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John R. J. Thompson

Dr. John R.J. Thompson is an Assistant Professor at the University of British Columbia whose areas of expertise are nonparametric and applied statistics. John's strong interest in interdisciplinary research has led him to apply statistical modelling techniques to environmental science and behavioural finance. John's 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.

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Areas of Interest

Dr. Thompson's research interests lie in nonparametric statistics and smoothing, distance metric learning, clustering, mixed-type data and change-point analysis. His research is motivated by applications to behavioural finance, climate finance, and environmetrics.


Lee, Yongjae, Thompson, John R.J., Kim, Jang Ho, Kim, Woo Chang & Fabozzi, Francesco A. (2023). An Overview of Machine Learning for Asset Management. Journal of Portfolio Management. (Accepted)

Thompson, John R.J., Feng, Longlong, Reesor, R. Mark, Grace, Chuck & Metzler, Adam. (2022). Measuring the gap between elicited and revealed risk for investors: An empirical study. Financial Planning Review, 5(4), 1-16.

Thompson, J.R.J., Feng, L., Reesor, R.M. & Grace, C. (2021). Know Your Clients’ behaviours: a cluster analysis of financial transactions. Journal of Risk and Financial Management, 14(2), 50-79.



Email address:

Phone number: 250-807-8149

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