People

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

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

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

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