Dr Gelly Mitrodima

Dr Gelly Mitrodima

Assistant Professorial Lecturer

Department of Statistics

Telephone
+44 (0) 20 7955 6009
Room No
COL.7.11
Office Hours
Please find Advice and Feedback hours on the Current Students page
Connect with me

Languages
English
Key Expertise
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About me

Gelly’s research interests lie in financial modelling and forecasting and her research uses among others Bayesian nonparametric and semiparametric framework, via Markov chain Monte Carlo, for the construction of quantile time series models for financial data. Prior to joining the Department of Statistics, Gelly spent 4 years at the University of Kent, where she completed a PhD in Actuarial Science at the School of Mathematics, Statistics, and Actuarial Science. Her PhD thesis was on the use of quantile methods to better estimate and forecast the time-varying conditional asset return.

Gelly is the academic mentor of all first year undergraduate students and offers pastoral care to all students in the Department. She works towards enhancing academic support and educational experiences for students. To this end, she organises activities to support first year undergraduates in their transition to University and foster a student community, the Statistics Practitioners’ Challenge, and the Research Your Researcher project. The latter involves groups of students working on research papers written by academics in the Department.

Expertise Details

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