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: Improving stability of variable selection techniques for regression analysis
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
Contact details: r.blaser@lse.ac.uk|
Supervisor(s): Professor Piotr Fryzlewicz / Dr Angelos Dassios

Cheng, Wenqian
Research group: Time Series
Research topic/title: Microblog text mining and sentiment time series
Further information: Personal homepage
|Contact details: w.cheng4@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Professor Piotr Fryzlewicz / Dr Clifford Lam 

Dayan, Yehuda
Research group: Social Statistics
Research topic/title: Some approaches to statistical inference of finite populations through web based surveys
Contact details: y.dayan@lse.ac.uk|, Room COL 2.0
Supervisor(s): Dr Jouni Kuha / Dr Wicher Bergsma

Doretti, Marco
Research group: Social Statistics
Research topic/title: Extensions of g-formula framework for handling time-varying confounding 
Contact details: m.doretti@lse.ac.uk|, Room COL 2.0
Supervisor(s): Dr Sara Geneletti

Marco is a visiting research student from Università degli Studi di Perugia| 

Dou, Baojun
Research group: Time Series
Research topic/title: Sparse factor modelling for high dimensional time series
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: Time-varying continuous time system approach to statistical arbitrage 
Contact details: t.dubiel-teleszynski1@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Dr Kostas Kalogeropoulos / Professor Qiwei Yao  

Habibnia, Ali 
Research group: Risk and Stochastics
Research topic/title: The application of artificial intelligence and machine learning in financial econometrics
Further information: Personal homepage
|Contact details: a.habibnia@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Dr Matteo Barigozzi / Dr Angelos Dassios  

Hafez, Mai
Research group: Social Statistics
Research topic/title: Modelling multivariate longitudinal data subject to dropout using latent variable models
Contact details: m.m.hafez@lse.ac.uk|, Room COL 2.0 
Supervisor(s): Dr Irini Moustaki / Dr Jouni Kuha

Higgins, Sarah
Research group: Centre for the Analysis of Time Series (CATS)
Research topic/title: Crop modelling in a seasonal time frame
Contact details: s.higgins@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Professor Leonard Smith / Professor Pauline Barrieu

Hu, Qilin
Research group: Time Series
Research topic/title: Factor modelling for high-dimensional time series
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

Jarman, Alex
Research group: Centre for the Analysis of Time Series (CATS)
Research topic/title: Quantitative applied climate economics
Contact details: a.s.jarman@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Professor Leonard Smith / Dr Nicola Ranger

Jin, Shaobo
Research group: Social Statistics
Research topic/title:
Contact details: s.jin6@lse.ac.uk|, Room COL 2.0
Supervisor(s): Professor Irini Moustaki / Professor Fiona Steele

Shaobo is a visiting research student from Uppsala University|

Korkas, Karolos
Research group: Time Series
Research topic/title: Change-point detection for nonstationary time series
Further information
: Personal homepage
|Contact details: k.k.korkas@lse.ac.uk|, Room COL 2.0
Supervisor(s): Professor Piotr Fryzlewicz / Professor Qiwei Yao

Li, Cheng
Research group: Risk and Stochastics
Research topic/title: Convergence of super-solution driven by marked pointed processes
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: Insurance and extremes
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: A nonstationary time series model from adaptive basis functions
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: Cleaning data contaminated by semi-plausible response patterns
Contact details: t.terzi@lse.ac.uk|, Room COL 2.0
Supervisor(s): Professor Chris Skinner / Dr Jouni Kuha 

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 

Yan, Yang
Research group: Time Series
Research topic/title: Efficient estimation of risk measure in a semiparametric model / time varying conditional skewness measure
Contact details: y.yan3@lse.ac.uk|, Room COL 7.03
Supervisor(s): Professor Qiwei Yao / Professor Oliver Linton (Cambridge)

Zhang, Youyou
Research group: Risk and Stochastics
Research topic/title: Parisian-type questions in option pricing and hedging
Contact details: y.zhang78@lse.ac.uk|, Room TW1 U.11
Supervisor(s): Dr Angelos Dassios / Dr Hao Xing 

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