luis-llerena-15500

People

Find a member of staff in the Department of Statistics

We offer a unique opportunity to study Actuarial Science, Data Science, Financial Statistics, Insurance and Risk and Social Statistics in a university with a world class reputation of academic excellence in the social sciences.

Department staff

Academic faculty

Dr James Abdey

Dr. James Abdey
Assistant Professorial Lecturer

More information

 

Dr Beatrice Acciaio

Dr. Beatrice Acciaio
Associate Professor

More information

 

Dr Matteo Barigozzi

Dr. Matteo Barigozzi
Associate Professor

More information

 

Prof Pauline Barrieu

Professor Pauline Barrieu
Professor, Head of Department

More information

 

Dr Erik Baurdoux

Dr. Erik Baurdoux
Associate Professor, Deputy Head of Department

More information

 

Dr Wicher Bergsma

Dr. Wicher Bergsma
Associate Professor

More information

 

Dr Luciano Campi

Dr. Luciano Campi
Associate Professor

More information

 

Dr Umit Cetin

Professor Umut Cetin
Professor

More information

 

Dr Yining Chen

Dr. Yining Chen
Assistant Professor

More information

 

Dr Angelos Dassios

Professor Angelos Dassios
Professor 

More information

 

Professor Piotr Fryzlewicz

Professor Piotr Fryzlewicz
Professor

More information

 

Dr Sara Geneletti

Dr. Sara Geneletti
Assistant Professor

More information

 

Dr Kostas Kalogeropoulos

Dr. Kostas Kalogeropoulos
Associate Professor

More information

 

Professor Kostas Kardaras

Professor Kostas Kardaras
Professor

More information

 

Dr Jouni Kuha

Dr. Jouni Kuha
Associate Professor

More information

 

Dr Clifford Lam

Dr. Clifford Lam
Associate Professor

More information

 

Professor Irini Moustaki

Professor Irini Moustaki
Professor, Deputy Head of Department 

More information

 

Dr Xinghao Qiao

Dr. Xinghao Qiao
Assistant Professor

More information

 

Professor Chris Skinner

Professor Chris Skinner
Professor

More information

 

Professor Leonard Smith

Professor Leonard Smith
Professor, Director of CATS

More information

 

Professor Fiona Steele

Professor Fiona Steele
Professor

More information

 

Professor Milan Vojnovic

Professor Milan Vojnovic
Professor

More information

 

Dr Hao Xing

Dr. Hao Xing
Associate Professor

More information

 

Professor Qiwei Yao

Professor Qiwei Yao
Professor 

More information

 

Academic associates - Emeritus Professors, Guest Lecturers, Fellows and Visiting staff

AtkinsonA75x100

Professor Anthony Atkinson
Emeritus Professor in Statistics

More information

 

Professor David Bartholomew

Professor David Bartholomew
Emeritus Professor in Statistics

More information

 

Dr Young Lee

Dr. Phil Chan
Guest Teacher

More information

Dr Nicholas Cron

Dr. Nicholas Cron
Guest Lecturer

More information

Stella Hadjiantoni

Stella Hadjiantoni
Guest Teacher

More information

Dr Anastasia Kakou

Dr. Anastasia Kakou
Guest Lecturer and GTA Mentor

More information

 

Dr Eleni Katirtzoglou

Dr. Eleni Katirtzoglou
Guest Teacher and GTA Mentor

More information

Meena Kotecha

Meena Kotecha
Guest Teacher

More information

Dr Martin Knott

Dr. Martin Knott
Emeritus Associate Professor in Statistics

More information

 

Dr Young Lee

Dr. Young Lee
Visiting Fellow

National ICT Australia 

Dr Milt Mavrakakis

Dr. Milt Mavrakakis
Guest Lecturer

More information

Gelly_Mitrodima_8355

Dr. Gelly Mitrodima
LSE Fellow

More information

Professor Ragnar Norberg

Professor Ragnar Norberg
Emeritus Professor in Statistics

More information

 

Dr Roel Oomen

Dr. Roel Oomen
Visiting Senior Fellow

Deutsche Bank

 

Professor Thorsten Rheinlander

Professor Thorsten Rheinlander
Visiting Professor

More information

 

Dr Giacomo Scandolo

Dr. Giacomo Scandolo
Visiting Fellow

More information

 

Karsten Shaw

Karsten Shaw
Guest Lecturer

More information

Professor Bernard Sinclair-Desgagne

Professor Bernard Sinclair-Desgagne
Visiting Professor

More information

 

Professor Howell Tong

Professor Howell Tong
Emeritus Professor in Statistics

More information

 

Dr George Tzougas

Dr. George Tzougas
LSE Fellow

More information

Professor Henry Wynn

Professor Henry Wynn
Emeritus Professor in Statistics

More information

 

Zouros

Dr George Zouros
Guest Teacher

More information

Research staff

Dr Andreas Anastasiou

Dr. Andreas Anastasiou

More information

 

Dr Myrsini Katsikatsou

Dr. Myrsini Katsikatsou

More information

 

Dr Tobias Kley

Dr. Tobias Kley

More information

 

Graduate teaching assistants

AistisPicture

Aistis Atminas

More information

Cheng_Chen

Carlton Chen

More information

Phoenix Feng

Phoenix Feng

More information

 

Hyeyoung Maeng

Hyeyoung Maeng

More information

Alice Pignatelli di Cerchiara

Alice Pignatelli di Cerchiara 

More information

Cheng Qian

Cheng Qian

More information

Jose Manuel Pedraza

José Manuel Pedraza

More information

Ragvir Sabharwal

Ragvir Sabharwal

More information

Alexandra Tsimbalyuk

Alexandra Tsimbalyuk

More information

Christine Yuen

Christine Yuen

More information

Yajing Zhu

Yajing Zhu

More information

Xiaolin Zhu

Xiaolin Zhu

More information

Professional services staff

Steve Ellis

Steve Ellis
Undergraduate Administrator

More information

 

Sarah McManus

Sarah McManus
MSc Administrator

More information

 

Penny Montague

Penny Montague
Research and Finance Administrator

More information

 

Imelda Noble

Imelda Noble Andolfo
Department Manager

More information

 

Penelope Smith

Penelope Smith
Events and Communications Officer

More information

 

 

PhD students

Time Series and Statistical Learning group

Farshad Behvand
Time Series and Statistical Learning
Deep Learning applied to forecasting FX spot movements
f.behvand@lse.ac.uk, COL 7.03
Supervisors: Professor Qiwei Yao / Dr. Xinghao Qiao

Rico Blaser
Time Series and Statistical Learning
Machine learning for high-dimensional data
r.blaser@lse.ac.uk
Personal homepage
Supervisors: Professor Piotr Fryzlewicz / Dr. Angelos Dassios

Wenqian Cheng
Time Series and Statistical Learning
Text mining and data analysis on Chinese micro-blog
w.cheng4@lse.ac.uk, Room TW1 U.11
Personal homepage
Supervisors: Professor Piotr Fryzlewicz / Dr. Clifford Lam 

Tomasz Dubiel-Teleszynski
Time Series and Statistical Learning
Bayesian inference for diffusion processes in finance and a hidden Markov model for load forecasting
t.dubiel-teleszynski1@lse.ac.uk, Room TW1 U.11
Supervisors: Dr. Kostas Kalogeropoulos / Professor Qiwei Yao  

Phoenix Feng
Time Series and Statistical Learning
A nonparametric Eigenvalue-regularized integrated volatility matrix estimator using high-frequency data for portfolio allocation
h.feng2@lse.ac.uk, Room COL 2.0
Supervisors: Dr. Clifford Lam / Professor Piotr Fryzlewicz

Hyeyoung Maeng
Time Series and Statistical Learning
Change point detection in functional time series
h.maeng@lse.ac.uk
Personal Homepage
Supervisors: Professor Piotr Fryzlewicz / Dr. Clifford Lam

Cheng Qian
Time Series and Statistical Learning
Spatial Weight Matrix Estimation
c.qian2@lse.ac.uk, Room TW1 U.11
Supervisors: Dr. Clifford Lam / Professor Qiwei Yao

Ragvir Sabharwal
Time Series and Statistical Learning
Sequential Changepoint Detection in Factor Models for Time Series
r.sabharwal2@lse.ac.uk, Room COL 2.0
Supervisors: Dr. Matteo Barigozzi / Professor Irini Moustaki

Konstantinos Vamourellis
Time Series and Statistical Learning
Bayesian Inference
k.vamvourellis@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Kostas Kalogeropoulos / Professor Pauline Barrieu

Lok Ting (Christine) Yuen
Time Series and Statistical Learning
Automatic model selection
yuenl@lse.ac.uk, Room TW1 U.11
Personal homepage
Supervisors: Professor Piotr Fryzlewicz / Dr. Matteo Barigozzi 


Social Statistics group

Haziq Jamil
Social Statistics
Regression modelling with I-priors
Personal homepage
h.jamil@lse.ac.uk, Room COL 2.0
Supervisors: Dr. Wicher Bergsma / Professor Irini Moustaki 

Tayfun Terzi
Social Statistics
Detecting semi-plausible response patterns (SpRPs)
Personal homepage
t.terzi@lse.ac.uk, Room COL 2.0
Supervisors: Professor Chris Skinner / Dr. Jouni Kuha 

Yajing Zhu
Social Statistics
Structural equation models for longitudinal analysis of the relationships between childhood circumstances, partnership & employment histories & health in mid-life
y.zhu18@lse.ac.uk, Room TW1 U.11
Supervisors: Professor Fiona Steele / Professor Irini Moustaki 

Probability in Finance and Insurance group

Quoc Viet Dang
Probability in Finance and Insurance 
Optimal Transport and the Principal-Agent Problem
q.v.dang@lse.ac.uk, Room COL 7.03
Supervisors:  Dr. Hao Xing / Professor Pauline Barrieu

Davide De Santis
Probability in Finance and Insurance 
Dynkin Games with Information Asymmetry
d.de-santis1@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Luciano Campi / Dr. Hao Xing

Reinhard Fellmann
Probability in Finance and Insurance 
Risk and stability in complex economic & financial systems
r.fellmann1@lse.ac.uk, Room LCH 1.04, +44 (0) 20 7107 5636
Supervisors: Dr. Erik Baurdoux /  Dr. Andrea Vedolin (Department of Finance)

Tak Yui (Andy) Ho
Probability in Finance and Insurance 
Simulation methods for path dependent options
t.y.ho2@lse.ac.uk, Room COL 2.0
Supervisors: Dr. Angelos Dassios / Professor Pauline Barrieu

Victory Idowu
Probability in Finance and Insurance 
Uncertainty quantification
v.idowu@lse.ac.uk, Room LCH 1.04, +44 (0) 20 7107 5636
Supervisors: Professor Pauline Barrieu / Dr. Hao Xing

Luting Li
Probability in Finance and Insurance 
Tail study and path-dependent products in mathematical finance
L.Li27@lse.ac.uk, COL 7.03
Supervisors: Dr. Angelos Dassios / Dr. Hao Xing 

Shiju Liu
Probability in Finance and Insurance 
Excursions of Brownian motion with jumps & applications on Parisian barrier options
s.liu20@lse.ac.uk, Room TW1 U.11
Supervisors: Dr. Angelos Dassios / Dr. Erik Baurdoux   

Jose Manuel Pedraza Ramirez
Probability in Finance and Insurance 
Levy Processes and Optimal Stopping
j.m.pedraza-ramirez@lse.ac.uk, Room COL 7.03
Supervisors: Dr Erik Baurdoux / Dr Beatrice Acciao

Alice Pignatelli Di Cerchiara
Probability in Finance and Insurance 
a.pignatelli-di-cerchiara@lse.ac.uk, Room COL 2.0
Supervisors: Dr. Erik Baurdoux / Dr. Angelos Dassios

Yan Qu
Probability in Finance and Insurance 
Exact simulation mean reverting processes driven by subordinators
y.qu3@lse.ac.uk Room COL 2.0
Supervisors: Dr. Angelos Dassios / Dr. Erik Baurdoux

Alexandra Tsimbalyuk
Probability in Finance and Insurance 
Distribution of a perpetuity in an ergodic Markov model
a.tsimbalyuk@lse.ac.uk, Room LCH 1.04, +44 (0) 20 7107 5636
Supervisors: Professor Kostas Kardaras / Dr. Umut Cetin

Georgios Vichos
Probability in Finance and Insurance 
Risk-sharing games
g.vichos@lse.ac.uk, Room LCH 1.04, 020 7107 5636
Supervisors: Professor Kostas Kardaras / Dr. Kostas Kalogeropoulos

Diego Zabaljauregui
Probability in Finance and Insurance 
Optimal Market Making in FX / Stochastic Optimization & Control
d.zabaljauregui@lse.ac.uk, Room LCH 1.04, +44(0)2071075636
Supervisors: Dr. Luciano Campi / Dr. Beatrice Acciaio

Xiaolin Zhu
Probability in Finance and Insurance 
The hitting time of Ornstein-Uhlenbeck process and more complicated mean-reverting type process
x.zhu15@lse.ac.uk Room COL 2.0
Supervisors: Dr. Angelos Dassios / Dr. Hao Xing