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Department of Statistics
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London School of Economics
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Research students

Research Students in the Department of Statistics

Baranowski, Rafal
Research group: Time Series and Statistical Learning
Research topic/title: High-dimensional model selection: multi-zoom autoregressive time series models
Further information: Personal homepage
Contact details: r.baranowski@lse.ac.uk, Room TW1 U.11
Supervisor(s): Professor Piotr Fryzlewicz / Dr Clifford Lam

Behvand, Farshad
Research group: Time Series and Statistical Learning
Research topic/title:  Deep Learning applied to forecasting FX spot movements
Contact details: f.behvand@lse.ac.uk, COL 7.03
Supervisors: Professor Qiwei Yao / Dr Xinghao Qiao

Blaser, Rico
Research group: Time Series and Statistical Learning
Research topic/title: Machine learning for high-dimensional data
Further information: Personal homepage
Contact details: r.blaser@lse.ac.uk
Supervisor(s): Professor Piotr Fryzlewicz / Dr Angelos Dassios

Cheng, Wenqian
Research group: Time Series and Statistical Learning
Research topic/title: Text mining and data analysis on Chinese micro-blog
Further information: Personal homepage
Contact details: w.cheng4@lse.ac.uk, Room TW1 U.11
Supervisor(s): Professor Piotr Fryzlewicz / Dr Clifford Lam 

Dubiel-Teleszynski, Tomasz
Research group: Time Series and Statistical Learning
Research topic/title: Bayesian inference for diffusion processes in finance and a hidden Markov model for load forecasting
Contact details: t.dubiel-teleszynski1@lse.ac.uk, Room TW1 U.11
Supervisor(s): Dr Kostas Kalogeropoulos / Professor Qiwei Yao  

Fellmann, Reinhard
Research group: Risk and Stochastics (UK PhD Centre in Financial Computing)
Research topic/title
: Risk and stability in complex economic and financial systems
Contact details: r.fellmann1@lse.ac.uk, Room LCH 1.04, 020-7107-(5636)
Supervisor(s): Dr Erik Baurdoux /  Dr Andrea Vedolin (Department of Finance)

Feng, Huang Phoenix
Research group: Time Series and Statistical Learning
Research topic/title: A nonparametric Eigenvalue-regularized integrated volatility matrix estimator using high-frequency data for portfolio allocation
Contact details: h.feng2@lse.ac.uk, Room COL 2.0
Supervisor(s): Dr Clifford Lam / Professor Piotr Fryzlewicz

Habibnia, Ali 
Research group: Risk and Stochastics
Research topic/title: (1) Nonlinear forecasting with many predictors; (2) Econometric modelling of systemic risk
Further information: Personal homepage
Contact details: a.habibnia@lse.ac.uk, Room TW1 U.11
Supervisor(s): Dr Matteo Barigozzi / Dr Angelos Dassios  

Ho, Tak Yui
Research group: Risk and Stochastics
Research topic/title: Simulation methods for path dependent options
Contact details: t.y.ho2@lse.ac.uk, Room COL 2.0
Supervisor(s): Dr Angelos Dassios / Professor Pauline Barrieu

Hu, Qilin
Research group: Time Series and Statistical Learning
Research topic/title: High dimensional covariance matrix estimation
Contact details: q.hu1@lse.ac.uk, Room COL 7.03
Supervisor(s): Professor Piotr Fryzlewicz / Dr Clifford Lam  

Huang, Na
Research group: Time Series and Statistical Learning
Research topic/title: New statistical methods for the analysis of high-dimensional high-frequency financial data
Further information: Personal homepage
Contact details: n.huang1@lse.ac.uk, Room COL 7.03
Supervisor(s): Professor Piotr Fryzlewicz / Dr Matteo Barigozzi

Idowu, Victory
Research group: Risk and Stochastics
Research topic/title: Innovations in Uncertainty Quantification/ Model Uncertainty
Contact details: v.idowu@lse.ac.uk, Room LCH 1.04, 020-7107-(5636)
Supervisor(s): Professor Pauline Barrieu / Dr Hao Xing

Jamil, Haziq
Research group: Social Statistics
Research topic/title: Regression modelling with I-priors
Further information: Personal homepage
Contact details: h.jamil@lse.ac.uk, Room COL 2.0
Supervisor(s): Dr Wicher Bergsma / Professor Irini Moustaki 

Li, Luting
Research group: Risk and Stochastics
Research topic/title:Tail study and path-dependent products in mathematical finance
Contact details: l.l127@lse.ac.uk, COL 7.03
Supervisors: Dr Angelos Dassios / Dr Hao Xing 

Liu, Shiju
Research group: Risk and Stochastics
Research topic/title: Excursions of Brownian motion with jumps and applications on Parisian barrier options
Contact details: s.liu20@lse.ac.uk, Room TW1 U.11
Supervisor(s): Dr Angelos Dassios / Dr Erik Baurdoux   

Maeng, Hyeyoung
Research group: Time Series and Statistical Learning
Research topic/title: Change point detection in functional time series
Contact details: H.Maeng@lse.ac.uk
Supervisor(s):  Professor Piotr Fryzlewicz / Dr Clifford Lam

Qian, Cheng
Research group: Time Series and Statistical Learning
Research topic/title: Spatial Weight Matrix Estimation
Contact details: c.qian2@lse.ac.uk Room TW1 U.11
Supervisor(s): Dr Clifford Lam / Professor Qiwei Yao

Qu, Yan
Research group: Risk and Stochastics
Research topic/title Exact Simulation mean reverting processes driven by subordinators
Contact details: y.qu3@lse.ac.uk Room COL 2.0
Supervisor(s): Dr Angelos Dassios / Dr Erik Baurdoux

Sabharwal, Ragvir
Research group: Time Series and Statistical Learning
Research topic/title Sequential Changepoint Detection in Factor Models for Time Series
Contact details: r.sabharwal2@lse.ac.uk Room COL 2.0
Supervisor(s): Dr Matteo Barigozzi / Professor Irini Moustaki

Sienkiewicz, Ewelina
Research group: Centre for the Analysis of Time Series (CATS)
Research topic/title: Internal consistency as a tool in analysis and application of nonlinear simulation 
Contact details:
e.a.sienkiewicz@lse.ac.uk, Room TW1 U.11
Supervisor(s): Professor Leonard Smith / Dr David Stainforth

Terzi, Tayfun
Research group: Social Statistics
Research topic/title: Detecting semi-plausible response patterns (SpRPs)
Contact details: t.terzi@lse.ac.uk, Room COL 2.0
Supervisor(s): Professor Chris Skinner / Dr Jouni Kuha 

Tsimbalyuk, Alexandra
Research group: Risk and Stochastics
Research topic/title Distribution of a perpetuity in an ergodic Markov model
Contact details: Room LCH 1.04,020-7107-(5636)
Supervisor(s) Professor Kostas Kardaras / Dr Umut Cetin

Vichos, Georgios
Research group: Risk and Stochastics (UK PhD Centre in Financial Computing)
Research topic/title: Risk-sharing games
Contact details: g.vichos@lse.ac.uk, Room LCH 1.04, 020-7107-(5636)
Supervisor(s): Professor Kostas Kardaras / Dr Kostas Kalogeropoulos

Zabaljauregui, Diego
Research group: Risk and Stochastics
Research topic/title Optimal Market Making in FX / Stochastic Optimization and Control
Contact details: Room LCH 1.04, 020-7107-(5636)
Supervisor(s) Dr Luciano Campi / Dr Beatrice Acciaio

Zhu, Xiaolin
Research group: Risk and Stochastics
Research topic/title The hitting time of Ornstein-Uhlenbeck process and more complicated mean-reverting type process
Contact details: x.zhu15@lse.ac.uk Room COL 2.0
Supervisor(s) Dr Angelos Dassios / Dr Hao Xing

Zhu, Yajing
Research group: Social Statistics
Research topic/title: Structural equation models for longitudinal analysis of the relationships between childhood circumstances, partnership and employment histories, and health in mid-life
Contact details: y.zhu18@lse.ac.uk, Room TW1 U.11
Supervisor(s): Professor Fiona Steele / Professor Irini Moustaki

Research students in other departments supervised by members of Statistics staff

Ding, Yew
Department of Methodology
Research topic/title: Frailty and its adverse outcomes in older people
Contact details: y.y.ding@lse.ac.uk
Supervisor(s): Dr Jouni Kuha (Department of Statistics and Department of Methodology) / Professor Mike Murphy (Department of Social Policy)

Sayers, Adrian
University of Bristol
Research topic/Title: Factors affecting mortality, morbidity and patient outcomes after joint replacement surgery (FEMORAL)
Supervisior(s): Professor Yoav Ben-Shlomo (University of Bristol) / Professor Ashley Blom (University of Bristol) / Professor Fiona Steele (Department of Statistics)

Suh, Ellie
Department of Social Policy
Research topic/title: Examining working-age adults' attitudes towards asset accumulation and its impact on their wealth at retirement
Contact details: e.k.suh@lse.ac.uk
Supervisor(s): Professor John Hills (Department of Social Policy) / Professor Irini Moustaki (Department of Statistics)

Temporin, Filippo 
Department of Social Policy
Research topic/title
: The effects of poverty and inequality on child mortality: the case of Bolivia.
Contact details:  f.temporin@lse.ac.uk
Supervisor(s): Dr Arjan Gjonca (Department of Social Policy) / Professor Fiona Steele (Department of Statistics)

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