuzzy 5 Model and Conditional Heteroskedastic Model, IEEE Xplore, Digital Object Identifier 10.1109/ICCIT.2009.5407119 , pp. 303 - 308 28. Shipra Banik, Mohammed Anwer, Khodadad Khan, Rifat Ara Rouf and Farah Habib Chanchary (2009), Forecasting Bangladeshi Monsoon Rainfall using Neural Network and Genetic Algorithm Approaches, International Technology Management Review, vol. 2(1), pp.1-18. 29. Shipra Banik, Farah Habib Chanchary, Khodadad Khan, Rifat Ara Rouf and Mohammed Anwer (2008), Neural Network and Genetic Algorithm Approaches for Forecasting Bangladeshi Monsoon Rainfall, IEEE Xplore, Digital Object Identifier 10.1109/ICCITECHN.2008.4802997, pp.735 - 740 30. Shipra Banik, Farah Habib Chanchary, Rifat Ara Rouf and Khodadad Khan (2007), Modeling Chaotic Behavior of Dhaka Stock Market Index Values using the Neuro-fuzzy Model, IEEE Xplore, Digital Object Identifier 10.1109/ICCITECHN.2007.4579362 , pp.1-6 31. Shipra Banik (2007), Seasonal Long-Term Dependence: Evidences from the Bangladeshi Financial Series, The Egyptian Statistical Journal, Vol. 51(2), pp.135-146. 32. Shipra Banik and Param Silvapulle (1999), Testing for Seasonal Stability in Unemployment Series: International Evidence, Empirica, Springer, Vol.26(2), pp.123139. Conference/Working papers 1. Shipra Banik and A.F.M. Khodadad Khan (2015), Forecasting US NASDAQ Stock Index Values using Hybrid Forecasting Systems, 18th International Conference on Computer and Information Technology organized by the Military Institute of Science and Engineering, December 21-23. 2. Shipra Banik and B.M. Golam Kibria (2015), Size and Power Properties of Some Ridge Regression Tests, Invited talk for the Second International Conference on Theory and Applications of Statistics University of Dhaka, Bangladesh, Organized by the Dhaka University Statistics Department Alumni Association (DUSDAA), December 27-29. 3. Shipra Banik and A.F.M. Khodadad Khan (2015), Hybrid Forecasting Model for S&P 500 Stock Market Prediction, 19th International Mathematics Conference organized by the Bangladeshi Mathematical Society, December 18-20, Brac University, Dhaka. 4. Shipra Banik and B.M. Golam Kibria (2014), Parametric and Nonparametric Confidence Intervals for Estimating the Difference of Means of Two Skewed Populations: Applications of Online and in Class Final Exam Data, International Conference on Applied Statistics (ICAS) organized by the Institute of Statistical Research and Training (ISRT), Dhaka University, December 27-29. 6 5. Shipra Banik and B.M. Golam Kibria (2014), Confidence Intervals for the Population Correlation Coefficient ρ, 15th National Statistical Conference on “Current Trends and Future Challenges in Statistics: Big Data” organized by the Bangladesh Statistical Association, 25-26 December, 2014. 6. Shipra Banik and B.M. Golam Kibria (2014) Performance of Some Parametric Test Statistics for Testing the Difference of two Means, 16th International Conference on Computer and Information Technology organized by the University of Khulna, Khulna, Bangladesh. 7. Shipra Banik and AFM Khodadad Khan (2014), Seasonal Long Memory Process, 18th International Mathematics Conference organized by the Bangladeshi Mathematical Society. 8. Shipra Banik and B.M. Golam Kibria (2014), A Simulation Study on Some Confidence Interval Estimators for Estimating the Population Mean under Both Right and Left Skewed Distributions, 18th International Mathematics Conference organized by the Bangladeshi Mathematical Society. 9. A.F.M. Khodadad Khan, Mohammad Anwer and Shipra Banik, (2013), Exchange Rate Prediction Using Fuzzy System Neural Network Approach, IFSA World Congress NAFIPS Annual Meeting held in Edmonton, Canada on June 24-28. 10. Shipra Banik, A.F.M. Khodadad Khan and Mohammad Anwer (2012), Dhaka Stock Market Timing Decisions by Hybrid Machine Learning Technique, 15th International Conference on Computer and Information Technology held on 22-24 December 2012 and organized by the University of Chittagong, Chittagong, Bangladesh. 11. Shipra Banik, Moustafa, Abu Shawiesh and B.M. Golam Kibria (2012), Estimating Population Standard Deviation by Confidence Intervals: A Simulation Study, International Statistical Conference on “Statistics in Planning and Development: Bangladesh Perspective held on 27-29 December and organized by Bangladesh Statistical Association, University of Dhaka. 12. Shipra Banik, Mohammad Anwer and A.F.M. Khodadad Khan (2011), Modeling Chaotic Behavior to Predict Chittagong Stock Indices, 17th International Mathematics conference held on 22-24 December 2011 and organized by the Bangladesh Mathematical Society and the Department of Mathematics, Jahangirnagar University, Dhaka. 13. Shipra Banik and B.M. Golam Kibria (2011), A Simulation Study on Some Parametric Confidence Intervals for the Difference of Means of Two Skewed Populations, 14th International Conference on Computer and Information Technology held on 22-24 December 2011 and organized by the American International UniversityBangladesh, Dhaka. 7 14. Shipra Banik and B.M. Golam Kibria (2011), Testing the Population Coefficient of Variation, 17th International Mathematics conference held on 22-24 December 2011 and organized by the Bangladesh Mathematical Society and the Department of Mathematics, Jahangirnagar University, Dhaka. 15. Shipra Banik, Mohammad Anwer and Khodadad Khan (2010), Soft Computing Models to Predict Daily Temperature of Dhaka, 13th International Conference on Computer and Information Technology held on 23-25 December and organized by Department of Computer Science and Engineering, Ahsanullah University of Science and Technology. 16. Shipra Banik, Mohammad Anwer and Khodadad Khan (2009), Predictive Power of the Daily Bangladeshi Exchange Rate Series based on Markov model, Neuro Fuzzy Model and Conditional Heteroskedastic Model, 12th International Conference on Computer and Information Technology held on 21-23 December, 2009 and jointly organized by School of Engineering and Computer Science, Independent University, Bangladesh and Department of Computer Science and Engineering, Military Institute of Science and Engineering. 17. Shipra Banik and B.M. Golam Kibria (2009), Comparison of Some Parametric and Non-Parametric Test Statistics for Testing the Mean of a Right Skewed Distribution: An Empirical Study, 16th Mathematics Conference of Bangladesh held on 17-19 December, 2009 and organized by Department of Mathematics, Bangladesh University of Engineering and Technology in cooperation with the Bangladesh Mathematical Society. 18. Shipra Banik, Farah Habib Chanchary, Khodadad Khan, Rifat Ara Rouf and Mohammed Anwer (2008), Neural Network and Genetic Algorithm Approaches for Forecasting Bangladeshi Monsoon Rainfall, 11th International Conference on Computer and Information Technology, organized by the University of Khulna, Khulna, Bangladesh 19. Shipra Banik and B.M. Golam Kibria (2008), Comparison of Some One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution, International Conference on Statistical Sciences on Recent Development in Statistical Sciences, organized by North South University, Dhaka and Carleton University, Canada. 20. Shipra Banik and B.M. Golam Kibria (2008), On Some Discrete Models and Their Comparisons: An Empirical Comparative Study. Proceedings of the 5th SinoInternational Symposium on Probability, Statistics, and Quantitative Management KU/FGU/JUFE Taipei, Taiwan, ROC May 17, 2008 pp. 41-56 ICAQM/CDMS. 21. Shipra Banik (2007), Seasonal Long-Term Dependence: Evidences from the Bangladeshi Financial Series, Tenth National Conference on Roll of Statistics: Planning, Monitoring and Development, organized by Bangladesh Statistical Association, July 6-7. 8 22. Shipra Banik (2007), Output Convergence in Asian Economics: A Time Series Approach, International Indian Statistical Association Joint Statistical Meeting and International Conference on Statistics, Probability and Related Areas, organized by Department of Statistics, Cochin University of Science and Technology, Cochin, India, January 2-5. 23. Shipra Banik, Farah Habib Chanchary, Rifat Ara Rouf and Khodadad Khan (2007), Modeling Chaotic Behavior of Dhaka Stock Market Index Values using the Neuro-fuzzy Model, 11th International Conference on Computer and Information Technology organized by United International University, Dhaka. 24. Shipra Banik (2005), Modeling the International Quarterly Inflation Series using Integrated Statistical Models, International Conference on Globalization and Economic Asymmetries-Challenges and Opportunities organized by Indian Institute of Management-Kozhikode, in association with Athenian Policy Forum - Toronto, CANADA, December 15-17. 25. Shipra Banik (2005), Stochastic Properties of the International Quarterly Inflation Rate Series, Fifth Annual Conference on Models and Methods in Economics organized by Department of Statistics, Indian Statistical Institute, Kolkata, India, December 28-30. 26. Shipra Banik (2005), The Size and Power Properties of the Stationarity Test: A Monte Carlo Experiment and evidences from Bangladeshi series, Ninth National Conference on Statistics: Key to Monitor National Progress. Organizer: Bangladesh Statistical Association, April 15-16. 27. Shipra Banik and P. Silvapulle (1999), Seasonal Behavior in Stock Returns: Evidence from International Markets, Econometric Society Australian Meeting organized by The University of Technology, Sydney, Australia, July 7 – 9. 28. Shipra Banik and P. Silvapulle (1998), Finite Sample Properties of Seasonal Fractional Integration Tests, Discussion Paper no. A98.09, School of Business, La Trobe University, Melbourne, Australia. 29. Shipra Banik, and P. Silvapulle (1997). Testing For Seasonal Stability in Unemployment Series: International Evidence, Papers 97.17, La Trobe - Department of Economics, Australia Research under Progress Shipra Banik, Ahmed N. Albatineh and B.M. Golam Kibria, Empirical Comparisions of Some Test Statistics for Testing the Population Standard Deviation with Applications, Communications in Statistics-Simulation and Computation (under progress). 9 Reviewed Papers for Journals 1. 2. 3. 4. 5. 6. 7. Journal of Applied Statistics (1) Statistical Methodology (2) Communications in Statistics - Simulation and Computation(1) Journal of Basic and Applied Research International(1) Neurocomputing (1) Independent Business Review (IUB) (1) Journal of Global Economics, Management and Business Research (1) Awards and Scholarships 1. 1992 Chancellor Award, awarded by the President, People’s Republic of Bangladesh for achieving highest score at the Honors level among the departments of all faculties during the academic sessions 1986 to 1990 from the Jahangirnagar University, Savar, Dhaka. 2. Australian Government Postgraduate Research Scholarships awarded to fulfill the Ph.D. degree requirements at the La Trobe University, Melbourne, Australia. Memberships 1. Australasian Econometric Association, Australia. Period: 1997-1999. 2. Statistical Society of Bangladesh. Period: 1991 – Shipra Banik 15 June 2016 10