luis-llerena-15500

People

Find a member of staff in the Department of Statistics

We offer a unique opportunity to study Actuarial Science, Data Science, Financial Statistics, Insurance and Risk and Social Statistics in a university with a world class reputation of academic excellence in the social sciences.

Department staff

Academic faculty

James new

Dr. James Abdey
Assistant Professorial Lecturer

More information

Prof Pauline Barrieu

Professor Pauline Barrieu
Professor

More information

Erik

Dr. Erik Baurdoux
Associate Professor

More information

Wicher

Dr. Wicher Bergsma
Associate Professor

More information

Dr Umit Cetin

Professor Umut Cetin
Professor

More information

Dr Yining Chen

Dr. Yining Chen
Assistant Professor

More information

Yunxiao

Dr. Yunxiao Chen
Assistant Professor 

More information 

Angelos1

Professor Angelos Dassios
Professor 

More information

Piotr1

Professor Piotr Fryzlewicz
Professor and Deputy Head of Department (Teaching)

More information

Sara G

Dr. Sara Geneletti
Associate Professor

More information

Kostas Kal new1

Dr. Kostas Kalogeropoulos
Associate Professor

More information

Professor Kostas Kardaras

Professor Kostas Kardaras
Professor, Deputy Head of Department (Research) 

More information

Dr Jouni Kuha

Professor Jouni Kuha
Professor

More information

Dr Clifford Lam

Professor Clifford Lam
Professor

More information

Gelly new

Dr. Gelly Mitrodima 
Assistant Professorial Lecturer

More information 

Professor Irini Moustaki

Professor Irini Moustaki
Professor

More information

Dr Xinghao Qiao

Dr. Xinghao Qiao
Assistant Professor

More information

Chengchun Shi

Dr. Chengchun Shi 
Assistant Professor 

More information 

Fionanew

Professor Fiona Steele
Professor, Head of Department 

More information

George Tzougas

Dr. George Tzougas
Assistant Professorial Lecturer

More information

Professor Milan Vojnovic

Professor Milan Vojnovic
Professor, Director of SEDS 

More information

Professor Qiwei Yao

Professor Qiwei Yao
Professor 

More information

Academic associates - Emeritus Professors, Guest Lecturers and Visiting staff

Dr Young Lee

Professor Anthony Atkinson
Emeritus Professor in Statistics

More information

Phil_headshot

Dr. Phil Chan
Guest Lecturer

More information

Nicholas

Dr. Nicholas Cron
Guest Lecturer

More information

Anastasia

Dr. Anastasia Kakou
Guest Lecturer and GTA Mentor

More information

Dr Eleni Katirtzoglou

Dr. Eleni Katirtzoglou
Guest Teacher and GTA Mentor

More information

Meena Kotecha

Meena Kotecha
Guest Teacher

More information

Dr Young Lee

Dr. Martin Knott
Emeritus Associate Professor in Statistics

More information

Milt_Mavrakakis_5351

Dr. Milt Mavrakakis
Guest Lecturer

More information

colm

Professor Colm O’Muircheartaigh
Visiting Professor 

University of Chicago 

 Oomen new

Dr. Roel Oomen
Visiting Senior Fellow

Deutsche Bank

Karsten Shaw

Karsten Shaw
Guest Lecturer

More information

 Howell T new

Professor Howell Tong
Emeritus Professor in Statistics

More information

Henry Wynn new

Professor Henry Wynn
Emeritus Professor in Statistics

More information

Zouros

Dr George Zouros
Guest Teacher

More information

Research staff and Fellows

Daniela (4) (3)

Dr Daniela Escobar 

More information 

Siliang Zhang 1

Siliang Zhang 

More information 

Professional services staff

Steve Ellis

Steve Ellis
Undergraduate Programmes Manager

More information

Will Garrison

Will Garrison
External Engagement Officer

More information

Sarah McManus

Sarah McManus
MSc Programmes Manager

More information

Penny Montague

Penny Montague
Research and Finance Manager

More information

Imelda Noble

Imelda Noble Andolfo
Department Manager

More information

Penelope Smith200x200

Penelope Smith
Communications Officer

More information

 

PhD students

Data Science group

Yirui Liu
Conditional Variational Inference for Hierarchical Bayesian Nonparametric Models
Y.Liu110@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Xinghao Qiao / Dr Yining Chen

Filippo Pellegrino
Asynchronous and incomplete multidimensional dependent data
F.Pellegrino1@lse.ac.uk, Room COL 5.06
Supervisors:  Dr. Kostas Kalogeropoulos

Yiliu Wang
Representation learning for relational data
Y.Wang295@lse.ac.uk, Room COL 5.02
Supervisors:  Professor Milan Vojnovic / Dr. Xinghao Qiao

Tianlin Xu
Model-based Reinforcement Learning
T.Xu12@lse.ac.uk, Room COL 5.02
Supervisors: Dr. Wicher Bergsma  / Dr. Kostas Kalogeropoulos

Jialin Yi
Learning for Assignment Problems under Uncertainty
J.Yi8@lse.ac.uk, Room COL 5.02
Supervisors:  Professor Milan Vojnovic / Dr. Clifford Lam

Kaifang Zhou
Statistical Methods for Social Network Data Analysis
K.Zhou3@lse.ac.uk, Room COL 7.03
Supervisors:  Professor Milan Vojnovic / Dr. Yining Chen

Probability in Finance and Insurance group

Patrick Aschermayr 
Bayesian inference in hidden semi-Markov models
P.Aschermayr@lse.ac.uk, Room COL 5.02
Supervisors:  Dr. Kostas Kalogeropoulos / Professor Pauline Barrieu

Zezhun Chen
z.chen58@lse.ac.uk, Room COL 1.0
Supervisors: Professor Angelos Dassios / Dr. Erik Baurdoux

Quoc Viet Dang 
Optimal Transport and the Principal-Agent Problem
q.v.dang@lse.ac.uk, Room COL 5.06
Supervisors:  Professor Hao Xing / Professor Pauline Barrieu

Davide De Santis
Dynkin Games with Information Asymmetry
d.de-santis1@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Luciano Campi / Professor Hao Xing

Reinhard Fellmann
Risk and stability in complex economic & financial systems
r.fellmann1@lse.ac.uk, Room COL 5.02
Supervisors: Dr. Erik Baurdoux /  Dr. Andrea Vedolin (Department of Finance)

Eduardo Ferioli-Gomes
e.ferioli-gomes@lse.ac.uk, Room COL 1.0
Supervisors: Professor Umut Cetin / Dr Luciano Campi

Junchao Jia 
Stochastic Differential Equations, Mean Field Games, Optimal Transport
J.Jia4@lse.ac.uk, Room COL 5.02
Supervisors: Dr Beatrice Acciaio / Professor Kostas Kardaras

Despoina Makariou 
Catatrophe Bond Pricing
D.Makariou@lse.ac.uk, COL 5.02
Supervisors: Professor Pauline Barrieu / Dr. Beatrice Acciaio

Jose Manuel Pedraza Ramirez 
Levy Processes and Optimal Stopping
j.m.pedraza-ramirez@lse.ac.uk, Room COL 7.03
Supervisors: Dr Erik Baurdoux / Dr Beatrice Acciao

Alice Pignatelli Di Cerchiara
Multidimensionality problems in the financial and actuarial settings
a.pignatelli-di-cerchiara@lse.ac.uk, Room COL 5.06
Supervisors: Dr. Erik Baurdoux / Dr. Angelos Dassios

Jing Han Tee 
Interrupted Brownian Motion
J.Tee@lse.ac.uk, Room 5.02
Supervisors: Professor Angelos Dassios / Dr. Luciano Campi

Alexandra Tsimbalyuk 
Distribution of a perpetuity in an ergodic Markov model
a.tsimbalyuk@lse.ac.uk, Room 7.03
Supervisors: Professor Kostas Kardaras / Professor Umut Cetin

Junyi Zhang 
First hitting time and Parisian time of Brownian motion on a graph
J.Zhang100@lse.ac.uk, Room COL 5.02
Supervisors: Professor Angelos Dassios/ Dr. Beatrice Acciaio

Xiaolin Zhu
The hitting time of Ornstein-Uhlenbeck process and more complicated mean-reverting type process
x.zhu15@lse.ac.uk Room COL 5.06
Supervisors: Professor Angelos Dassios / Professor. Hao Xing

Social Statistics group

Camilo Cardenas-Hurtado
c.a.cardenas-hurtado@lse.ac.uk, Room COL 5.02
Supervisors: Professor Irini Moustaki / Dr. Wicher Bergsma 

Sahoko Ishida
Use of Gaussian Process in Spatial Analysis
S.Ishida@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Wicher Bergsma / Professor Fiona Steele

Yan Lu
Latent variable models, cheating detection, outlier detection
Y.Lu62@lse.ac.uk, Room COL 5.02
Supervisors: Professor Irini Moustaki / Dr. Wicher Bergsma 

Tianlin Xu
Model-based Reinforcement Learning
T.Xu12@lse.ac.uk, Room COL 5.02
Supervisors: Dr. Wicher Bergsma  / Dr. Kostas Kalogeropoulos

Time Series and Statistical Learning group

Rico Blaser
Machine learning for high-dimensional data
r.blaser@lse.ac.uk
Personal homepage
Supervisors: Professor Piotr Fryzlewicz / Dr. Angelos Dassios

Wenyu Cheng
w.cheng14@lse.ac.uk, Room COL 1.0
Supervisors: Dr Clifford Lam / Dr Yining Chen

Tomasz Dubiel-Teleszynski
Bayesian inference for diffusion processes in finance and a hidden Markov model for load forecasting
t.dubiel-teleszynski1@lse.ac.uk, Room COL 1.0
Supervisors: Dr. Kostas Kalogeropoulos / Professor Qiwei Yao  

Qin Fang
Function-on-Function Linear Lagged Regression in High Dimensions/ Functional time series
Q.Fang3@lse.ac.uk, Room COL 5.06
Supervisors: Dr. Xinghao Qiao / Professor Qiwei Yao

Shakeel Gavioli-Akilagun
S.A.Gavioli-Akilagun@lse.ac.uk, Room COL 1.0
Supervisors: Professor Piotr Fryzlewicz / Dr Clifford Lam

Gianluca Giudice
Dynamic Conditionally Heteroschedastic Factor Models
G.Giudice@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Kostas Kalogeropoulos

Anica Kostic
Change-point detection for high-dimensional time series
A.Kostic@lse.ac.uk, Room COL 5.02
Supervisors: Professor Piotr Fryzlewicz / Dr. Yining Chen

Yirui Liu
Conditional Variational Inference for Hierarchical Bayesian Nonparametric Models
Y.Liu110@lse.ac.uk, Room COL 7.03
Supervisors: Dr. Xinghao Qiao / Dr Yining Chen

Filippo Pellegrino
Asynchronous and incomplete multidimensional dependent data
F.Pellegrino1@lse.ac.uk, Room COL 5.06
Supervisors:  Dr. Kostas Kalogeropoulos

Ragvir Sabharwal
Sequential Changepoint Detection in Factor Models for Time Series
r.sabharwal2@lse.ac.uk, Room COL 5.06
Supervisors: Professor Irini Moustaki

Konstantinos Vamourellis
Bayesian Inference
k.vamvourellis@lse.ac.uk, Room COL 7.03
Personal homepage
Supervisors: Dr. Kostas Kalogeropoulos / Professor Pauline Barrieu

Toby Wade
Natural Language Processing utilizing Aspect Based Sentiment combined with Attention Mechanism Deep Learning techniques applied to financial texts
T.Wade1@lse.ac.uk
Supervisors:  Dr. Clifford Lam / Dr. Kostas Kalogeropoulos

Yiliu Wang
Representation learning for relational data
Y.Wang295@lse.ac.uk, Room COL 5.02
Supervisors:  Professor Milan Vojnovic / Dr. Xinghao Qiao

Shuhan Yang
s.yang28@lse.ac.uk, Room COL 5.06
Supervisors: Professor Piotr Fryzlewicz / Dr Yining Chen

Lok Ting (Christine) Yuen
Automatic model selection
yuenl@lse.ac.uk, Room COL 5.02
Personal homepage
Supervisors: Professor Piotr Fryzlewicz