Time Series and Statistical Learning
Professor Irini Moustaki, Professor Matteo Barigozzi
Ragvir is a 2nd year PhD student in the Time Series group at the Department of Statistics, LSE. He began his Doctoral studies in 2015 and expects to complete his degree by 2019. He holds an ESRC Studentship, awarded with an Advanced Quantitative Methods (AQM) enhanced stipend.
Ragvir’s areas of expertise include Time Series Analysis, Econometrics, and Financial Statistics. In particular, he is currently developing methodologies for the sequential detection of change-points in dynamic factor models for high-dimensional and/or high-frequency data. Such work has particular significance for applications in which factor models are used to exploit real-time data (for instance, in “nowcasting”).
Prior to commencing his studies, Ragvir worked for several years as a competition economist in a leading economic consultancy. His role was to provide economic/statistical analysis and advice for clients involved in various antitrust matters (such as merger, cartel, and abuse of dominance cases). He also worked briefly at one of UK’s financial regulation authorities.
Ragvir enjoys part-time teaching when time permits and is involved with various courses in Statistics at the undergraduate level (ST102, ST202, ST304), at Summer School (EC113), and also at the Masters/Doctoral level for LSE’s Summer Methods Programme (ME411). He was pleased to have won a Class Teacher Award in 2016, and to have had the opportunity to write a handbook on best-practice guidelines for new class teachers on behalf of the Department of Statistics at LSE.
Ragvir holds an MSc in Financial Statistics (2014) and an MSc in Economics (2006) both from LSE.