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News

Browse our recent news and activities

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

News in 2018/ 19

Double Master's in Financial Statistics and Chinese Economy with Fudan University

 

Fudan-LSE Photo

The Department are excited to announce our partnership with Fudan University, China, to offer a unique two-year double master's degree in financial statistics (LSE) and Chinese economy (Fudan). 

Students will spend a year here at the Department, acquiring a solid quantitative background for careers in the financial industry.  The second year will be at Fudan University, where students will apply the quantitative tools learned to solve practical problems for central banking, international organisations or private sector firms. There will be a strong focus on China and the Chinese Economy. 

Upon completion of the course, recipients will be conferred a Masters of Economics in Finance and in MSc Statistics (Financial Statistics) by Fudan and LSE respectively.

“Students will be offered a wide variety of statistics and machine learning module options, with a key focus in financial data analysis. The first year will provide quantitative training at LSE. The second year will see students gain exposure to the fast-growing Chinese economy, acquiring all of important tools for an economist in Fudan.

The course aligns with the emerging concept of “quantamental” individuals, who make decisions based on both quantitative evidence from data, and understanding of fundamentals in a broad horizon.

We are delighted with our collaboration with Fudan University and look forward to welcoming our first students on this double degree." Dr Lam and Professor Barrieu

Visit the course page for more information. 

 

Visit from Barking Abbey School

 

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We were very pleased to host a visit from seventeen students in years eleven and twelve from Barking Abbey School on Friday 5th April. Dr Sara Geneletti coordinated this visit with the support of the LSE Widening Participation Team. 

The visit began with short presentations on studying mathematics and statistics at university, presented by Professor Fiona Steele, Dr Wicher Bergsma and Dr Gelly Mitrodima. After lunch, the students were taken on a tour of the campus by three of our undergraduate student ambassadors. During the final part of the visit Dimple Wedgewood from Widening Participation led the students in a group task to generate questions about university in general and studying mathematics and statistics in particular, which were then answered by our student ambassadors.

We hope the students were inspired by their visit and we hope to see many of them in the future.

 

Research Internship Scheme Summer 2018

We are delighted to announce that Dr Tzougas' research paper, which was produced following last year's internship, has been accepted for publication. Two students Waqar Mustaqeem and Woo Hi Yik, along with Dr George Tzougas produced the paper. 

In particular, it has been accepted for publication by the internationally recognised academic journal Annals of Actuarial Science, that is published by the Institute and Faculty of Actuaries in the UK as part of its objective to advance all matters relevant to Actuarial Science.

Information regarding the summer 2019 Research Internship Scheme will be available soon.

Professor Irini Moustaki elected President of the Psychometric Society

 

Prof Irini Moustaki200x200

We are delighted that Professor Irini Moustaki has been elected the new President of the Psychometric Society, for the 2020-2021 term.  Irini will also serve on the Society’s Executive Committee for three years.

The Psychometric Society was founded in 1935. The society is devoted to the advancement of quantitative measurement practices in psychology, education and the social sciences. 

Irini Moustaki was Editor-in-Chief for the Journal Psychometrika from November 2014 to December 2018.  

 

Team nominated for Values in Practice Awards 2018/19

Congratulations to colleagues in the Department for being nominated in the Values in Practice Awards 2018/19. The award recognises colleagues who have shown outstanding commitment and made a significant contribution to the School over the past year. 

A huge well done to colleagues for nominations in the following categories 

  • Sarah Mcmanus - Student Experience Ambassador 
  • Penny Montague - Exceptional Team Member
  • PSS Team - Team of the Year

Congratulations to our MSc Graduates and Prize Winners! 

Congratulations to all of our MSc graduates! A huge well done to the Winton Prize winners -

  • Kaifang Zhou for Best Dissertation in MSc Statistics! 

    Kaifang said: 

    "It was a great honor for me to win the Winton Prize for the Best Dissertation. Firstly, I would like to express my deepest appreciation to my supervisor, Professor Milan Vojnovic ́, who spent a lot of his precious time in guiding me to write this dissertation. Without his guidance and dedication I would not have finished this dissertation and won the Winton Prize. Secondly, I would also like to thank Doctor Se-Young Yun for his insightful discussions. Thirdly, I would also like to thank my family and friends, especially my parents and grandparents, who despite my busy schedule with this dissertation constantly supported me through this journey. Last but not least, I always consider myself lucky to be a part of Department of Statistics at LSE throughout my undergraduate and MSc studies, I love this department with many reasons. Therefore, I would like to take this opportunity to thank Department of Statistics and Winton Capital for providing me with this unforgettable experience, which will give me huge confidence to continue my PhD studies at LSE."

  • Shuhan Yang for Academic Excellence in MSc Statistics!

    Shuhan said: 

    "It is my great honour to receive the Winton Prize for Academic Excellence. I would like to show my thanks to Winton for giving me this honour and to all the department staff for offering us a productive study environment. Also, I would like to express my appreciation to all my lecturers for the well-organized courses and attractive teaching styles that have broadened my horizon on financial statistics and aroused my curiosity to further study the time series. I am now planning to apply for a PhD"

  • Kevin Beck Hwai Boon for being jointly awarded the Best Dissertation in MSc Data Science
  • Luis Alonso Ma Takeshita for being jointly awarded the Best Dissertation in MSc Data Science. 

    Luis Alonso said: "I would like to thank both Winton and all department members for this great honour. Particularly, I would like to extend my thanks to my supervisors, Dr. Yining Chen and Dr. Xinghao Qiao for their continuous support and guidance. I greatly enjoyed this past year and am very pleased with the solid foundation in Data Science, theoretical and practical, that I received and has undoubtedly contributed deeply to my career development."

     At the moment, I'm working as Senior Data Scientist at the Analytics department from BCP (the largest bank in Peru)."

  • Yihuang Gu for being jointly awarded the Best Dissertation in MSc Data Science. 
  • Zhiyu Liu for Academic Excellence in MSc Data Science

    Zhiyu said: “It is my great honour to be awarded the Winton Prize for Academic Excellence. I would like to take this opportunity to thank the department for their immense support. I would also like to express my sincerest appreciation to Winton for giving me this honor. During the past one year, I was introduced to advanced statistical methods, hands-on programming exercises and cutting-edge researches. I really enjoy my time at LSE.”

    In terms of what I’ll be doing after my graduate, I plan to work as a data analyst in the Internet industry. Luckily, I have received several offers from companies in China but I haven’t yet made the final decision of which to join."

Professor Pauline Barrieu presented the prizes at the Departmental reception after the graduation cermeonies. 

Professor Kuha is the new joint editor for JRSS Series A of Journals

 

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The Royal Statistical Society announced that Professor Jouni Kuha is the new Joint Editor of Series A of the journals. 

Prof. Kuha's methodological research focuses on latent variable modelling, analysis of survey data, problems with measurement error and missing data, and other areas that are motivated by applications of statistics in the social sciences. Jouni's has also been a mmember of the Government Statistical Service Methodology Advisory Committee and the analysis team of the exit poll for UK general elections. 

Jouni was a member of the Series C editorial panel (2009–2012), and the Social Statistics Section’s committee (2006 2012, as chair in 2010–2012).

 

Congratulations to Karim Senouni! Winner of the Sir Worcester Prize

 

Karim, LSE100

A huge congratulations to Karim Senouni for winning the Sir Worcester Prize for Exceptional Academic Performance! This is a part of  LSE100, which is the flagship interdisciplinary course for undergraduate students. 

Karim pictured (far right) with fellow prize winners

Karim - "It's great to be recognised for my work on LSE100 by receiving this prestigious award.  I found the course extremely refreshing and beneficial for developing new skills, even gaining an interest in Game Theory which I have taken up in my third year. I'd personally stress the importance of persistence and curiosity as the key determinant of success, in both LSE100 and beyond! In my oinion, there are very few things that can stand in the way of a can-do attitude and a strong focus on what output you want to be associated with." 

 

Professor Pauline Barrieu - Winner of the 2018 Louis Bachelier Prize

 

Pauline Barrieu award winner

Congratulations to Pauline Barrieu winner of the prestigious Louis Bachelier Prize, in recognition for her contributions to the fields of pricing, risk management and insurance.

Pictured with Jean Cheval, Senior Adviser, and Michel Crouhy,  President of the Foundation Natixis. Professor Barrieu is the current Head of Department for the Department of Statistics, and Co-Director for the Centre for the Analysis of Time Series.

Professor Barrieu - "I feel extremely honoured to receive this award from such a distinguished jury and to join a prestigious list of recipients. Throughout my career, I have been very privileged to have met many researchers from different areas, happy to collaborate and share ideas. I am grateful to work at the intersection of fields and just enjoy learning to understand how things work, to live research as a human experience and as an exchange."

 

Warm welcome to Visiting Fellow Wonbong Jang

 

Wonboon Jang

We would like to extend a very warm welcome to Wonbong Jang who has joined us as a visiting fellow for a period of six months! 

Wonbong is working with Prof. Milan Vojnovic and his primary research interests are applying neural networks to other domains and understanding Bayesian modellings better. Before coming to LSE, Wonbong studied computational statistics and machine learning at University College London. He is originally from South Korea and previously used to work for the Korean government as well as the small IT start-up for 6 years and 3 years respectively. He majored Electrical Engineering and Economics for his Bachelor’s and Masters at Seoul National University. 

 

Professor Moustaki gives key note talk at ITC 2018 Conference

Professor Irini Moustaki gave a key note talk at the ITC 2018 Conference in Montreal, Canada on 3rd July 2018. Professors Moustaki's talk details were:

Title: The Contributions of Women in Psychometrics-Statistics: Past and Present 

Abstract: In this talk, I will present an overview of the history of Psychometrics in terms of methodological contributions, substantive applications in diverse fields and relationships with other disciplines. I will aim to highlight some of the key contributions made by women and how those contributions have affected and shaped the discipline of Psyhometrics as we know it today. The talk will also look into current gender differences in various fields in statistics in the academia and beyond.

Undergraduate students Benjamin Lim Teng Kiat and Woo Hee Yik awarded the Winton Capital Prize

A huge congratulations to our two Undergraduate winners of the Winton Capital Prize, Benjamin Lim Teng Kiat and Woo Hee Yik. Both students were awarded the Winton Capital Prize for Academic Excellence in Statistics with Financial Applications.

Benjamin: "I would like to express my sincere appreciation to Winton for their generous support and the Department of Statistics for enriching my student experience in the LSE. Additionally, I would also like to take this opportunity to express my particular thanks to Prof Dassios, Prof Barrieu, Dr Baurdoux and Dr Qiao for going the extra mile."

Woo: "I would like to take this opportunity to express my gratitude to the Department of Statistics of LSE and Winton for awarding me the Winton Capital Prize. Thank you LSE for giving me the chance to explore the field of actuarial science and gain an understanding of its applications in the financial world. The key lesson that I learned from my journey with the LSE is that you never know your potential until you tried and committed yourself into something that you hope to achieve in life. I feel proud that I made it and this is a moment that I will remember for the rest of my life"

MSc student Tong Wu receives Rajendra Bhansali Prize 

 

Prof Bhansali, Tong, Professor Barrieu

We are delighted to announce that MSc student Tong Wu has been awarded the Rajendra Bhansali Prize for the best overall performance by an MSc Quantitative Methods for Risk Management Student! Huge congratulations!

Pictured with Head of Department, Professor Pauline Barrieu, and Professor Rajendra Bhansali. 

Tong: 'I was so surprised to know that I had won the Rajendra Bhansali Prize. It was a great honor to be awarded, and I would like to express my gratitude to Professor Bhansali. I would also like to thank my families, my friends and all staff in the Department of Statistics for supporting me during the past intensive but fulfilling year. This experience was truly unforgettable and will inspire me to move on to my next journey.'

 

Welcome to Visiting Scientist Zhenming Liu

 

Zhenming Liu

A very warm welcome to Zhenming Liu who has joined us as a visiting scientist for a period of six months! Currently, he is also a visiting researcher at the Alan Turing Institute. 

Zhenming Liu is an assistant professor in the Computer Science Department at the College of William & Mary. He received his PhD in the theory of computation from Harvard University in 2012. He was a postdoctoral research associate at Princeton University in 2012 and 2014, and an alpha modeler at Two Sigma Investments from 2014 through 2016. 

Dr. Liu’s research focuses on: 1. Computational learning theory for graphs, which aims to design computationally efficient, statistically sound learning algorithms for graphs, optimized for applications in social network analysis, topical models, and financial news analysis, and 2. Using combinatorial algorithmic techniques to tackle inference problems in high dimensional statistics.

 

Professor Milan Vojnovic recieves the Criteo Faculty Research Award

 

Milan Vojnovic

Congratulations to Milan Vojnovic, one of a select group of recipients of the Criteo Faculty Research Award

Professor Vojnovic, Chair in Data Science, will be conducting a research project on statistical modelling and inference for conversion attribution with motivating applications in digital advertising. 

 

 

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