Phoenix is a 3rd year PhD student in the Time Series and Statistical Learning group at the Department of Statistics, LSE. She began her Doctoral studies in 2014 and expects to complete her degree by 2018. Her PhD is funded by the LSE Studentships.
Phoenix’s research interests include large covariance matrix estimation, high-dimensional statistics, high-frequency data analysis, time series and factor modelling, and statistical machine learning and deep learning. In particular, she is currently working on the covariance matrix estimation for high-dimensional and/or high-frequency data.
As part time GTA in the department of Statistics, Phoenix is involved with various courses at the undergraduate level (ST102, ST202, ST300, ST304), and also at the master level (ST422). She achieved the status of Associate Fellow of The Higher Education Academy in recognition of attainment against the UK Professional Standards Framework for teaching and learning support in higher education.
Previously, she obtained an MSc in Financial Statistics from LSE. In Phoenix’s gap year between Master and Doctoral studies, she worked for one year in China as quantitative analyst in fixed income, providing comprehensive analysis of Chinese fixed income market for institutional clients.