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The department enjoys a vibrant research environment and offers a comprehensive programme of undergraduate and postgraduate degrees in Statistics

Current news in 2017

LSE Excellence in Education Awards

We are very proud to announce that four members of staff in the Department of Statistics have won an LSE Excellence in Education award! Huge congratulations to Professor Kostas Kardaras, Dr James Abdey, Dr Hao Xing and Dr Wicher Bergsma. 

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Congratulations graduates!

Huge congratulations to all of our 2017 Statistics graduates. The Department of Statistics would like to wish you all the very best of luck in the future and we are very proud of your achievements. Please do pop in and say hello if you are ever passing!

 
Past news in 2017

Winton undergraduate prize winners

The Department of Statistics congratulates our 2016-2017 BSc Actuarial Science students Zi Yang Choon and Ka Ngo Chan who are the joint recipients of the Winton Prize for academic excellence in statistics with financial applications. Two prizes of £500 each have been awarded through the generous support of Winton. 

Zi Yang Choon said - 'I am extremely honoured to receive this award. I would love to take this opportunity to thank my lecturers and the department for their immense support and help and also to Winton for the prize.'

Ka Ngo Chan commented that - 'It is an absolute honour to be granted the prize, and I am incredibly grateful to both the Department of Statistics and Winton for making this possible. The prize means a lot to me as it provides a sense of accomplishment and recognition of the hard work I have put in throughout my degree.

The Rajendra Bhansali prize for the 'Best Overall Performance by an MSc Risk & Stochastics Student' winner

The Rajendra Bhansali prize of £200 per year is funded by a donation made by Professor Rajendra Bhansali and his family. Professor Bhansali is an LSE alumnus and now teaches at the University of Liverpool. He has attended the Department of Statistics graduation reception on several occasions to congratulate the prize winners in person. The Department of Statistics is grateful to Professor Bhansali and his family for their generous support.

This year, the prize winner is Gabriel Calisto . Congratulations Gabriel!  

*Note that from 2017/18, this prize will be renamed ‘The Rajendra Bhansali Prize for the Best Overall Performance by an MSc Quantitative Methods for Risk Management student’, due to a change in the name of the MSc programme.

LSE Fudan exchange programme experience by Firzanah Firdaus

Firzanah Firdaus is an undergraduate student in the Department of Statistics and is currently taking part in the LSE-Fudan Exchange Programme. 

Firzanah has produced a series of Vlogs (video logs) to document her experience in Fudan and LSE student blogs have created a lovely piece on her exchange programme experience. The Vlogs provide a great insight into the experience in Fudan as well as student life more generally. Firzanah also has 6.8k subscribers to her YouTube channel and around 14,00 people on average watch her vlogs!

LSE Statistics practitioners challenge

The Department of Statistics organised the first LSE Statistics Practitioners Challenge in Feburary 2017. During this event, led by Hao Xing, the department of Statistics collaborated with leading industry partners, including Aviva, JP Morgan, and UBS, to initiate live competitive projects focusing on real issues faced by companies. MSc students were invited to take on the challenge by using their personal and professional skills developed through their program at LSE. Companies proposed a problem, from insurance to trading, and students came with the best approach they could think of. Then a panel composed of faculty members and industry representatives vote for the three best projects.

The challenge last for only four weeks. Once the industry came to LSE to present their project, groups formed of three to four student from all master program in statistic present a solution. One group per project is selected to continue the challenge. Additionally to the support provided by the industry, each selected group is followed by a PhD student and two faculty members will give office hour to help out.

During the last event, the group which tackled the challenge from UBS on index option pricing won the challenge. The project aimed to spotted out mispricing in index option using machine learning. The student decided to solve this problem by deploying various machine learning methods to fit the best prediction. They were highly praised, as for the other participating student group, for their proactivity and motivation to take on the challenges despite the short time.

Students enjoyed the variety of project to choose from and the chance to gain experience working on solving real issues. They also appreciated the working environment during the month where they were able to reach out and exchange with academics and professional. The experience gave them more insight into their future career which often coincide with the industry they worked with. 

To sum up, this challenge provides students with opportunities to apply their learning and skills and the chance to work on problems that they will encounter in the ‘real world’, enhancing their learning experience and their personal and professional development. 

Some feedback on the event: 

``I think the group was very proactive and achieved a lot given the short time period. What I appreciate the most is the fact that they implemented four different innovative machine learning techniques, which can help improve the fit of the aggregation model to the observed index vol surface data.”     UBS  

``I really enjoyed the experience of applying the skills and knowledge I have acquired to the project. The challenge is a perfect way for us to gain practical skills and study areas where we are interested.” Student

 

Past news in 2016

5 minutes with Milan Vojnovic

Professor Leonard Smith will give a talk on Chaos in Weather Forecasting at Imperial College London on 14 December 2016 as part of the Royal Meteorological Society national meeting Chaos and Confidence in Weather Forecasting. Registration for the event is open.

Professor Smith is the Director of the Centre for the Analysis of Time Series (CATS).

Leonard Smith: chaos in weather forecasting (Royal Meteorological Society)

Professor Leonard Smith will give a talk on Chaos in Weather Forecasting at Imperial College London on 14 December 2016 as part of the Royal Meteorological Society national meeting Chaos and Confidence in Weather Forecasting. Registration for the event is open.

Professor Smith is the Director of the Centre for the Analysis of Time Series (CATS).

MSc prize winners

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The Department of Statistics congratulates our 2015-16 MSc student prize winners Adam Bassett and Ke Yu. Two prizes of £500 each have been awarded through the generous support of Winton.

Adam, pictured below graduating from the MSc Statistics programme, was awarded the Winton Prize for Academic Excellence in MSc Statistics/MSc Statistics (Financial Statistics) for gaining the highest aggregate mark amongst his peers. He told us:

“I just want to say that I really enjoyed my time at LSE. I received great support from everyone I met in the department and was really pushed to achieve my best. I am already using the skills I learnt in my career.”

Ke Yu, who graduated from the MSc Statistics (Financial Statistics) (Research) received the Winton Prize for Best Dissertation in MSc Statistics/MSc Statistics (Financial Statistics). She added:

“It is my great honour to have been awarded the Winton Prize for best dissertation. I would like to take this opportunity to express my sincerest thanks to my dissertation supervisor, Dr Clifford Lam, for his guidance and support throughout the project. I would also like to deliver my gratitude to many other teaching and research staff in Department for making my MSc study exceptionally enriching and enjoyable. I gratefully acknowledge Winton for giving me the prize.” 

Video with Professor Qiwei Yao

In the video ‘LSE Research in Mandarin’, one of our academics Professor Qiwei Yao talks to Dr Catherine Xiang from the Language Centre about his research on Time Series and its application. He also discusses the recent challenges and advantages Big Data bring us in the world today.

You can view the video here. (Mandarin, with English subtitles.)

Cumberland lodge weekend residential retreat for our MSc students

A few of our MSc students, GTAs and staff attended a wonderful residential weekend at Cumberland Lodge in Windsor from 21st - 23rd October 2016. The students really enjoyed the trip and you can see a few things they got up to here.

Posted on 27th October 2016

LSE Excellence in Education Awards 2016

We are very proud to announce that four members of staff in the Department of Statistics have won an LSE Excellence in Education award! Huge congratulations to Professor Pauline Barrieu, Professor Irini Moustaki, Professor Fiona Steele and Dr Hao Xing. Professor Moustaki says "When I first started teaching I learnt that you have to be very understanding. It’s important to bring humanity into the classroom, and encourage students to help and learn from each other." Professor Moustaki was interviewed and her comments can be found on the Education blog here. It makes for a very interesting read.

More information on the awards can be found here.

Posted on 26 October 2016

Peter Hall memorial conference

memorial conference for the distinguished Australian statistician Peter Hall takes place at the University of California, Davis on 30 September to 1 October 2016. Peter, who sadly died on 9 January 2016, was a Visiting Professor in the Department of Statistics at LSE. He is remembered with a great deal of respect and affection by all who knew him.

The ACEMS Workshop in Honour of Peter Hall takes place at the University of Melbourne on 10-12 December 2016.

To quote from the workshop website, "On 9 January 2016, in Melbourne, Australia, the statistics community lost one of its greatest statisticians, Peter Hall. This workshop will gather friends and colleagues of Peter to celebrate this exceptional man and his unique contributions to statistics."

Posted on 21 July 2016

8th September - Meena Kotecha: Livening up statistics teaching rooms by “LOL"

The Royal Statistical Society (RSS) has invited Meena Kotecha to organise a session for their upcoming Annual International Conference. Meena's invited session entitled “Communicating Statistics: Communication statistics to non-specialist university students” is scheduled on 8th September 2016 from 10:10am to 11:30am. Meena's session details are now available here.

Meena noted that 'My invited session was well attended and well received. It was followed by lively discussion and questions. Moreover, it generated enormous interest in my research and led to research collaboration invitations which I am extremely excited about'.

Posted on 21st July 2016

9th European Summer School in Financial Mathematics

Professor Kostas Kardaras will give a mini course at the 9th European Summer School in Financial Mathematics, St Petersburg, 29 August 2016 to 2 September 2016. The title of this course is 'Market viability and hedging beyond NFLVR'.

Professor Kardaras is a member of the Rick and Stochastics group. He is the Chair of the Research Committee in the Department of Statistics.

Posted on 8 July 2016

LSE Education Symposium 2016

The Department of Statistics is delighted to invite you to watch this short film documenting the discussion among academics, students and others about LSE’s research informed social science education, held at the School’s Education Symposium on 11 May 2016. This event was ornised by the Teaching and Learning Centre (TLC) and the film includes contributions by our Assistant Professorial Lecturer Dr James Abdey.

Winton undergraduate prize winners

The Department of Statistics congratulates our 2015-16 BSc Actuarial Science students Kin Shing Lam and Teck Stern Lim who are the joint recipients of the Winton Prize for academic excellence in statistics with financial applications. Two prizes of £500 each have been awarded through the generous support of Winton.

Kin Shing Lim told us, "I would also like to take this opportunity to thank the Department of Statistics for the support throughout the years and Winton for giving me the prize. It means a lot to me."

Teck Stern Lim added, "I am truly honoured to have been awarded this prize. I would like to take this opportunity to thank LSE for the endless support and of course to Winton for giving me this honour. It goes to show that my efforts and dedication over the past years have been recognised and am truly grateful for that."

Winton is a global investment manager, specialising in the application of mathematical and scientific principles to analysis and trade financial markets. Founder David Harding is one of the pioneers of quantitative systematic trading in Europe and has more than 30 years of experience at the forefront of the industry.

Posted on 10 August 2016

Congratulations to all of our graduates!

Many congratulations to all of our UG and MSc students in the Department of Statistics who graduated on 13th July 2016! Remember to register with the LSE Alumni online community, a hub through which alumni of LSE can stay in touch with the School, network with one another and access a range of exclusive benefits and services. Keep in touch and best wishes for the future.

Posted on 15 July 2016

Rajendra Bhansali Prize awarded to Stan Graumans

The Rajendra Bhansali Prize for Best Overall Performance by an MSc Risk and Stochastics Student has been awarded to Stan Graumans, a graduate from our MSc in Risk and Stochastics in the 2015-16 academic session.

The Rajendra Bhansali Prize is donated by Rajendra Bhansali, graduate (BSc(Econ), 1967 and PhD, 1971) and former member of staff (1967-68) of the LSE and now Emeritus Professor of Mathematical Sciences at the University of Liverpool. Professor Bhansali is pictured here with Stan at our graduation reception.

Posted on 15 July 2016

9th World Congress of the Bachelier Finance Society

Professor Pauline Barrieu is a plenary speaker at the 9th World Congress of the Bachelier Finance Society in New York on 15-19 July 2016. The title of the talk is 'Assessing Financial Model Risk'.

Professor Barrieu is the Head of Department elect of the Department of Statistics and a member of our Risk and Stochastic group. She is also Co-Director of the Centre for the Analysis of Time Series (CATS).

Posted on 8 July 2016

5th July - APT 2016

On the 5th July, Meena Kotecha and nine LSE students presented at the APT conference which was jointly organised by LSE and the University of Greenwich. Meena's paper abstract can be accessed here and also highlights the names of the nine LSE students.

Posted on 14th July 2016

Chris Skinner - End of term as Head of Department marked by the department

Colleagues in the Department of Statistics recently gathered to acknowledge the end of Chris Skinner's term as Head of Department. In time-honoured tradition, the occasion was marked with cake in the Leverhulme Library.

The Department would again like to take this opportunity to thank Chris for his hard work and dedication over the past 3 years. Chris will be succeeded by 

Posted on 13 June 2016

Data Linkage and Anonymisation INI programme

Professor Chris Skinner (Head of the Department of Statistics and a member of our Social Statistics group) is one of the organisers of a Scientific Programme on Data Linkage and Anonymisation at the Isaac Newton Institute in Cambridge from 4 July to 21December 2016.

'Data Linkage and Anonymisation: Setting the Agenda', the first of four workshops in the programme, takes place on 5 to 8 July 2016. This workshop has been co-organised by Professor Skinner with Professor Natalie Shlomo from the University of Manchester.

Posted on 9 June 2016

Teaching award winners

Congratulations to our Graduate Teaching Assistants and PhD students Victory Idowu, Ragvir Sabharwal and Yajing Zhu, recipients of the 2016 LSE Class Teacher Awards. These achievements were celebrated at the Teaching Awards Celebration on 11th May 2016.

Posted on 12 May 2016

SADL and Statistics students

The Student Ambassadors for Digital Literacy (SADL) programme was launched in October 2013.

This year seven of the nine senior Ambassadors are from the statistics department and have played a major role in helping with the planning and teaching of workshops.

Dr Jane Secker (Copyright and Digital Literacy Advisor) has praised the impact the statistics students have had on making SADL a success.

SADL and Statistics: an interview with Professor Pauline Barrieu, our Deputy Head of Department and a member of our Risk and Stochastics GroupProfessor Barrieu is also Co-Director of the Centre for the Analysis of Time Series (CATS).

Posted on 12 May 2016

Risk and Stochastics Conference 2016

Thank you to all the speakers and delegates who participated in the 10th Risk and Stochastics  Conference on 21 and 22 April 2016, and a big thanks to Winton for hosting the conference.

Visit to the 'Big Bang Data' exhibition

PhD students and members of staff from the Department of Statistics visited the Big Bang Data exhibition at Somerset House on Wednesday 24 February. 

Posted 7 March 2016

Meena Kotecha named an 'LSE innovator'

We are delighted to announce that our very own Meena Kotecha has been named an 'LSE Innovator' by the Learning Technology and Innovation (LTI) department at LSE. The title describes people who are leading and living innovative practice in their teaching. Meena has been teaching MA107, ST102 and MG211.2 since October 2006. You can read about the secret of her success, and view her short video interview here

In addition to this, Meena has recently been invited to speak at the RSS 2016 International Conference on the subject “Communicating Statistics to Non-specialist University Students.” Meena will present with two academics whom she has invited from UCL and the University of Manchester to cover degree paths such as life sciences and medical science. You can view more information on the Conference here.

The Department would like to take this opportunity to congratulate Meena on her achievements.

Professor Peter Hall, 1951 - 2016

Professor_Peter_Hall

We are deeply saddened by the news that Professor Peter Hall, LSE Centennial Professor in 2000-2002, Fellow of the Royal Society, Foreign Member of the National Academy of Science (USA), and Fellow of Australian Academy of Science, passed away on 9 January 2016.

Our condolences are extended to his family.

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