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 Events for further information about any of these seminars.

8 October	Jouni Kuha (LSE) Getting it Right on the Night: An Analysis of the 2010 Exit Poll
11 October	Jianqing Fan (Princeton University)- Room D702 Nonparametric Independence Screening for ultrahigh-dimensional sparse modelling
15 October	Giovanni Motta (Maastricht University) Evolutionary Factor Analysis: Theory and Methods
22 October	Gareth James (University of Southern California) Variable selection using Adaptive Non-linear Interaction Structures in High dimensions
5 November	Tom Snijders (University of Oxford) Co-evolution of one-mode and two-mode networks
10 November	Richard Gill (Leiden University)- 17.00 in Rm S78 Murder by Numbers PDF
19 November	Jianxin Pan (University of Manchester) Joint modelling of mean and covariance structures for longitudinal data Anthony Goldbloom (Kaggle) - 15.00 Data prediction competitions - far more than a bit of fun
3 December	John Aston (Warwick University) Can you teach an Englishman to speak Chinese using Functional Data Analysis?
9 December	Juan Pablo-Ortega (Centre National de la Recherche Scientifique) GARCH pricing via local risk minimization Philip Yu (University of Hong Kong)- 15.00 Adjusting a Correlation Matrix: A Bayesian Approach
Postponed. To be rescheduled	Bernard Silverman (Oxford University) Smoothed absolute loadings principal components analysis, with applications in genomics
18 February	Ansgar Steland (Aachen University) On change-point asymptotics for time series data and applications
4 March	Eleni Bakra (Institute of Public Health) Modelling life course trajectories using Bayesian adaptive splines
18 March	Vincent Rivoirard (Université de Paris) Density estimation by using lasso-type estimators
27 June	Bin Yu (University of California: Berkeley) Room CON H103 Sparse modelling: some unifying theory and "subject-imaging"
28 June	C. R. Rao (Penn State University) Room NAB 1.04, 14:00. Learning from numbers to generate new knowledge

Risk and Stochastics Seminars 2010-11

The Risk and Stochastics Seminar aims to promote communication and discussion of research in the mathematics of insurance and finance and their interface, to encourage interaction between practice and theory in these areas, and to support academically students in related programmes at postgraduate level. 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 Events for further information about any of these seminars. All are very welcome to attend.

30 September	Thilo Meyer- Brandis (University of Oslo) Computing Greeks without Derivatives
14 October	Hao Xing (LSE) Portfolio turnpikes in incomplete markets
21 October	Xuedong He (Columbia University) Portfolio Selection with Law-invariant Coherent Risk Measures
18 November	Luitgard Veraart (LSE) 16.00-17.00 Room NAB 1.14 (Joint Risk and Stochastics and Financial Maths Seminar) The relaxed investor with partial information Marcel Nutz (ETH) 17.15-18.00 Room NAB 1.14 Random G-Expectations
25 November	Michael Schmutz (University of Berne) Selected topics on static- and semi-static hedging
2 December	Ulrich Horst (Humboldt University) Equilibrium Pricing in Incomplete Markets in Discrete and Continuous Time
3 February	Chris Rogers (Cambridge University) Room OLD 3.21 (Joint Risk and Stochastics and Financial Maths Seminar) Diverse beliefs and market selection
10 February	Antoine Jacquier (Technische Universität Berlin) 17.00 Room D702 A large deviations approach to implied volatility asymptotics, with applications to affine stochastic volatility models with jumps
24 February	Sergey Nadtochiy (Oxford University) 17.00 Room NAB 1.09 (Joint Risk and Stochastics and Financial Maths Seminar) An approximation scheme for the optimal investment strategy in incomplete market
3 March	Carlos G. Pacheco González ( CINVESTAV) 17.00 Room OLD. 3.21 The Kac semi-group and applications to stochastic control
10 March	Lioudmila Vostrikova (D'Angers University) 16.15 Room NAB 1.07 (Joint Risk and Stochastics and Financial Maths Seminar) F-divergence minimal martingale measures and optimal portfolios for exponential Levy models with a change-point Johannes Muhle- Karbe (ETH) 17.15 Room NAB 1.07 Transaction Costs Made Tractable
24 March	Peter Bank (Technische Universität Berlin) 17.00 Room NAB 1.04 Market indifference prices
28 March	Risk and Stochastics Day 2011
11 May	Erhan Bayraktar (University of Michigan) 17.15 Room CON H216 Probabilistic Perron's method and verification without smoothness using viscosity comparison
16 May	Kostas Kardaras (Boston University) 17.15 Room CON H103 On Random Times
19 May	Bernt Oksendal (University of Oslo) 17.15 Room CON.H216 (Joint Risk and Stochastics and Financial Maths Seminar) Optimal pricing strategies and Stackelberg equilibria in time-delayed stochastic differential games
9 June	Giulia Di Nunno (University of Oslo) 17.15 Room CON H102 (Joint Risk and Stochastics and Financial Maths Seminar) Dynamic no-good-deal bounds and no-good-deal pricing measures
1 July	Olympia Hadjiliadis (City University of New York) 11.00 Room CON. H103 Preventing market crashes through insuring the speed of drawdowns

Maps and directions

campus map

Special Events

DJBartholomew

Conference Honouring the work of Professor emeritus David J Bartholomew

This special two-day conference takes place on 12 and 13 December 2011 in the Hong Kong Theatre (Clement House) at LSE.

RaoCRimage

Professor C. R. Rao is giving a seminar on Learning from numbers to generate new knowledge in room NAB 1.04 in the New Academic Buidling on Tuesday 28 June 2011, starting at 2pm.

C. R. Rao is emeritus professor at Penn State University and research professor at the University of Buffalo. He has been awarded the Guy Medal in Gold by the Royal Statistical Society in 2011.

An abstract of the talk is available here.

David Spiegelhalter

Professor David Spiegelhalter gave an LSE Public Lecture entitled Trying to quantify uncertainty on 17 November 2010.

A podcast of this event is now available to listen to via this link.

David Spiegelhalter is Winton Professor of the Public Understanding of Risk at the University of Cambridge, as well as senior scientist in the MRC Biostatistics Unit.