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Current news in 2018

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! Below you will find a little bio in his own words. 

Wonbong is a visiting fellow and works with Prof. Milan Vojnovic. 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.

Now, Wonbong lives in Fitzrovia with his wife and son. He usually likes to read books when he has spare time. His favourite authors are Nassim Nicholas Taleb, Haruki Murakami and George Orwell, and recently got very strong impressions from Yuval Harari’s books. Also, he started jogging after coming to London and tries to run every day in Regent’s Park. He used to cook different kinds of foods (especially pasta, fried rice and soup with meat or chicken) at home and would love to visit restaurants to try new foods. Please let Wonbong know if you want to join him and try out new food or just want to drink a cup of coffee.

Paper accepted for NIPS 2018 - the premier conference for machine learning!

Konstantin Kutzkov and Milan Vojnovic from the Department of Statistics have had their research paper "KONG: Kernels for Ordered Neighborhood Graphs" accepted for NIPS 2018. Congratulations to them both!  

The research paper is a result of a collaboration between LSE and Huawei Research, funded by Huawei, involving Konstantin as a post-doctoral researcher on the project.

Below, you will find a blurb from Konstantin and Milan regarding their paper.

"Networks are all around us, be it the tube map or online social networks that have become ubiquitous part of our life. All these networks generate a vast amount of data that needs to be analysed and understood. In our new paper "KONG: Kernels for Ordered Neighborhood Graphs" we present a novel framework for learning from network data, with a particular focus on networks in which edges obey an order. Such an order, for example, may be induced from creation time of edges in dynamic networks.

Our work will be presented at the 32nd Conference on Neural Information Processing Systems (NIPS 2018), the premier machine learning conference. This work is a result of a joint research project between LSE and Huawei Research, involving LSE researchers Konstantin Kutzkov and Milan Vojnovic and Huawei researchers Moez Draief and Kevin Scaman. The paper can be accessed online at"  

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. 

The link to the conference is here - and her title and abstract are as follows: 

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 have been awarded the Winton Capital Prize for Academic Excellence in Statistics with Financial Applications

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.

Both Benjamin and Woo have written a message of thanks below.


"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."


"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 for the best overall performance by an MSc Quantitative Methods for Risk Management Student

Tong Wu

We are very happy 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! Above is a photo of Tong, Head of Department Professor Pauline Barrieu and Professor Rajendra Bhansali. Below is a paragraph from Tong on winning the prize:

'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.'

Warm welcome to Visiting Scientist Zhenming Liu

Zhenming Liu

We would like to extend 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. Below you will find a little bio in his own words. 

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 received the Best Student Paper Award at ECML/PKDD 2010 and the Best Paper Award Runner-up at IEEE INFOCOM 2015. 

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. 

You can find more information here:

Professor Pauline Barrieu - Winner of the 2018 Louis Bachelier Prize

Prof Pauline BarrieuWe are very pleased to congratulate Pauline Barrieu, who has been awarded the prestigious Louis Bachelier Prize in recognition for her contributions to the fields of pricing, risk management and insurance.

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. She is an associate editor for the journals BernoulliSIAM Journal on Financial Mathematics and Stochastic Processes and their Applications and is on the editorial board for the SpringerBriefs in Quantitative Finance series. She also acts as a principal examiner for the Institute of Actuaries and is a committee member for the Bruti Liberati Prize.  

The Louis Bachelier Prize is a biennial prize jointly awarded by the London Mathematical Society (LMS), the Natixis Foundation for Quantitative Research and the Société de Mathématiques Appliquées et Industrielles (SMAI). The winners are prominent personalities, widely recognized in the academic and professional worlds of quantitative finance and risk management.

The official prize awarding ceremony will take place in Paris in October 2018.

Professor Milan Vojnovic - Recipient of the Criteo Faculty Research Award

Our congratulations to Milan Vojnovic, who is 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. 

Milan Vojnovic

LSE Statistics Graduation Day

On 11th July 2018 we celebrated the graduation of our Undergraduate and MSc Statistics students. We are so very proud of all of our students and it was wonderful seeing them celebrate with their family and friends. We wish them every success in the future and can't wait to hear all about their career plans and hopefully see them at our annual Alumni careers panel and mixer drinks! Congratulations Class of 2018! 


Citizenship Prize

The Department of Statistics introduced Citizenship prizes this year to recognise, reward and commend students who have made special efforts and particularly engaged in the department.

All nominees received a £50 Amazon voucher and a certificate and the winners received a £100 Amazon voucher and a certificate.

There was a small ceremony on Tuesday 24th April in the department!


Michailia Pangiotidi, Benjamin LimMichal Heydel


Khushbakht IrfanullahYunru Liao, Daniel Logan, Wai Hing Low, Waqar Mustqeem, Matthew wongJanice WongTianyi Xu, Muhammad Malizan, Daniel LimSakshi KabraAimilia KosyraFiona Christie



Lucky Survey Participants 2017/18

The department offered an incentive for completion of the NSS and Student experience Surveys, whereby one lucky participant from each survey would receive £100 in amazon vouchers and a second lucky participant would receive £50 in amazon vouchers. 

The completely random draw has now been made by Professor Barrieu. Many congratulations to our lucky participants!

Student experience survey

Lucky participant 1 awarded £100 in amazon vouchers = Wendy Low 
Lucky participant 2 awarded £50 in amazon vouchers = Karim Senouni

NSS prize winner

Lucky participant 1 awarded £100 in amazon vouchers =  Amelia Shu Peng Ong
Lucky participant 2 awarded £50 in amazon vouchers = Muhammad Mustaqeem  

Lucky survey participatant

Statistics Assistantship 2017: Accepted for publication by European Actuarial Journal

Many congratulations to Jun Ming Lim & Wei Li Hoon who participated in the department's Assistantship project in the summer of 2017.

It has just been announced the paper produced by Dr George Tzougas, Jun Ming Lim and Wei Li Hoon has been accepted for publication by European Actuarial Journal.

Congratulations to everyone involved!

The paper is titled - 'The Negative Binomial-Inverse Gaussian Regression Model with an Application to Insurance Ratemaking'.

Dr James Abdey - Nomination for 2018 student-led teaching Excellence Award

The awards this year led to over 900 individual nominations, with over 400 members of staff being nominated.The awards are made up of 7 categories and each category having 1 winner, 2-5 runners-up and 4-10 highly commended staff members.

This year Dr James Abdey was Highly Commended within the category of Inspirational Teaching!

Congratulations James!

Dr Addey James


teaching awards

Visit to Lloyd's of London

On the 14th March 2018, some of the second year students on the ST226 course went to visit Lloyd's of London. The photograph below was taken in the main underwriting room of Lloyd's under the Lutine Bell.

Lloyds 2018

Appointment of Assistant Professor


We are very pleased to announce that the Department of Statistics has appointed  Yunxiao Chen as Assistant Professor in Social Statistics from next academic year. Huge congratulations to Yunxiao!

National Student Survery (NSS)


If you are a final year student at the LSE, then please don't forget to take part in the National Student Survery for your chance to really shape the future for your fellow students. Your feedback is invaluable when it comes to improving the student experience in the Department of Statistics at LSE. If you are a final year student, please take the survey and leave your honest feedback. 

Tell us what we do well and what we need to do better and receive a £5 Amazon voucher as a thank you for your time PLUS the chance to win £100! Simply forward your confirmation email from NSS to and we will send a £5 Amazon voucher back to you.

Appointment of Assistant Professorial Lecturer

Dr George Tzougas200x200

We are very pleased to announce that the Department of Statistics has appointed  Dr George Tzougas as Assistant Professorial Lecturer in Actuarial Science from next academic year. Huge congratulations to George! 

New Undergraduate space in the Department of Statistics


We are pleased to annouce that we now have an Undergradaute common room area in the department!  It is located in COL.6.01, 6th floor of Columbia House.  Our Undergraduate students now have their own brand new exclusive space to relax, study and enjoy a drink from the new vending machine! We hope the room will be a welcome addition to student experience with us in the Statistics department! 

Welcome to our new Office Coordinator!

Kayleigh Brewer joined the Department of Statistics in January 2018 as our new Office Coordinator. She works to support the Programme Administrators and Events and Communications Officer and oversees the day-to-day operations of the Department’s administration. Kayleigh graduated with a BA in Sociology from the University of Nottingham and a PGCE in Primary Teaching from the University of Leicester. A huge welcome from everyone in the Department of Statistics!

Konstantin Kutzkov has joined the department as a Research Fellow

We would like to welcome Konstantin Kutzkov who has joined the Department of Statistics as a Research Fellow to work on a Huawei-funded project in the area of data science and machine learning for problems that arise in the context of monitoring and management of large-scale network systems. 

In his own words: 

My name is Konstantin and I am now starting as a research fellow in data science, working with Prof. Milan Vojnovic. My research interests are in designing new scalable algorithms for data mining and machine learning problems using sampling and sketching techniques.  A few keywords for people who might be interested: min-wise independent permutations, frequency moment estimation, heavy hitters in data stream.On a personal side, I come from Sofia, Bulgaria. I am a football fan but also enjoy watching other sports (track and field, volleyball, tennis). I also enjoy cinema, in particular modern European cinema.  


Ragnar Norberg has passed away


It is with great sadness that we announce Ragnar Norberg, Emeritus Professor of Statistics at LSE, passed away on the 18 December 2017. Professor Norberg is one of the most influential academics working on both insurance and financial mathematics. You can read more about Ragnar on LSE's Condolences blog

Past news in 2017 

December 2017 

Dr Kuha awarded the Political Studies Association Special Recognition Award


Dr Jouni Kuha has been awarded the Political Studies Association Special Recognition Award for 2017, as a member of the academic team for the BBC/ITV/Sky joint exit poll for the 2017 General Election (together with John Curtice, Patrick English, Stephen Fisher, Rob Ford, Jonathan Mellon, Roger Mortimore, Colin Rallings, and Michael Thrasher).

The PSA panel of expert judges commented that the members of the exit poll team “deserve recognition for their wide range of academic skills and the methodology used as well as the subsequent analysis of the forecast, which had an immense impact during election night”. 

Have a look at a list of the PSA award winners and a description of the exit poll methodology

Huge congratulations to Dr Kuha from the Department of Statistics!  

MSc Statistics students Sahoko Ishida and Qin Fang become 2016/17 Winton Prize winners

Qin 01

The Department of Statistics congratulates our 2016/17 MSc student Winton prize winners Qin Fang (pictured above) and Sahoko Ishida. A prize of £500 has been awarded to them both through the generous support of Winton.

Qin was awarded the Winton Prize for Academic Excellence in MSc Statistics/MSc Statistics (Financial Statistics) for gaining the highest aggregate mark amongst her peers. She told us:

'I would like to take this opportunity to show my thanks to all the faculty of our department and also to Winton for giving me this honor. During the past one year, I was introduced to well-constructed theoretical curriculums and practical training, and learned so much from our excellent research team. This experience was definitely unforgettable and meaningful in my whole life'.

Sahoko was awarded the Winton Prize for Best Dissertation in MSc Statistics (Research)/MSc Statistics (Financial Statistics) (Research). She told us: 

'It is a great honour and pleasure to receive the Winton prize for best dissertation. First and foremost, I would like to thank my supervisor, Dr. Wicher Bergsma, for his guidance throughout the project, and for showing me the joy of doing cutting-edge research in statistics. I would also like to express my appreciation to all the department members for providing us with an excellent study environment, and for the stellar teaching that has challenged us and broadened the ways we approach statistics.'

November 2017 

Staff and PhD student social event at Bounce!


Some of our staff and PhD students had a brilliant time playing ping pong at Bounce in Farringdon on 24th November! Lots of fun had by all and we are sure some of our students loved trying to beat the academics! After a very busy Michaelmas term, it was definitely time to let off some steam.

Added November 2017

27th and 28th March 2018 - Workshop on Data Science Theory and Practice

We are very pleased to announce that we shall be having an inaugural two day event on 27th and 28th March 2018 on Data Science! Our MSc Data Science degree programme launched in September 2017 and the Department of Statistics wanted to mark the arrival of this great new Masters degree with a two day workshop. The first day will involve talks by prominent researchers from academia and industry and the second day with talks by various industry representatives with a focus on business partners of the MSc Data Science capstone projects. 

Registration for this event will open soon but please note that participation will be by invitation only. 

Added November 2017 

Dr Anastasia Kakou chats about her views on teaching

The Department of Statistics has a brand new GTA mentorship scheme which is led by our Guest Teacher and GTA Mentor Dr Anastasia Kakou. We asked her to write a short piece on her teaching philosophy and she came back with a great contribution! Have a look at her thoughts on teaching on our Spotlight Series webpage.

Added November 2017  

LSE graduates talk to ST327 students about a career in Market Research 


We are delighted to say that the Department of Statistics had two LSE Statistics alumni come and meet with our 3rd year ST327 students in November. The ST327 lecture featured guest talks from Ceyda Ozturk who is Research Executive at GfK and Rosie Shaw who is Research Manager at Populus and they are now both Market Research professionals. They talked about their work in Market Research and their respective career paths then there was a Q&A session with our students afterwards. It was a really engaging session for the students!

Added November 2017

Vacancy in the Department of Statistics

We are curently looking to recruit an Office Coordinator to join the Department of Statistics Professional Servies team. Good luck to all applicants. 

Added November 2017

Risk and Stochastics Conference - 19th and 20th April 2018


The Department of Statistics is excited to announce that the annual Risk and Stochastics conference shall take place on 19th and 20th April 2018 at Winton headquarters in Hammersmith. Details on the speakers and how to register will be available soon!

Added November 2017

October 2017 

Residential retreat to Cumberland Lodge - 20th - 22nd October 2017


The MSc and PhD Statistics students enjoyed their annual retreat to Cumberland Lodge in Windsor. It was a very sucessful weekend of bonding, relaxing and some educational elements thrown in too of course!

Added October 2017

MSc Data Science programme launched


This year, the Department of Statistics has launched a new MSc Data Science programme, training future experts in data science.

With data becoming increasingly important in every aspect of our life, it is necessary to develop the most appropriate methods to acquire, manipulate and interpret big data.

This program provides a one-year education in data science, with a focus on acquiring firm foundations in machine learning and statistical methods as well as hands-on experience in using modern software systems and tools for storing, managing, analysing and visualising data.

As a highly interdisciplinary programme, in addition to compulsory courses, students in MSc Data Science will be able to choose from a wide range of elective courses such as Distributed Computing for Big Data, Statistical Computing, and Algorithms and Computation; special topics in statistical data analysis such courses on Time Series, Multivariate Methods, and Financial Statistics; special topics in Risk Management and Operations Research; as well as courses on data mining for Social Network Analysis and Text Analysis.

Students will have the opportunity to apply the theories and techniques acquired in this programme to real-world situations in industry and research. A compulsory part of the programme is a capstone project. A capstone project is defined together with a business partner and involves analysing real-world datasets. The business partners include those in software industry (Facebook, Google and Microsoft), big retail companies (Tesco and SpecSavers), international airline companies (Virgin Atlantic), advertising and digital marketing (Proximity London), as well as some LSE departments.

Added October 2017 

Professor Bartholomew has passed away

Professor Bartholomew

It is with great sadness to inform you that David Bartholomew, Emeritus Professor of Statistics at LSE, passed away on 16th October 2017.

Professor Bartholomew had a long and distinguished career and made significant contributions in Latent Variable Modelling, factor analysis and social measurement.

David Bartholomew joined LSE as Professor of Statistics in 1973 and retired in 1996. He has published more than 25 books on a wide-range of topics including stochastic models for social processes, statistical inference under order restrictions, statistical methods for manpower planning, latent variable models and factor analysis, the statistical approach to social measurement, and measuring intelligence. A selection of his publications can be found here.

Professor Bartholomew was a Fellow of the British Academy. He was President of the Royal Statistical Society 1993-95 and he was awarded the Society’s Guy Medal in Bronze in 1971. At LSE, he served as Head of Department and Pro-Director.

A conference honouring his significant contributions to statistics was held at LSE in December 2011. A selection of papers from the conference was published in 2014 in the Journal of the Royal Statistical Society: Series C (Applied Statistics), in a special issue on a ‘social statistics’ theme.

You will find David's interview from earlier in the year, which he conducted with Professor Irini Moustaki and Professor Fiona Steele, in our new Spotlight series

Added October 2017

September 2017 

Undergraduate Statistics 1st year induction day

induction day

Our brand new UG Statistics students enjoyed some fun bonding activities during their induction day on 20th September 2017! They took part in a treasure hunt on campus orgasined by LSE LIFE and ice breaker sessions and boat trip cruise on the Thames organised by the Department. Have a look at the photos taken of this Undergraduate Statistics induction day

Added September 2017

Past 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

Added October 2017

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!

Added July 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

Adam Bassett200x211

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 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


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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