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
Zetai Cen
Principal Supervisor: Clifford Lam
Thesis: High-dimensional time series analysis: imputation and testing Kronecker product structure on tensor factor models, main effect factor models, and spatial autoregressive models
Eduardo Feroili Gomes
Principal Supervisor: Umut Cetin
Thesis: Directional high frequency trading in the Kyle-Back model
Sixing Hao
Principal Supervisor: Qiwei Yao
Thesis: Latent structure estimation for high-dimensional dependent data via eigenanalysis
Xinyi Liu
Principal Supervisor: Yunxiao Chen
Thesis: Towards more interpretable factor analysis: a focus on sparsity and uncertainty
Alexandros Pavlis
Principal Supervisor: Kostas Kardaras
Thesis: Multi-agent production equilibrium models with expansion
Sze Ming Lee
Principal Supervisor: Yunxiao Chen
Thesis: Latent variable modelling and statistical analysis for high-dimensional data
Xuzhi Yang
Principal Supervisor: Tengyao Wang
Thesis: Applications of optimal transport in multivariate statistics
Weilin Chen
Principal Supervisor: Clifford Lam
Thesis: Factor modelling for tensor time series
Shakeel Gavioli-Akilagun
Principal Supervisor: Piotr Fryzlewicz
Thesis: On inference and causality in change point regressions
Sahoko Ishida
Principal Supervisor: Wicher Bergsma
Thesis: Statistical modelling with additive Gaussian process priors
Toby Wade
Principal Supervisor: Clifford Lam
Thesis: Transformers and tradition: using Generative AI and Deep Learning for financial markets prediction
Shuhan Yang
Principal Supervisor: Piotr Fryzlewicz
Thesis: Tools for model selection for mean-nonstationary time series
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 QiaoThesis: 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 XingThesis: Infinite horizon stochastic differential utility of Epstein-Zin type
Davide De Santis
Principal supervisor: Luciano CampiThesis: On stochastic differential games with impulse controls and applications
Reinhard Fellmann
Principal supervisor: Erik BaurdouxThesis: Essays in tail risk and asset pricing in credit markets
Jose Manuel Pedraza Ramirez
Principal supervisor: Erik BaurdouxThesis: Optimal prediction problems and the last zero of spectrally negative Lévy processes
Alice Pignatelli di Cerchiara
Principal supervisor: Erik BaurdouxThesis: Pricing financial and insurance products in the multivariate setting
Lok Ting (Christine) Yuen
Principal supervisor: Piotr FryzlewiczThesis: High-dimensional variable selection and time series classification and forecasting with potential change-points
Junyi Zhang
Principal supervisor: Angelos DassiosThesis: Parisian times, Bessel processes and Poisson-Dirichlet random variables
Xiaolin Zhu
Principal supervisor: Angelos Dassios
Thesis: Excursion theory and local times for Bessel and Brownian diffusions: with applications to credit risk
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
Thesis: Simulations 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
Phoenix Feng
Principal supervisor: Clifford Lam
Thesis: Eigenvalue-regularized covariance matrix estimators for high-dimensional data
Haziq Jamil
Principal supervisor: Wicher Bergsma
Thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)
Shiju Liu
Principal supervisor: Angelos Dassios
Thesis: Excursions of Risk Processes with Inverse Gaussian Processes and their Applications in Insurance
Ewelina Sienkiewicz
Principal supervisor: Leonard Smith
Thesis: Predictability and the decay of information in mathematical and physical systems
Yajing Zhu
Principal supervisor: Fiona Steele
Thesis: Multilevel structural equation models for the interrelationships between multiple dimensions of childhood socioeconomic circumstances, partnership stability and midlife health
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
Baojun Dou
Principal supervsior: Qiwei Yao
Thesis: Three essays of time series: spatio-temproal modelling, dimension reduction and change point detection
Mai Hafez
Principal supervisor: Irini Moustaki
Thesis: Analysis of multivariate longitudinal categorical daya subject to non-random missingness; a latent variable approach
Sarah Higgins
Principal supervisor: Leonard SmithThesis: Limitations to seasonal weather prediction and crop forecasting due to nonlinearity and model inadequacy
Malvina Marchese
Principal supervisor: Qiwei Yao
Thesis: Whittle estimation of multivariate expotential volatility models
Youyou Zhang
Principal supervisor: Angelos Dassios
Thesis: Brownian excursions in financial mathematics
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
Agnès Marie Estibals
Principal supervisor: Celia Phillips
Thesis: An analysis of broadcast audience measuremnet systems: content validity, statistical accuracy and economic implications, using the British and French models
Yoshihiko Nishiyama
Principal supervisor: Martin Knott
Thesis: Higher order asymptotic theory for semiparametric averaged derivatives
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
Juan Carlos Abril
Principal supervisor: Oscar Eduardo
Thesis: Asymptotic expansions for time series problems: with applications to moving average models
Hernandez-Rodriguez
Thesis: Statistical models of change in voting behaviour: a case study of Costa Rican elections, 1953-1978
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
Rajendra J. Bhansali
Principal supervisor: David Ross Brillinger
Thesis: Asymptomatic Properties of the Wiener-Kolmogorov Predictor
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