The Department of Statistics' research is concentrated in three key areas; time series analysis, risk and stochastics and social statistics.
The Department's research in time series encompasses many aspects of the discipline. We are keenly involved in both theoretical developments and practical applications. Current areas of interest include non-parametric inference for financial time series, model error in forecasting non-linear systems, structural modelling of weather series and decision support using weather and climate models. The Centre for the Analysis of Time Series (CATS) is affiliated with the department.
Our research in risk and stochastics covers risk theory and other related aspects in general insurance as well as life insurance topics. Research in financial mathematics is on the pricing of options, including exotic (look-back) options. We are also doing research on models with jumps and stochastic volatility.
Research in social statistics is concerned with the development of statistical methods that can be used across the social sciences. Statisticians play an essential role in all aspects of social inquiry, including: study design; measurement; data linkage; development of statistical models that account for the complex structure of social data; model selection and assessment.
Members of the LSE Social Statistics group have interest in statistical methods in each of these areas and regularly collaborate with social scientists whose questions motivate new lines of methodological research. We have experience in a range of social science disciplines, including demography, education, epidemiology, psychology and sociology, and psychology.