Interests: Mathematical and general statistics; social Statistics; stochastic models, including manpower planning; latent variable models, including factor analysis and measurement; science and theology

Further information: Wikipedia
Contact details: djbartholomew@btinternet.com

David Bartholomew is the co-author of Latent variable models and factor analysis: a unified approach with Martin Knott and Irini Moustaki, and Analysis of multivariate social science data with Fiona Steele, Jane Galbraith and Irini Moustaki.

A special two day conference was held in the Hong Kong Theatre at LSE on 12 and 13 December 2015 to honour the scientific achievements of Professor D J Bartholomew.

MartinKnott Knott, Martin (Dr)
Emeritus Associate Professor in Statistics

Interests: Latent variable models; distribution theory; multivariate analysis

Martin Knott is the co-author of Latent variable models and factor analysis: a unified approach with David Bartholomew and Irini Moustaki (see above).

Lee, Young (Dr)
Visiting Fellow
National ICT Australia

Norberg, Ragnar (Professor)
Emeritus Professor in Statistics

Interests: Risk theory; Insurance mathematics - life and non-life; Financial mathematics; Related problems in probability and statistics

Further information: staff page
Contact details: r.norberg@lse.ac.uk

The 2015 Risk and Stochastics Conference, at the Royal Statistical Society on 22 and 23 April 2015, was held in honour of Professor Ragnar Norberg.

Oomen, Roel (Dr)
Visiting Senior Fellow
Deutsche Bank

Rheinländer, Thorsten (Professor)
Visiting Professor

Interests: Stochastic finance and insurance; hedging and valuation of derivatives; illiquid financial markets and the limit order book

Further Information: TU Wien
Contact details: rheinlan@fam.tuwien.ac.at

Thorsten Rheinländer is the co-author of the paper Relative liquidity and future volatility with Marcela Valenzuela, Ilknur Zer and Piotr Fryzlewicz. In Press (2015). ISSN 1386-4181.

Scandolo, Giacomo (Dr)
Visiting Fellow

Interests: Financial risk measures; model risk; Monte Carlo methods in finance

Further information: University of Florence / personal website
Contact details: giacomo.scandolo@unifi.it

Giacomo Scandolo co-authored the paper Assessing financial risk with Pauline Barrieu. European Journal of Opersational Research 242 (2), (2014), pp. 546-556. ISSN 0377-2217.

Sinclair-Desgagné, Bernard (Professor)
Visiting Professor

Interests: Theory of the firm; industrial organisation and business strategy; environmental economics; technological risk

Further information: HEC Montréal
Contact details: bernard.sinclair-desgagne@hec.ca

Bernard Sinclair-Desgagné co-authored the paper Economic policy when models disagree with Pauline Barrieu. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.

Tong, Howell (Professor)
Emeritus Professor in Statistics

Interests: Non-linear time series including parameric, non-parametric and semi-parametric approaches and applications to ecological and economic data.

Further information: Wikipedia

The conference Nonlinear time series analsyis: thresholding and beyond was held in the New Theatre at LSE on 19 and 20 September 2014 in honour of Professor Howell Tong.

Wynn, Henry (Professor)
Emeritus Professor in Statistics

Interests: Algebraic Statistics; Search and optimization; Tube theory; Bayes Nets and Time Series; Industrial Statistics; Risk and decision

Further Information: CATS staff page / Wikipedia
Contact details: h.wynn@lse.ac.uk
Professor Wynn is Chair of the Centre for the Analysis of Time Series

Watch a video of Professor Henry Wynn being intereviewed at the Celsius PMO Meeting London (Combined Efficient Large Scale Integrated Urban Systems).

Research in Time Series and Statistical Learning

Centre for the Analysis of Time Series (CATS)