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News

Browse our recent news and activities

 Current news in 2021

The department enjoys a vibrant research environment and offers a comprehensive programme of undergraduate and postgraduate degrees in Statistics

September 2021
Davide De Santis awarded his PhD!

 

Davide De Santis

We are delighted to announce that Davide De Santis has been recommended for the award of a PhD for his thesis, ‘On stochastic differential games with impulse controls and applications’.

On behalf of all in the Department of Statistics, we would like to congratulate Dr. De Santis on this great achievement and wish him all the best for the next stage of his career!

September 2021
José Manuel Pedraza Ramirez leaves LSE for pastures new

Jose1

José has left the Department of Statistics to take up the position of Post-doctoral Fellow in the Department of Statistics and Actuarial Science, Faculty of Mathematics in the University of Waterloo in Ontario, Canada. We are very sad to see him go, but we wish you good luck on your new adventure, José!

September 2021
Warm welcome to our new Professional Services staff members!

We would like to welcome to the Department of Statistics two brand new members of staff! Joey Hoang is our new External Engagement Officer and also Bami Champion who is in the Office and Finance Assistant position (maternity cover). We are very excited for them to be working with us!

Bami Champion

Joey Hoang2

September 2021
Professor Henry Wynn's book has been released! 

Henry Wynn newWe are pleased to announce that Professor Henry Wynn's book 'Against Sacrifice: An essay on risk and ethics' has just been released. You can find details of the book here -https://books.google.co.uk/books/about/Against_Sacrifice.html?id=yroszgEACAAJ&redir_esc=y

August 2021
George Tzougas leaves LSE for pastures new 

George Tzougas

George Tzougas has left the Department of Statistics and will be taking up the position of Associate Professor / Chair in Actuarial Science at Heriot Watt University, Edinburgh in September. 

George tell us that, "Although, I am excited for this new direction in my career and professional development and I have many acquaintances there, I am going to miss you all very very much.

The Department of Statistics is a great family - if we were a family of distributions we would have all the good statistical properties, no doubt about that. I have so many beautiful memories that will forever keep me close to all of you! I will always be extremely grateful to our Department for providing me the platform to grow immensely as a teacher and researcher in my field."

Good luck on your new adventure, George!  

August 2021
Alice Pignatelli di Cerchiara awarded her PhD!

Alice Di C

We are delighted to announce that that Alice Pignatelli di Cerchiara has been recommended for the award of a PhD for her thesis, ‘Pricing financial and insurance products in the multivariate setting’. 

On behalf of everyone in the Department of Statistics, we would like to congratulate Dr. Pignatelli di Cerchiara on her achievements, and wish her all the best for the next stage of her career!

July 2021
Professor Jouni Kuha has been elected a Fellow of the British Academy!

Jouni_Kuha 2021

Many congratulations to Jouni Kuha, Professor of Social Statistics, who has been elected a Fellow of the British Academy in recognition of his outstanding contributions to the field. 

The British Academy is the UK’s national academy for the humanities and social sciences. Read more about the newly elected fellows.

July 2021
Junyi Zhang awarded his PhD!

phd-lettered-on-book-spineWe are delighted to announce that Junyi Zhang has been recommended for the award of a PhD for his thesis on ‘Parisian times, Bessel processes and Poisson-Dirichlet random variables’. 

His supervisor Professor Angelos Dassios is especially proud as well as the Probability in Finance and Insurance research group. On behalf of everyone in the Department of Statistics, we would like to congratulate Dr. Zhang on his wonderful achievement!

July 2021
Professor Fryzlewicz has been awarded an EPSRC grant!

Piotr1

Professor Piotr Fryzlewicz has been awarded an EPSRC grant on the topic "Was that change real? Quantifying uncertainty for change points" for a duration of three years starting 1 October 2021!

Find out all the details of the research programme!

Many congratulations, Piotr!

June 2021
Class Teacher award winners announced!

Huge congratulations to our class teachers who won awards and were also highly commended for their amazing teaching during these unprecedented times! Very proud!

Winners

Daniela Escobar for excellent teaching and mentoring of her students.

Rowland Bennett for excellent teaching and engagement with his students. 

Highly commended

Dr Siliang Zhang for excellent support to the organization and teaching of ST445 and coursework feedback for ST416.

Shakeel Gavioli-Akilagun for the effective communication and feedback provided to students in ST304 class.

Dr Anastasia Kakou for her mentoring and support to guest teachers in the Statistics Department. 

Qin Fang  for outstanding teaching scores for ST107.

Eni Iljazi for excellent teaching for ST451, ST102 and ST107.

Dr Jose Manuel Pedraza Ramirez for his excellent teaching scores for ST302 and ST330.

Have a look at the winners and more information. 

Congratulations to the 2021 class teacher award winners from the department of statistics!

June 2021
Bidding a fond farewell to a member of the Professional Services Team!

Will Garrison

The Department of Statistics is sad to say that our External Engagement Officer Will Garrison has taken up a new position as Assistant Planning Officer in the Planning Division. Will has been such an amazing addition to the PSS team and was invaluable at supporting the Department during the pandemic. We congratulate Will on his new venture. Good luck and keep in touch!

June 2021
Student Showcase winner announced...and one of our students won!

 Dianne winner

One of our very own MSc Data Science students, Chinonye Dianne Pat-Ekeji, has snagged the popular prize for her photo entry into the LSE 2021 Student showcase! 

The theme for this year's showcase was "Shaping the Post-Covid World." Dianne had spoken to several people during the lockdown who shared their concerns about social anxiety after the lockdown is lifted. She did a wonderful job capturing this theme and calling on us to be considerate towards everyone when we are allowed to fully enjoy the thrills of unrestricted socializing again.

Her photo submission features herself and 2 other MSc. Data Science students as she nervously looks away from a crowd at an event she has attended. She accompanied this photo with a short write-up that aptly delivers the peril of social anxiety and calls on all of us to support each other. 

We are very proud of Dianne and her cohort and wish her hearty congratulations! 

Dianne Showcase

Taking place July 2021
Sign up to the Data Science Summer School! 

The LSE Data Science Institute is proud to be a partner institution within the CIVICA network. Tickets are now available for an upcoming series of workshops that have been organised by another of the CIVICA network partners, the Hertie School Data Science Lab.

These workshops will form the Data Science Summer School. Participants in the summer school will explore exciting methods and technologies currently employed by industry, government, and civil society to address the world's most complex problems. 

As well as workshops covering theory and application, those that attend the summer school will receive specialist instruction from both academic and industry experts. There will also be significant networking opportunities and participants will be provided with a certificate of attendance.

Courses will include a range of topics, such as Survey Methods, Data Visualisation, Web Scraping, Social Network Analysis, Machine Learning, and Spatial Data Analysis.

Attendance at the Data Science Summer School is fully sponsored. Register here.

June 2021
Viet Dang awarded his PhD!

phd-lettered-on-book-spineWe are delighted to inform you that Viet Dang (first supervisor: Hao Xing) has been recommended for the award of a PhD for his thesis, ‘Infinite horizon stochastic differential utility of Epstein-Zin type’. 

On behalf of everyone in the Department of Statistics, we would like to congratulate Dr. Dang on his wonderful achievement! 

May 2021
José Manuel Pedraza Ramirez awarded his PhD!

Jose1

We are delighted to announce that José Manuel Pedraza Ramirez has been recommended for the award of a PhD for his thesis on ‘Optimal prediction problems and the last zero of spectrally negative Lévy processes'. 

His supervisor Dr. Erik Baurdoux is especially proud as well as the Probability in Finance and Insurance research group. On behalf of all in the Department of Statistics, we would like to congratulate Dr. Pedraza Ramirez on his fantastic achievement! 

May 2021
Dr Mavrakakis' textbook now in print!

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Dr Milt Mavrakakis has written a book alongside Jeremy Penzer called Probability and Statistical Inference: From Basic Principles to Advanced Models. This is what Dr Mavrakakis has to say about the book: 

"The textbook I co-wrote with Jeremy Penzer is now in print; it grew out of ST202, but goes considerably beyond it. Our aim was to come up with explanations of advanced statistical concepts that are mathematically rigorous, but more detailed and approachable than those in other advanced texts. We hope that this book will help bridge the gap between introductory statistics and third-year or Masters-level courses."

Congratulations on the book, Milt!

March 2021
Excellence in Education award winners

Sarah McManusSteve Ellis

We are very pleased to announce that Steve Ellis and Sarah McManus, who are members of the Department of Statistics Professional Services team, have received one of the School’s Excellence in Education awards for 2019-20. Huge congratulations to Steve and Sarah and very well deserved!

March 2021
Chengchun is the winner of the RSS Research Prize!

Chengchun ShiWe are delighted to announce that Chengchun Shi is the winner of the Royal Statistical Society’s Research Prize for 2021!

This is a highly prestigious prize awarded to a fellow of the RSS near the beginning of their research career for an outstanding published contribution to statistical theory or application. Chengchun was awarded the prize for his impressive contributions to the statistical analysis of complex data. Find out more.

Many congratulations from everyone in the Department of Statistics, Chengchun!

February 2021
Christine Yuen awarded her PhD!


phd-lettered-on-book-spine

We are delighted to announce that Christine Yuen has been recommended for the award of a PhD for her thesis on ‘High-dimensional variable selection and time series classification and forecasting with potential change-points’

Her supervisor Professor Piotr Fryzlewicz is especially proud as well as the Time Series and Statistical Learning research group. On behalf of all in the Department of Statistics, we would like to congratulate Dr. Yuen on her fantastic achievement! 

February 2021
Professor Saw Swee Hock, 1931 - 2021

SAW

We are very saddened to learn of the death of Professor Saw Swee Hock who died on Tuesday 16 February 2021. In 1963, Professor Saw obtained his PhD in Statistics from our Department and he is long-standing friend of the School.

Our own Professor Yao Qiwei commented that: “I remember vividly my conversation with Prof. Saw during my time at the Department of Statistics and Applied Probability at NUS in early 2020. His keen interest and curiosity in statistics and data science was almost infectious. One can easily tell that he cared deeply about the study of statistics at NUS and LSE. We all are grateful for his generous support to LSE. I myself am extremely honoured to be Saw Swee Hock Professor of Statistics in 2020”.

Professor Saw was also at the official opening of the LSESU Saw Swee Hock Student Centre on the 24 October 2014. 

There are many webpages below which highlight all of Professor Saw's achievements and what a generous donor he was to many institutions. We send our thoughts and strength to his family at this sad time. 

https://blogs.lse.ac.uk/condolences/2021/02/17/in-memory-of-professor-saw-swee-hock-1931-2021/

https://www.straitstimes.com/singapore/health/philanthropist-and-distinguished-professor-saw-swee-hock-dies-age-89

https://news.nus.edu.sg/in-memoriam-professor-saw-swee-hock-distinguished-academic-and-generous-benefactor/

February 2021
Warm welcome to our new members of Professional Services staff Alex and Yanli! 

We would like to welcome to the Department of Statistics our brand new members of the Professional Services team! 

Alex Taylor

Yanli Ji

Alex Taylor joins the team as Programmes Administrator. Alex has been at LSE since 2016, and has previously worked in the Library, the Timetables department and most recently in the School of Public Policy. Alex will provide support to the undergraduate and postgraduate programmes, including the PhD programme.

Yanli Ji is the Office and Finance Assistant in the team. She has worked at the LSE for eight years. Prior to joining the Department of Statistics, she held positions in the HR Division, the Estates Division, the Department of Law and the Graduate Admissions Office. Yanli deals with expense claims, supporting the PhD programme and has responsibility for departmental seminar series plus assisting with the organisation and delivery of student events and activities.

A big hello and welcome to both Alex and Yanli! We are very excited for you to be working with us. 

February 2021
Professor Yao has been awarded an EPSRC grant!

Prof Qiwei Yao 200x200

Professor Qiwei Yao has been awarded an EPSRC grant on the topic "Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures" for a duration of three years starting 1 June 2021!

You can find details of the research programme at https://gow.epsrc.ukri.org/NGBOViewGrant.aspx?GrantRef=EP/V007556/1

Many congratulations, Qiwei!

January 2021
Xiaolin Zhu awarded her PhD!

 phd-lettered-on-book-spine

We are delighted to confirm that Xiaolin Zhu has been recommended for the award of a PhD for her thesis on ‘Excursion theory and local times for Bessel and Brownian diffusions: with applications to credit risk’.

Her supervisor Professor Angelos Dassios is especially proud as well as the Probability in Finance and Insurance research group. On behalf of everyone in the Department of Statistics, we would like to congratulate Dr. Zhu on her fantastic achievement! 

January 2021
Bidding a fond farewell to a member of the Professional Services Team!

Fatima new

The Department of Statistics is sad to say that our Office Co-ordinator Fatima Jeetoo has taken up a new position in the Department of Geography in LSE. She came to us on a secondment and has been amazing at supporting the Department and we congratulate Fatima on her new venture. Good luck and keep in touch!

January 2021
Warm welcome to our new members of staff Dr Marcos Barreto and Dr Joshua Loftus!

We would like to welcome to the Department of Statistics our brand new members of academic staff! 

Barreto

Marcos Barreto is our new Assistant Professorial Lecturer and will be teaching courses on the BSc Data Science and MSc Data Science degrees.  He joins us from Universidade Federal da Bahia in Salvador, northeast Brazil. Marcos has worked there for 10 years, teaching at undergraduate and postgraduate levels, as well as leading a data science team in several research projects and partnerships. 

Joshua L 2

Joshua Loftus is our new Assistant Professor and joins us from the Stern School of Business, New York University where he was an Assistant Professor in Information, Operations and Management Sciences. Joshua's research interests involve improving practices in data science and machine learning to reduce the impact of bias, particularly biases associated with social harms and scientific reproducibility.

A big hello and welcome to both Marcos and Joshua! We are very excited for you to be working with us. 


2020 Archive

December 2020
Merry Christmas!

Merry Christmas from everyone in the Department of Statistics! We hope that you have a wonderful time. Some of our students have sent in some photos of them in their festive jumpers. Enjoy! Stay safe and see you in 2021!  

Shruti Mukherjee

A.Gandotra

Aleksander Pajewski

Dhvani Narendra

November 2020
We achieved the Athena SWAN bronze award! 

Advance-HE-Membership-logo_Standalone_AS-Bronze_Colour_lrg

We recently heard that our application for an Athena SWAN bronze award was successful! A bronze award recognises our commitment to advancing women’s careers, and promotion of equality and inclusivity more generally. The Athena SWAN charter is a framework to encourage commitment to gender equality among staff and students, originally with a focus on STEMM subjects. We are very proud of this achievement!

November 2020
Dr George Tzougas to be a member of the Reviewer Board launched by MDPI's Risks journal.

Dr George Tzougas200x200

We would like to announce that Dr George Tzougas will be a member of the Reviewer Board which will be launched by Risks which is an international, scholarly, peer-reviewed, open access journal for research and studies on insurance and financial risk management. Risks is published quarterly online by MDPI which is a pioneer in scholarly open access publishing and MDPI has supported academic communities since 1996. Based in Basel, Switzerland, MDPI has the mission to foster open scientific exchange in all forms, across all disciplines.

October 2020
Lenny Smith leaves LSE for pastures new

Professor Leonard Smith200x200

Professor Smith has taken up a professorship at Virginia Tech located in Blacksburg, VA within the Bradley Department of Electrical and Computer Engineering. The move enables him to try out ideas developed in CATS on a wide scale, ranging from autonomous decision making in drones on land, under sand on water, in the air and in space, to decision support using predictions in applications ranging from water quality to tick outbreaks. He is also deploying areas of CATS traditional strength in disaster risk reduction, weather risk, and trying to work out the way(s) we can best think of probability in practice.

Lenny tells us that “It is nice to be living in the midst of wildlife again, with a family of red-tailed hawks hunting from trees outside my window. And very nice to be closer to family.” He continues to have association with LSE as a Visiting Professor and hopes to visit again soon, setting up a transatlantic research group.  Good luck on your new adventure, Lenny!  

October 2020
Dr. Yunxiao Chen to speak at The Centre for Biostatistics Graham Dunn Seminar on 28 October!

We are excited to announce a forthcoming seminar featuring our very own Dr. Yunxiao Chen

The Centre for Biostatistics next Graham Dunn (Virtual) Seminar is scheduled for Wednesday 28 October (2pm-5pm) and will be entirely online via zoom. 

Title of the seminar: Using smartphone collected data: Experience Sampling Methodology and Intense Longitudinal data analysis

The seminar includes three talks of approx 45-50mins in length, with a 15 minute break between the second and third speakers. The three excellent speakers are – Dr Niels van Berkel (Aalborg University, Denmark), Dr Yunxiao Chen (London School of Economics) and Dr Noémi Schuurman (Utrecht University, Netherlands) 

Please register to receive log in details for the session and any recordings of the talks we are able to make.  

September 2020
A warm welcome to our new member of staff!

We would like to wish Fatima Jeetoo a warm welcome into the department! Fatima is part of our wonderful PSS team and joins us on a secondment from LSE100. Fatima has worked within the educational sector for the past nine years. She also serves as the Secretary for Embrace, LSE's BAME community. 

Welcome, Fatima!

Fatima new

September 2020
Meena Kotecha invited to co-present with Dr Michel d.S. Mesquita at the RSS 2020 online programme.

Meena Kotecha200x200

Meena Kotecha has been invited by Dr Michel d.S. Mesquita to co-present a workshop with him as part of the RSS 2020 online programme entitled “The art of blended and virtual learning in statistics and data science – insights from coronavirus quarantine”. Michel is a Founder and Independent Researcher at M2Lab.org, Centre for Statistical and Data Science Research (CSDS), Stord 5411, Norway. Michel has seen Meena's work on blended learning in statistics through her presentations at the past RSS annual conferences.

Zoom workshop session details:

Date: Tuesday 8 September 2020

Time: 1pm - 2.20pm

Registration: https://rss.org.uk/training-events/events/rss-2020-online-conference/

Order of Speakers:

1.       Morgan Yarker

2.       Meena Kotecha

3.       Michel Mesquita

4.       Matthew Benus 

Type of Presentations: Workshop style with potential audience participation. Live speaker session.

August 2020
New Visiting Professor in Practice appointment made in the Department

Moez Draif

We are delighted to announce that Dr Moez Draief has been given a visiting appointment as a Visiting Professor in Practice for three years from 7 September. Dr Moez Draief is currently the Global Chief Scientist and VP of Data Science and Engineering at Capgemini, a multinational consulting company. In this role he works with clients in public and private sector organisations on their data science and data engineering delivery projects. Previously, he was the Chief Scientist for Artificial Intelligence at Noah’s Ark Lab of Huawei Technologies.

Before moving to industry in 2016, he worked as an academic for a number of years, including a position at Cambridge University as a Marie Curie Research Fellow and a position at Imperial College London as an Associate Professor. Furthermore, in the past two years, he has continued to offer MSc courses in the areas of online statistical learning (at ENSAE Paris) and Bayesian optimisation (at Université Paris Sciences et Lettres). He has continued being actively involved in research and having papers published in top-ranked journals and conference proceedings, including papers at NeurIPS, a premier international conference in machine learning area.

Welcome to the Department of Statistics, Moez!

August 2020
Call for abstracts for 2021 conference in honour of Fred Smith & Chris Skinner

A conference is taking place in Southampton on 7-9 July 2021 in honour of Chris Skinner and Fred Smith who both worked in the Department of Statistics and who both sadly passed away in the past year.  

There is currently a call for abstracts (deadline is 1 October) and further details of the conference will follow shortly. The conference will be based around the themes that interested Fred and Chris during their research careers.

Please see more information here

August 2020
Former student receives honourable mention for the Zellner award!

We are very excited to announce that our former PhD student Haziq Jamil, who graduated in September 2018, received an honourable mention for the prestigious Zellner Award! We are very proud. Have a read about the award details

Haziq worked on his PhD from 2014 to 2018 in the Department of Statistics at LSE. The title of his thesis was "Regression Modelling Using Priors Depending on Fisher Information Covariance Kernels (I-priors)."

Haziq is now an Assistant Professor in Statistics at Universiti Brunei Darussalam.

Well done for this achievement, Haziq! 

August 2020
Bea Acciaio has left LSE for pastures new

Beatrice A 200x200

Bea Acciaio has sadly decided to leave the Department of Statistics for pastures new and has taken up a Professorship in the Department of Mathematics at ETH Zurich. We wish Bea every success in her new role and will be missed by everyone here in the department! Good luck on your new adventure, Bea! 

July 2020
Congratulations to Professor Pauline Barrieu for her new role in the School!

Prof Pauline Barrieu

We would like to take this opportunity to congratulate Professor Pauline Barrieu on her new role as Academic Director in the School!  This is a two-year role to provide additional academic leadership as the School adapts its educational provision in light of the impact of COVID-19. She will be working closely with Professor Dilly Fung, Professor Julia Black, leaders of academic departments and service leads on the Curriculum Shift 2020.  Well done, Pauline! 

July 2020
Luciano Campi has left LSE for pastures new

l-campi200x200

Dr Luciano Campi has sadly decided to leave the Department of Statistics for pastures new and has taken up a Professorship in the Mathematics Department at the University of Milan. We wish him every success in his new role and he will be missed by everyone here in the department! Good luck on your new adventure, Luciano! 

June 2020
LSE Class Teacher award winners!

Class teacher winners

We are proud to announce that Phil Chan and Anastasia Kakou have won LSE Class Teacher awards! Many congratulations to them and all of their hard work which reflects their engagement, teaching innovation, excellent student feedback and dedication to the Department!

June 2020
LSE Statistics research in response to COVID-19

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We are proud to highlight our own research in the Department of Statistics on the response to coronavirus which includes papers, summaries, opinions, trend estimates and blog posts. We will be updating the page regularly, but so far we have some fantastic contributions from Professor Clifford Lam, Professor Jouni Kuha and Professor Piotr Fryzlewicz

May 2020
Two Statistics students take part in the Digital Skills Lab Python Coding Challenge

We are pleased to announce that MSc Quantitative Methods for Risk Management student Zhiyang Zhao and BSc Actuarial Science student Chenxing Zu in the Department of Statistics achieved great success in the Digital Skills Lab Python Coding Challenge, under very difficult circumstances. The challenge was organised by the Digital Skills Lab in partnership with LSE Careers and Global Technology Consultancy, Infosys. 

The challenge centred around financial analysis was set by Dr Antonio Mele (Econ) and Dr Srinivasa Raghavan (Chief Data Scientist, Data and Analytics) of Infosys, a large Indian IT consultancy, with the desire for students in their various teams, were to apply their coding skills to a real world problem. Aaron Trevitt from LSE Careers also worked with us on developing team work and employability. 

Due to the disruption of the Covid-19 outbreak the challenge had to be adapted to an online format at the last minute. This resulted in only four of the original nine teams completing their projects and submitting a final recorded presentation to compete for the four prizes. 

Despite the various difficulties encountered the challenge was a resounding success on several levels. Participants were able to demonstrate how they applied and extended their digital skills to a real-world problem, interweaving it with their own academic research on the topic set, and presenting their ideas clearly and effectively. 

The presentations can be viewed by LSE staff and students only using this link.

April 2020
Professors Jouni Kuha, Patrick Sturgis and Jon Jackson receive a grant from the School of Public Policy COVID19 fund

Professors Patrick Sturgis, Jon Jackson and Jouni Kuha have been successful in receiving a grant from the School of Public Policy's COVID19 fund to undertake research.

This survey research will focus on compliance with lockdown, the authority of the police, economic and health trade-offs and the impacts on employment, income, and education. The survey will be carried out via the Kantar Public Voice online probability panel, with which the Department has an existing collaborative agreement.

Patrick will also be taking part in the launch event of Kantar's Public Voice. This will present information on a powerful new random sample research tool and Patrick will give thoughts on the value of random sampling in survey research.

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April 2020
Matteo Barigozzi has left LSE for pastures new

Matteo Barigozzi has decided to leave the Department of Statistics after 10 years with us and has taken up the role of Chair at the University of Bologna and has joined their Department of Economics.  We wish him every success in his new role and he will be missed by everyone here in the department! Good luck on your new adventure, Matteo! Dr Matteo Barigozzi 200x200

March 2020
Industry Practitioners Challenge - How Aviva worked with LSE students to review capital allocation

PracChallenge

Congratulations to everyone who took part in the 2020 Industry Practitioners Challenge! On Wednesday 11 March, two teams of undergraduate students from the Department of Statistics presented their analysis on real life issues faced by Aviva. 

Boris Genot, Senior Quant Manager in Risk Analytics at Aviva, challenged students to analyse the interdependencies of risks in the internal model used by the Analytics and Capital Modelling Team. This had a direct impact in allocating capital and reporting to the regulator under the Solvency Capital Requirement.

Over the course of five weeks, students investigated four tasks:
1. To identify the optimal length for the time series to calculate stable correlations
2. To identify the optimal frequency for the observations in order to calculate stable correlations
3. To establish a method to annualise the correlations calculated with daily or monthly observations
4. To develop a robust model able to forecast reliable future correlations.

To tackle these tasks, teams used statistical criteria to decide which risk factors should be included in the model, cleaned the data, and implemented a Dynamic Conditional Correlation (DCC) model to estimate and forecast the risks (using computing languages Python or R). While both teams delivered strong presentations, one was chosen by Mr Genot to be overall winner. 

The Industry Practitioners Challenge is highly valued by students, with one student describing it as “great experience working with Aviva”. It’s organised annually by Dr Gelly Mitrodima, Assistant Professorial Lecturer in the LSE Department of Statistics. The Department collaborates with leading industry partners to provide an opportunity for students to work on competitive projects focusing on real issues faced by companies. 

Through the challenge students gain invaluable experience of working with industry experts and academic staff, as well as developing their communication and problem solving skills. Businesses (such as previous partners Aviva, JP Morgan, UBS and QBE) form strong links with LSE by helping nurture talent, while also benefitting from academics and students helping investigate problems.

Interested in working with undergraduate or postgraduate students from the LSE Department of Statistics? Speak to us about the 2021 Industry Practitioners Challenge today.

March 2020
Dr Beatrice Acciaio and Dr Clifford Lam have been promoted!

It is with great pleasure to let you know that the School Promotions Committee has decided that Dr Beatrice Acciaio and Dr Clifford Lam should be promoted to Professor from 1st August 2020! Congratulations to both of them on this achievement!

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Beatrice A 200x200

February 2020
Professor Chris Skinner, 1953 - 2020

It is with great sadness that we share the news of Professor Chris Skinner's death. He passed away on 21st February 2020. Please read more about his fantastic accomplishments in a wonderful article written by his fellow colleague Jouni Kuha.

c.skinner200x200

February 2020
Professor Milan Vojnovic wins Facebook’s Systems for Machine Learning Research Award!

Milan Vojnovic

Professor Milan Vojnovic has received the Facebook’s Systems for Machine Learning Award for his research exploring how to optimise scheduling of machine learning jobs in data processing platforms. 

The Facebook’s Systems for Machine Learning request for proposals solicited impactful solutions in the areas of ‘scalable, elastic and reliable distributed machine learning and inference’ and other topics at the intersection of computer systems and machine learning. The call received 167 proposals from more than 100 universities in 26 countries around the world out of which 10 proposals have been selected for funding. The list of award winners and more information about the request for proposals is available here.

The aim of the research project is to investigate how should machine learning jobs, with uncertain, heterogenous processing requirements and complex delay costs, be scheduled in data processing platforms. This question falls in the core of systems for machine learning research area, aiming to satisfy metrics beyond predictive accuracy. This is a very challenging problem as machine learning workloads in modern data processing platforms (e.g. platforms for training machine learning models or content review in social media platforms) exhibit complex and uncertain delay costs which violate the assumptions of existing theory and practical solutions. 

The research will explore how to design novel job scheduling policies to enable efficient processing of machine learning workloads. This will require advancing the state of the art in online optimisation methods and the underlying theory, combining optimisation with statistical inference and learning in innovative ways. The project also aims to evaluate performance of different scheduling policies through experimentation, using existing solutions as benchmarks as well as policies learnt by using reinforcement learning algorithms. The project is expected to contribute new conceptual solutions that may lead to the design of next-generation system architectures.

Huge congratulations to Milan!

January 2020
Warm welcome to our new Professional Services staff members!

We would like to welcome to the Department of Statistics two brand new members of staff! Will Garrison is our new External Engagement Officer which is a brand new role in the department and also Shanice Kudita who is in the Office Co-ordinator position on a temporary basis. We are very excited for them to be working with us!

Will GarrisonShanice Kudita

January 2020
Goodbye and good luck to Kayleigh!

Brewer

The Department of Statistics is sad to say that Kayleigh Brewer, who was our fantastic Office Co-ordinator for two years, has left LSE and has taken up a position as Communications Officer at Imperial College London. She has been amazing at supporting the Department and we congratulate Kayleigh on her new venture and she will be missed! Good luck!

News archive

2019

Congratulations to our MSc Prize Winners!

A huge congratulations to our MSc students who have won Winton Prizes this year!

Winner of the Winton Prize for Academic Excellence in MSc Data Science and Joint Winner of the Winton Prize for Best Dissertation in MSc Data Science

Michailia Panagiotidi, MSc Data Science 

Prizewinner2

Winner of the Winton Prize for Best Dissertation in MSc Statistics and Winner of the Royal Statistical Society Prize for Best Graduate from an Accredited MSc Programme

Sahra Ghalebikesabi, MSc Statistics (Research) 

Prizewinner

Sahra told the Department of Statistics that 'I extend my most sincere thanks to Winton for making the award possible. I would have not succeeded without the support of my friends and family and the great supervision by Milan Vojnovic. The months of research I put in writing the dissertation have encouraged me to pursue a PhD in Statistics at the University of Oxford.'

Joint Winner of the Winton Prize for Best Dissertation in MSc Data Science

Jurriaan Parie, MSc Data Science 

Winner of the Winton Prize for Academic Excellence in MSc Statistics

Joel Teo, MSc Statistics (please note that Joel is on the 9 month programme, so he graduated in summer but we only decide the winners after we have the results from the 12 month programme later in the year) 

Interview with Chris Skinner published in International Statistical Review!

Chris Skinner CBE

Professor Chris Skinner was interviewed by the International Statistical Review and he reflects on his career as a statistician. There are wonderful moments in the interview such as when he received his CBE from the Queen at Windsor Castle in 2010. The full interview can be found in the International Statistical Review.   

Please note that this article is only available to institutions that subscribe to the Wiley’s Online Library. 

Excellence in Education Awards

19_11 Teaching Awards-61 (002)

Huge congratulations to all of our Excellence in Education Award winners! We are very proud of what fantastic educators you are! James Abdey, Beatrice Acciaio, Yining Chen, Angelos Dassios, Clifford Lam, Gelly Mitrodima and George Tzougas all received this award at the Excellence in Education Awards ceremomy at the Shaw Library on 21st November 2019. More information can be found here - http://bit.ly/ExcellenceinEducation19

Designed to support the School’s aspiration of creating ‘a culture where excellence in teaching is valued and rewarded on a level with excellence in research’, the Excellence in Education Awards are made, on the recommendations of Heads of Department, to staff who have demonstrated outstanding teaching contribution and educational leadership in their departments.

Dr Clifford Lam reflects on his experience of being an educator at LSE below.  

Dr Lam was asked - When thinking about your students, what are some of the important things you would like them to learn during their time at our School?  

His answer was - To build up the best foundation possible from their time in LSE, so as to be able to think and learn independently.

Congratulations to our Undergraduate and MSc Prize Winners!

A huge congratulations to our Undergraduate and MSc Prize Winners for summer 2019! 

Winner of the Cyril Offord Prize for outstanding BSc performance

Nicolo Grometto 

Cyril Offord Prize Winner1

Winner of the Winton Capital Prize for academic excellence in Statistics with Financial Applications

and the Farr Prize for best performance in final BSc examinations

Natalia Hong

Winton Winner 1

Winner of the Winton Capital Prize  academic excellence in Statistics with Financial Applications 

and the IMA Prize For Outstanding Performance in the Final Year of an Institute of Mathematics and its Applications approved course

Garrick Wan

Winton Winner 2

Winner of the Ranjesh Bhansali Prize for Overall Performance by an Quantitative Methods for Risk Mangement student

Zezhun Chen 

Rajendra Prize Winner

Professor Fiona Steele receives Honorary Degree

Fiona Steele Hon Degree

Congratulations to Professor Fiona Steele OBE FBA, who received an honorary DSc degree from the University of Aberdeen. 

Professor Steele, Deputy Head of Department, is an eminent statistician whose principal interests are in methodological research, with applications in demography, education, family psychology and health. 

The honorary degree recognised Professor Steele's achievements and distinction in social science. 

Watch the degree conferment and interview with Prof. Steele. 

Photo credit: University of Aberdeen

Risk & Stochastics, Ragnar Norberg - a Festschrift

Ragnar

The book, a festchrift, titled 'Risk & Stochastics, Ragnar Norberg', is a collection of articles written by researchers. Edited by Professor Barrieu, the book honours Professor Ragnar Norberg's life and work. 

The book details ground-breaking research in modern actuarial and financial mathematics, while giving insight into the life of a leading academic.

Professor Barrieu also provided the foreword for the book: "I have felt very honoured to be the editor of this Festschrift, following the conference for the 70th birthday of Ragnar. It started as a birthday present for a colleague, mentor and friend. But this has sadly become a tribute to his outstanding contribution."

Class Teacher Awards 2019

Congratulations to Phil Chan and Evangelia Mitrodima who were winners of the 2019 award! 

“My goal is to enhance academic support and educational experiences for students. I organise activities to support first year undergraduates in their transition to University and foster a student community. One of these activties is the Statistics Practitioners’ Challenge, which involves collaboration with each other and staff on projects provided by industrial partners.” Evangelia Mitrodima

"The overall environment for working is great. I get a lot of support from the Department, and teaching keen students makes the effort worthwhile." Phil Chan

Also congratulations to Anastasia Kakou, Ragvir Sabharwal and Tianlin Xu who were highly commended! 

The LSE Class Teacher Awards are given to Graduate Teaching Assistants, Teaching Fellows and Guest Teachers in recognition of their contribution to teaching. 

Professor Chris Skinner – Winner of the 2019 Waksberg Award

Prof Chris Skinner200x200

Congratulations to Professor Chris Skinner who received the 2019 Waksberg Award.

The Journal Survey Methodology has established an annual invited paper series in honour of Joseph Waksberg to recognise his contributions to survey methodology. Each year a prominent survey statistician is chosen to write a paper that reviews the development and current state of an important topic in the field of survey methodology. The paper reflects the mixture of theory and practice that characterised Joe Waksberg's work.

Professor Skinner was selected by a four-person committee appointed by Survey Methodology and the American Statistical Association. Chris will receive an honorarium and give the 2019 Waksberg invited address at Statistics Canada. The paper will be published in a future issue of Survey Methodology.

Double Master's in Financial Statistics and Chinese Economy with Fudan University

Fudan-LSE Photo

The Department are excited to announce our partnership with Fudan University, China, to offer a unique two-year double master's degree in financial statistics (LSE) and Chinese economy (Fudan). 

Students will spend a year here at the Department, acquiring a solid quantitative background for careers in the financial industry.  The second year will be at Fudan University, where students will apply the quantitative tools learned to solve practical problems for central banking, international organisations or private sector firms. 

Upon completion of the course, recipients will be conferred a Masters of Economics in Finance and in MSc Statistics (Financial Statistics) by Fudan and LSE respectively.

“Students will be offered a wide variety of statistics and machine learning module options, with a key focus in financial data analysis. The first year will provide quantitative training at LSE. The second year will see students gain exposure to the fast-growing Chinese economy, acquiring all of important tools for an economist in Fudan.

The course aligns with the emerging concept of “quantamental” individuals, who make decisions based on both quantitative evidence from data, and understanding of fundamentals in a broad horizon. We are delighted with our collaboration with Fudan University and look forward to welcoming our first students on this double degree." Dr Lam and Professor Barrieu

Visit the course page for more information. 

Visit from Barking Abbey School

BAbbey-747x560

We were very pleased to host a visit from seventeen students in years eleven and twelve from Barking Abbey School on Friday 5th April. Dr Sara Geneletti coordinated this visit with the support of the LSE Widening Participation Team. 

The visit began with short presentations on studying mathematics and statistics at university, presented by Professor Fiona Steele, Dr Wicher Bergsma and Dr Gelly Mitrodima. After lunch, the students were taken on a tour of the campus by three of our undergraduate student ambassadors. During the final part of the visit Dimple Wedgewood from Widening Participation led the students in a group task to generate questions about university in general and studying mathematics and statistics in particular, which were then answered by our student ambassadors.

We hope the students were inspired by their visit and we hope to see many of them in the future.

2018

Research Internship Scheme Summer 2018

 

We are delighted to announce that Dr Tzougas' research paper, which was produced following last year's internship, has been accepted for publication. Two students Waqar Mustaqeem and Woo Hi Yik, along with Dr George Tzougas produced the paper. 

In particular, it has been accepted for publication by the internationally recognised academic journal Annals of Actuarial Science, that is published by the Institute and Faculty of Actuaries in the UK as part of its objective to advance all matters relevant to Actuarial Science.

Information regarding the summer 2019 Research Internship Scheme will be available soon.

Professor Irini Moustaki elected President of the Psychometric Society

Prof Irini Moustaki200x200

We are delighted that Professor Irini Moustaki has been elected the new President of the Psychometric Society, for the 2020-2021 term.  Irini will also serve on the Society’s Executive Committee for three years.

The Psychometric Society was founded in 1935. The society is devoted to the advancement of quantitative measurement practices in psychology, education and the social sciences. 

Irini Moustaki was Editor-in-Chief for the Journal Psychometrika from November 2014 to December 2018.  

Team nominated for Values in Practice Awards 2018/19

Congratulations to colleagues in the Department for being nominated in the Values in Practice Awards 2018/19. The award recognises colleagues who have shown outstanding commitment and made a significant contribution to the School over the past year. 

A huge well done to colleagues for nominations in the following categories 

  • Sarah Mcmanus - Student Experience Ambassador 

  • Penny Montague - Exceptional Team Member

  • PSS Team - Team of the Year

Congratulations to our MSc Graduates and Prize Winners! 

Congratulations to all of our MSc graduates! A huge well done to the Winton Prize winners -

  • Kaifang Zhou for Best Dissertation in MSc Statistics! 

    Kaifang said: 

    "It was a great honor for me to win the Winton Prize for the Best Dissertation. Firstly, I would like to express my deepest appreciation to my supervisor, Professor Milan Vojnovic ́, who spent a lot of his precious time in guiding me to write this dissertation. Without his guidance and dedication I would not have finished this dissertation and won the Winton Prize. Secondly, I would also like to thank Doctor Se-Young Yun for his insightful discussions. Thirdly, I would also like to thank my family and friends, especially my parents and grandparents, who despite my busy schedule with this dissertation constantly supported me through this journey. Last but not least, I always consider myself lucky to be a part of Department of Statistics at LSE throughout my undergraduate and MSc studies, I love this department with many reasons. Therefore, I would like to take this opportunity to thank Department of Statistics and Winton Capital for providing me with this unforgettable experience, which will give me huge confidence to continue my PhD studies at LSE."

  • Shuhan Yang for Academic Excellence in MSc Statistics!

    Shuhan said: 

    "It is my great honour to receive the Winton Prize for Academic Excellence. I would like to show my thanks to Winton for giving me this honour and to all the department staff for offering us a productive study environment. Also, I would like to express my appreciation to all my lecturers for the well-organized courses and attractive teaching styles that have broadened my horizon on financial statistics and aroused my curiosity to further study the time series. I am now planning to apply for a PhD"

  • Kevin Beck Hwai Boon for being jointly awarded the Best Dissertation in MSc Data Science

  • Luis Alonso Ma Takeshita for being jointly awarded the Best Dissertation in MSc Data Science. 

    Luis Alonso said: "I would like to thank both Winton and all department members for this great honour. Particularly, I would like to extend my thanks to my supervisors, Dr. Yining Chen and Dr. Xinghao Qiao for their continuous support and guidance. I greatly enjoyed this past year and am very pleased with the solid foundation in Data Science, theoretical and practical, that I received and has undoubtedly contributed deeply to my career development."

     At the moment, I'm working as Senior Data Scientist at the Analytics department from BCP (the largest bank in Peru)."

  • Yihuang Gu for being jointly awarded the Best Dissertation in MSc Data Science. 

  • Zhiyu Liu for Academic Excellence in MSc Data Science

    Zhiyu said: “It is my great honour to be awarded the Winton Prize for Academic Excellence. I would like to take this opportunity to thank the department for their immense support. I would also like to express my sincerest appreciation to Winton for giving me this honor. During the past one year, I was introduced to advanced statistical methods, hands-on programming exercises and cutting-edge researches. I really enjoy my time at LSE.”

    In terms of what I’ll be doing after my graduate, I plan to work as a data analyst in the Internet industry. Luckily, I have received several offers from companies in China but I haven’t yet made the final decision of which to join."

Professor Kuha is the new joint editor for JRSS Series A of Journals

j-kuha200x200

The Royal Statistical Society announced that Professor Jouni Kuha is the new Joint Editor of Series A of the journals. 

Prof. Kuha's methodological research focuses on latent variable modelling, analysis of survey data, problems with measurement error and missing data, and other areas that are motivated by applications of statistics in the social sciences. Jouni's has also been a mmember of the Government Statistical Service Methodology Advisory Committee and the analysis team of the exit poll for UK general elections. 

Jouni was a member of the Series C editorial panel (2009–2012), and the Social Statistics Section’s committee (2006 2012, as chair in 2010–2012).

Congratulations to Karim Senouni! Winner of the Sir Worcester Prize

Karim, LSE100

A huge congratulations to Karim Senouni for winning the Sir Worcester Prize for Exceptional Academic Performance! This is a part of  LSE100, which is the flagship interdisciplinary course for undergraduate students. 

Karim pictured (far right) with fellow prize winners

Karim - "It's great to be recognised for my work on LSE100 by receiving this prestigious award.  I found the course extremely refreshing and beneficial for developing new skills, even gaining an interest in Game Theory which I have taken up in my third year. I'd personally stress the importance of persistence and curiosity as the key determinant of success, in both LSE100 and beyond! In my oinion, there are very few things that can stand in the way of a can-do attitude and a strong focus on what output you want to be associated with." 

Professor Pauline Barrieu - Winner of the 2018 Louis Bachelier Prize

Pauline Barrieu award winner

Congratulations to Pauline Barrieu winner of the prestigious Louis Bachelier Prize, in recognition for her contributions to the fields of pricing, risk management and insurance.

Pictured with Jean Cheval, Senior Adviser, and Michel Crouhy,  President of the Foundation Natixis. Professor Barrieu is the current Head of Department for the Department of Statistics, and Co-Director for the Centre for the Analysis of Time Series.

Professor Barrieu - "I feel extremely honoured to receive this award from such a distinguished jury and to join a prestigious list of recipients. Throughout my career, I have been very privileged to have met many researchers from different areas, happy to collaborate and share ideas. I am grateful to work at the intersection of fields and just enjoy learning to understand how things work, to live research as a human experience and as an exchange."

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