Home > Department of Statistics > Who's who > Research students

Department of Statistics

Columbia House

London School of Economics

Houghton Street

London

WC2A 2AE

 

Online query line

 

BSc Queries:

+44 (0)20 7955 7650

 

MSc Queries:

+44 (0)20 7955 6879

 

MPhil/PhD Queries:

+44 (0)20 7955 7511

 

Fax:

+44 (0)20 7955 7416

 

Research students

Baranowski, Rafal
Research group: Time Series
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

Blaser, Rico
Research group: Time Series
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
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 

Dou, Baojun
Research group: Time Series
Research topic/title: High dimensional time series modelling
Contact details: b.dou@lse.ac.uk, Room COL 7.03
Supervisor(s): Professor Qiwei Yao / Dr Clifford Lam

Dubiel-Teleszynski, Tomasz
Research group: Time Series
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
Further information: Personal homepage
Contact details: r.fellmann1@lse.ac.uk, Room LCH 1.04
Supervisor(s): Dr Erik Baurdoux /  Dr Andrea Vedolin (Department of Finance)

Feng, Huang Phoenix
Research group: Time Series
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; 92) 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
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
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

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, Cheng
Research group: Risk and Stochastics
Research topic/title: Trading in limit order market with asymmetry information
Further information: Personal homepage
Contact details: c.li25@lse.ac.uk, Room COL 7.03
Supervisor(s): Dr Hao Xing / Professor Pauline Barrieu

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    

Maynard, Trevor
Research group: Centre for the Analysis of Time Series (CATS)
Research topic/title: Extreme insurance and the dynamics of risk
Contact details: t.maynard@lse.ac.uk
Supervisor(s): Professor Leonard Smith / Professor Pauline Barrieu  

Schroeder, Anna Louise
Research group: Time Series
Research topic/title: Change-point detection in nonstationary time series
Further information: Personal homepage
Contact details: a.m.schroeder@lse.ac.uk, Room TW1 U.11
Supervisor(s):Professor Piotr Fryzlewicz / Dr Clifford Lam

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 

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
Supervisor(s): Professor Kostas Kardaras / Dr Kostas Kalogeropoulos

Wheatcroft, Edward
Research group: Centre for the Analysis of Time Series (CATS)
Research topic/title: Moving into and back from model space: data assimilation and forecast formation
Contact details: e.d.wheatcroft@lse.ac.uk,Room TW1 U.11
Supervisor(s): Professor Leonard Smith / Dr David Stainforth 

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
Supervisor(s): Professor Fiona Steele / Professor Irini Moustaki

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