Past PhD students

The Department of Statistics is proud to list a selection of its past doctoral research students who have successfully completed their PhD.

Statistics is enduringly and increasingly important for making sense of the enormous amounts of data in today’s world

Past PhD Students from 1966 to the present day


Patrick Aschermayr
Principal Supervisor: Kostas Kalogeropoulos
Thesis: Bayesian Inference on State Space Models

Camilo Cárdenas Hurtado
Principal Supervisor: Irini Moustaki
Thesis: Generalised latent variable models for location, scale, and shape parameters

Zezhun Chen
Principal Supervisor: Angelos Dassios
Thesis: Point processes and integer-value models

Gianluca Giudice
Principal Supervisor: Kostas Kalogeropoulos
Thesis: Nonlinear dynamic factor models

Yirui Liu
Principal Supervisor: Qiwei Yao
Thesis: Three Essays in Bayesian Nonparametric Machine Learning. 

Filippo Pellegrino
Principal Supervisor: Kostas Kalogeropoulos
Thesis: Essays on asynchronous time series and related multidimensional data

Ragvir Sabharwal
Principal Supervisor: Irini Moustaki
Thesis: On Factor Models for High-Dimensional Time Series

Jing Han Tee
Principal Supervisor: Angelos Dassios
Thesis: Interrupted Brownian motion and other related processes

Jialin Yi
Principal Supervisor: Milan Vojnovic
Thesis: Regret-minimization Algorithms for Multi-agent Cooperative Learning Systems

Kaifang Zhou
Principal Supervisor: Milan Vojnovic
Thesis: Statistical inference for some choice models 


Rico Blaser
Principal Supervisor: Piotr Fryzlewicz
Thesis: Random rotations in machine learning

Cheng Chen
Principal Supervisor: Xinghao Qiao
Thesis: Autocovariance-based Statistical Interfence for High-Dimensional Functional/Scalar Time Series

Tomasz Dubiel-Teleszynski                                                            Principal Supervisor: Kostas Kalogeropoulos
Thesis: Bayesian Sequential Inference and Machine Learning Applied to Yield Curve Forecasting

Qin Fang                                                                              
Principal Supervisor: Xinghao Qiao
Thesis: High-dimensional functional data/time series: finite-sample theory, adaptive functional thresholding and prediction

Anica Kostic                                                                          
Principal Supervisor: Piotr Fryzlewicz
Thesis: On change-point perspectives in multiple testing and weak signal inference

Yan Lu                                                                              
Principal Supervisor: Irini Moustaki   
Thesis: Multivariate Outlier Detection in Latent Variable Models

Despoina Makariou
Principal Supervisor: Pauline Barrieu
Thesis: Development and application of statistical learning methods in insurance and finance

Alexandra Tsimbalyuk
Principal Supervisor: Kostas Kardaras
Thesis: Efficient estimation of present-value distributions for long-dated contracts and functionals in the multivariate case

Konstantinos Vamvourellis 
Principal Supervisor: Kostas Kalogeropoulos
Thesis: Bayesian inference for latent variable modelling

Yiliu Wang                                                                      
Principal Supervisor: Milan Vojnovic
Thesis: Relational learning for set value functions

Tianlin Xu
Principal Supervisor: Wicher Bergsma
Thesis: Generative Adversarial Networks for Sequential Learning


Quoc Viet Dang
Principal supervisor:  Hao Xing
Thesis: Infinite horizon stochastic differential utility of Epstein-Zin type

Davide De Santis
Principal supervisor:  Luciano Campi
Thesis: On stochastic differential games with impulse controls and applications

Reinhard Fellmann
Principal supervisor:  Erik Baurdoux
Thesis: Essays in tail risk and asset pricing in credit markets

Jose Manuel Pedraza Ramirez
Principal supervisor:  Erik Baurdoux
Thesis: Optimal prediction problems and the last zero of spectrally negative Lévy processes

Alice Pignatelli di Cerchiara
Principal supervisor:  Erik Baurdoux
Thesis: Pricing financial and insurance products in the multivariate setting

Lok Ting (Christine) Yuen
Principal supervisor:  Piotr Fryzlewicz
Thesis: High-dimensional variable selection and time series classification and forecasting with potential change-points

Junyi Zhang
Principal supervisor:  Angelos Dassios
Thesis: Parisian times, Bessel processes and Poisson-Dirichlet random variables



Andy Ho
Principal supervisor:  Angelos Dassios
Thesis: On the running maximum of Brownian motion and associated lookback options

Luting Li
Principal supervisor:  Angelos Dassios
Thesis: First passage times of diffusion processes and their applications to finance

Hye Young Maeng
Principal supervisor:  Piotr Fryzlewicz
Thesis: Adaptive multiscale approaches to regression and trend segmentation 

Cheng Qian
Principal supervisor:  Clifford Lam
Thesis: Spatial modelling and volatility matrix estimation in high dimension statistics with financial applications

Yan Qu
Principal supervisor:  Angelos Dassios
ThesisSimulations on Lévy subordinators and Lévy driven contagion models

Georgios Vichos
Principal supervisor:  Kostas Kardaras
Thesis: Essays on mathematical finance

Diego Zabaljauregui
Principal supervisor: Luciano Campi
Thesis: Optimal market making under partial information and numerical methods for impulse control games with applications    



Ali Habibnia
Principal supervisor:  Matteo Barigozzi
Thesis: Essays in High-dimensional Nonlinear Time Series Analysis

Tayfun Terzi
Principal supervisor:  Chris Skinner
Thesis: Detecting semi-plausible response patterns

Ed Wheatcroft
Principal supervisor:  Leonard Smith
Thesis: Improving predictability of the future by grasping probability less tightly


Rafal Baranowski
Principal supervisor:  Piotr Fryzlewicz
Thesis: On variable selection in high dimensions, segmentation & multiscale time series

Na Huang
Principal supervisor:  Piotr Fryzlewicz
Thesis:  Estimation of covariance, correlation and precision matrices for high-dimensional data

Cheng Li
Principal supervisor: Hao Xing
Thesis: Three aspects of asymmetric information in financial market

Trevor Maynard
Principal supervsior: Leonard Smith
Thesis: Extreme insurance and the dynamics of risk

Anna Louise Schroeder
Principal supervisor: Piotr Fryzlewicz
Thesis: Methods for change-point detection with additional interpretability



Zhanyu Chen
Principal supervisors: Thorsten Rheinlander and Angelos Dassios
Thesis: Pricing and hedging exotic options in stochastic volatility models

Yehuda Dayan
Principal supervisor: Jouni Kuha
Thesis: A structured approach to web panel surveys: the use of a sequential framework for non-random survey sampling inference

Alex Jarman
Principal supervisor: Leonard Smith
Thesis: On the provision, reliability and use of hurricane forecasts on all time scales

Karolos Korkas
Principal supervisor: Piotr Fryzlewicz
Thesis: Randomised and L_1-penalty approaches to segmentation in time series and regression models

Jia Wei Lim
Principal supervisor: Angelos Dassios
Thesis: Parisian excursions of Brownian motion and its application in mathematical finance

Filippo Riccardi
Principal supervisors: Thorsten Rheinlander and Angelos Dassios
Thesis: Stochastic models for the limit order book (MPhil)

Yang Yan
Principal supervisor: Qiwei Yao
Thesis: Essays in modelling and estimating value-at-risk


Joseph Dureau
Principal supervisor: Kostas Kalogeropoulos 
Thesis: Bayesian inference for indirectly observed stochastic processes: applications to epidemic modelling

Ilya Sheynzon
Principal supervisor: Umut Cetin
Thesis: Quantitative modelling of market booms and crashes


Daniel Bruynooghe
Principal supervisor: Henry Wynn
Thesis: Differential cumulants, hierarchical models and monomial ideals

Xiaonan Che
Principal supervisor: Angelos Dassios
Thesis: Markov-typed models for large value interbank payment system

Flavia Giammarino
Principal supervisor: Pauline Barrieu
Thesis: Indifference pricing with uncertainty averse preferences

Sujin Park
Principal supervisor: Oliver Linton
Thesis: Consistent estimator of ex-post covariation of discretely observed diffusion processes

Yu Ren
Principal supervisors: Henry Wynn and Wicher Bergsma
Thesis: The methodology of flowgraph models

Roy Rosemarin
Principal supervisor: Qiwei Yao
Thesis: Dimensionality reduction in non-parametric conditional density estimation with application to nonlinear time series

Billy Wu
Principle supervisor: Qiwei Yao
Thesis: Estimating parameters in the presence of many nuisance parameters (MPhil)

Hongbiao Zhao
Principal supervisor: Angelos Dassios
Thesis: A dynamic contagion process for modelling contagion risk in finance & insurance


Dan Chen
Principal supervisor: Thorsten Rheinlander
Thesis: Three essays on pricing and hedging problems in incomplete markets

Haeran Cho
Principal supervisor: Piotr Fryzlewicz
Thesis: Sparse modelling and estimation for nonstationary time series and high-dimensional data

Sandrine Tobelem
Principal supervisor: Pauline Barrieu
Thesis: Robust asset allocation under model ambiguity

Noha Youssef
Principal supervisor: Henry Wynn
Thesis: Optimal experimental design for computer experiments


James Spencer Abdey
Principal supervisor: Irini Moustaki
Thesis: To P, or Not to P? Quantifying inferential decision errors to assess whether significance truly is significant

Neil Bathia
Principal supervisor: Qiwei Yao
Thesis: Factor modelling for high dimensional time series

Sarah Haider
Principal supervisor: Henry Wynn
Thesis: The dynamics of child poverty in Britain: Trends, transistions and trajectories - An analysis of the BHPS (1991-2002)

Takeshi Yamada
Principal supervisors: Angelos Dassios and Umut Cetin
Thesis: Essays on mathematical finance: applications of moment expansions and filtering theory


Anna Andrianova
Principal supervisor: Leonard Smith 
Thesis: Simulation of temperature time series on the long term scale with the application to pricing weather derivatives

Hailiang Du
Principal supervisor: Leonard Smith
Thesis: Combining statistical methods with dynamical insight to improve nonlinear estimation

Diego Jimenez-Huerta
Principal supervisor: Ragnar Norberg
Thesis: Stochastic models and methods for the assessment of earthquake risk in insurance

Young Lee
Principal supervisor: Thorsten Rheinlander
Thesis: The Minimal entrophy Martingale measure and hedging in incomplete markets

Miltiadis C. Mavrakakis
Principal supervisor: Qiwei Yao and Jeremy Penzer
Thesis: State Space Models: univariate representation of a multivariate model, partial interpolation and periodic convergence

Edward Tredger
Principal supervisor: Leonard Smith
Thesis: On the evaluation of uncertainties in climate models

Shanle Wu
Principal supervisor: Angelos Dassios
Thesis: Excursions of Lévy processes and its application on mathematical finance and insurance


Adrian Urs Gfeller
Principal supervisor: Ragnar Norberg
Thesis: Dynamic sensitivity analysis in Lévy process driven option models

Oksana Yurievna Savina
Principal supervisor: Ragnar Norberg
Thesis: On optimal hedging and redistribution of catastrophe risk in insurance

Christopher Strom
Principal supervisor: Angelos Dassios
Thesis: Pricing and hedging in an incomplete interest rate market: applications of the Laplace transform

Limin Wang
Principal supervisor: Henry Wynn
Thesis: Karhunen-Loeve expansions and their applications


Berna Burcak Basbug
Principal supervisor: Henry Wynn
Thesis: Modelling of the Turkish catastrophe insurance pool data, 2000-2003

Dario Ciraki
Principal supervisor: Martin Knott
Thesis: Dynamic structural equation models: estimation and inference 

Milena Clarissa Cuéllar Sánchez
Principal supervisor: Leonard Smith
Thesis: Perspectives and advances in parameter estimation of nonlinear models


Chrysoula Dimitriou-Fakalou
Principal supervisor: Qiwei Yao
Thesis: Statistical inference for spatial and spatio-temporal processes

Georgios Tripodis
Principal supervisor: Jeremy Penzer
Thesis: Heterogeneity and aggregation in seasonal time series


Stefan Markus Kassberger
Principal supervisors: Ruediger Kiesel and Angelos Dassios
Thesis: Smile-consistent LIBOR market models: theory, approximations and properties

Shaoul Nathan
Principal supervisor: Angelos Dassios
Thesis: Derivatives pricing in a Markov chain jump-diffusion setting


Panagiotis Avramidis
Principal supervisor: Qiwei Yao
Thesis: Estimation of the volatility function: non-parametric and semiparametric approaches

Theophilus Harry Samuel Boafo-Yirenkyi
Principal supervisors: Ruediger Kiesel and Angelos Dassios
Thesis: Valuing credit spread options under stochastic volatility / interest rates

Simona Costanzo
Principal supervisor: Anthony Atkinson
Thesis: Robust estimation of multivariate location and scatter with application to financial portfolio selection

Maria Teresa Catarino Leitao
Principal supervisor: Jeremy Penzer
Thesis: Simulation-based methods for time series diagnostics

Jayalaxshmi Nagaradjasarma
Principal supervisor: Angelos Dassios
Thesis: Path-dependent functionals of constant elasticity of variance and related processes: distributional results and applications in finance



Philip Tak Kay Chan
Principal supervisor: Martin Knott
Thesis: Detection and modelling of shocks in stochastic volatility

Colm Aongus O'Muircheartaigh
Principal supervisor: David Bartholomew
Thesis: An investigation of response variance in sample surveys


Sankarshan Basu
Principal supervisor: Angelos Dassios
Thesis: Approximating functions of integrals of log-Gaussain processes: applications in finance

Pamela Comber Campanelli
Principal supervisor: Colm A. O'Muircheartaigh
Thesis: The impact of the interviewer: nonresponse and response variance in social surveys

Mbolaji Lateef Oladejo
Principal supervisor: Celia Phillips
Thesis: Models of personal computer buying intention and behaviour based on the "theory of reasoned action"

Panagiota Tzamourani
Principal supervisor: Martin Knott
Thesis: Robustness, semiparametric estimation and goodness-of-fit of latent trait models


Tsung-Chi Cheng
Principal supervisor: Anthony Atkinson
Thesis: Very robust statistics in the presence of missing data

H. M. Waisul Islam
Principal supervisor: Colm A. O'Muircheartaigh
Thesis: Estimating the undercount in the UK 1991 population census

Ji-Wook Jang
Principal supervisor: Angelos Dassios
Thesis: Doubly stochastic point processes in reinsurance and the pricing of catastrophe insurance derivatives


Irini Moustaki
Principal supervisor: Colm A. O'Muircheartaigh
Thesis: Latent variable models for mixed manifest variables

Siem Jan Koopman
Principal supervisor: Andrew Harvey
Award: PhD
Thesis: Diagnostic checking and intra-daily effects in time series models


Antonio Carlos Monteiro Ponce De Leon
Thesis: Optimum experimental design for model discrimination and generalized linear models
Principal supervisor: Anthony Atkinson

Esther Ruiz-Ortega
Principal supervisor: Andrew Harvey
Thesis: Heteroscedasticity in financial time series


Leila Fuad Aboulela
Principal supervisor: David Bartholomew
Thesis: Stock and flow models for the Sudenese educational system

Mariane Streibel
Principal supervisor: Andrew Harvey
Thesis: Stochastic trends in simultaneous equation systems


Maria-Theresinha Albanese
Principal supervisor: Martin Knott
Thesis: Latent variables model for binary response data

Ilias Kevork
Principal supervisor: David Balmer
Thesis: Confidence interval methods in discrete event computer simulation: theoretical properties and practical recommendations

Tan Hwee Kwan
Principal supervisor: Andrew Harvey
Thesis: Robust estimation for structural time series models

Pablo Marshall-Rivera
Principal supervisor: Andrew Harvey
Thesis: Analysis of a cross-section of time series using structural time series models

Ham-Mukasa Mulira
Principal supervisor: Anthony Atkinson
Thesis: Computational methods for transformations to multivariate normality


Harilaos Lambropoulos
Principal supervisor: Celia Phillips
Thesis: Human capital and the demand for education in post-war Greece: incentives and rewards

Neil Graeme Shephard
Principal supervisor: Andrew Harvey
Thesis: Exact distribution theory for the maximum likely estimator of local trend models


Cristiano Augusto Coelho Fernandes
Principal supervisor: Andrew Harvey
Thesis: Non-Gaussian structural time series models

Richard Donovan Wiggins
Principal supervisor: Colm A. O'Muircheartaigh
Thesis: A methodological investigation of non sampling error: interviewer variability and non response


Jandyra Maria Guimarães Fachel
Principal supervisor: David Bartholomew
Thesis: The C-type distribution as an underlying model for categorical data and its use in factor analysis

Francisco Javier Fernandez Macho
Principal supervisor: Andrew Harvey
Thesis: Estimation and testing of multivariate structural time series models

Wilson Thinwa Wamani
Principal supervisor: David Bartholomew
Thesis: An empirical study of latent class models: application to criterion-referenced tests


Ghali Abdellaoui-Maan
Principal supervisor: David Bartholomew
Thesis: Stochastic control in manpower planning

Peter Douglas Congdon
Principal supervisors: David Bartholomew and Celia Phillips
Thesis: Explanatory models for social and occupational mobility and their application to the 1973 Irish mobility study

Catherine Michalopoulou
Principal supervisor: Martin Knott
Thesis: Adaptive estimation using order statistics of sub-samples


Aglaia Kalamatianou
Principal supervisor: David Bartholomew
Thesis: Generalised Markovian manpower models: theory and applications



Christos C. Frangos
Principal supervisor: David Balmer
Thesis: Modified jack-knife methods in statistics with particular reference to second-order effects

Cristina Sernadas
Principal supervisor: David Bartholomew
Thesis:  Multivariate Branching Processes


Mohamed Nuruzzaman
Principal supervisor: Celia Phillips
Thesis: Education and educated manpower in Bangladesh : A study of development after the 1947 partition



Celia Mary Phillips
Principal supervisor: Claus Moser
Thesis: Changes in subject choice at school and university


Martin Knott
Principal supervisor: Alan Stuart
Thesis: Some multinomial and combinatorial problems