The Department of Statistics hosts seminars throughout the year. Seminars take place on Friday afternoons at 2pm, unless otherwise stated, in the Leverhulme Library (B617). All are very welcome to attend and refreshments are provided. Please contact the seminar administrator, Sabina Allam|, for further information about any of these seminars.

25 September	Hernando Ombao (Brown University) Time-frequency measures of dependence for multivariate time series\| Ioannis Ntzoufras (Athens University of Economics and Business)- 3.15pm Incorporating cost in Bayesian Variable Selection, with application to cost-effective measurement of quality of health care\|
2 October	Nikos Demiris (Agricultural University of Athens)- 3.30pm Survival Extrapolation with applications in Health Economics\|
9 October	Wicher Bergsma (LSE) Marginal Models for Dependent, Clustered, and Longitudinal Categorical Data\|
30 October	Rong Chen (Rutgers University) Functional Time Series Driven by Dynamic Systems\|
4 December	Jian Zhang (University of York) Model based biclustering\|
11 December	Richard Nickl (University of Cambridge) Confidence Bands in Density Estimation\|
5 February	Guy Nason (University of Bristol) Costationarity of locally stationary time series\|
19 February	Alexy Koloydenko (Royal Holloway University) A New Hybrid Risk-Based Approach to Hidden Layer Inference in Hidden Markov Models\|
26 February	Krzysztof Latuszynski (University of Warwick) Making black boxes out of black boxes - the Bernoulli Factory problem and its applications\|
5 March	Robert Gramacy (University of Cambridge)- 4.00pm Particle Learning for Trees with Applications to Sequential Design and Optimization\|

Risk and Stochastics Seminars

The Risk and Stochastics Seminar aims to further communication and discussion of research in the mathematics of insurance and finance and their interface, to further interaction between practice and theory in these areas, and to support academically students in related programmes at postgraduate level. All are welcome to attend. Sessions run regularly during LSE terms, and usually take place on Thursdays at 5.15 pm in Room B617 (Leverhulme Library) on the 6th floor in Columbia House, Aldwych 69. The current up-to-date schedule is given below. Please contact the seminar administrator, Sabina Allam|, for further information about any of these seminars. All are very welcome to attend.

29 October	Andreas Kyprianou Simulation of the maximum of a Levy and applications in finance\|
19 November	Anja Richter The differentiability of quadratic BSDEs driven by martingales and an application to utility maximization \|
26 November	Selim Gokay Binomial market for Cetin-Jarrow-Protter model of liquidity \|
7 December	David Stanford Credibility for Phase-type Distributions with a Single Risk Parameter\|
21 January	Savas Dayanik (Joint Risk and Stochastics and Financial Maths Seminar ) Wiener disorder problem with observations at fixed discrete time epochs\|
11 February	Paolo Guasoni The Incentives of Hedge Fund Fees and High-Water Marks\|
15 February	Daniel Dufresne Beta-Gamma Algebra, Discounted Cash-Flows, and Barnes' Lemmas\|
18 February	Damien Lamberton (Joint Risk and Stochastics and Financial Maths Seminar ) Critical price near maturity for the American put in an exponential Lévy model\|
25 February	Tomas Bjork (Joint Risk and Stochastics and Financial Maths Seminar ) Time inconsistent stochastic control\|
4 March	Marc Yor Construction of self -similar Martingales, using the Azéma -Yor algorithm for Skorokhod embedding\|
11 March	Hans Rudolf Lerche (Joint Risk and Stochastics and Financial Maths Seminar ) Blackwell Prediction\|
22 March	Risk and Stochastics Day 2010-click here\|
29 April	Yulya Mishura (Joint Risk and Stochastics and Financial Maths Seminar ) Financial applications of the models with long-range dependence\|
6 May	Michael Schmutz Symmetry based Semi-Static Hedging Strategies for several Multi-Asset Options with Barriers\|
20 May	Miklos Rasonyi Fragility of arbitrage and bubbles in diffusion models\|