The department has an international reputation for development of statistical methodology that has grown from its long history of active contributions to research and teaching in statistics for the social sciences. The professors in the department are: Lenny Smith and Qiwei Yao, with visiting professors Jianqing Fan, Peter Hall, Ruediger Kiesel and Jozef Teugels and emeritus professors Anthony Atkinson, David Bartholomew, Jim Durbin, Ragnar Norberg, Howell Tong and Henry Wynn. The head of department is Dr Irini Moustaki.
We run three undergraduate honours degree courses: BSc Actuarial Science, BSc Business Mathematics and Statistics and BSc Statistics with Finance. These courses enable students who have enjoyed maths at A-level to develop their skills in mathematics and statistics. BSc Actuarial Science can also lead to exemptions from the 100 series of the Institute of Actuaries examinations. Emphasis is given to areas with practical applications in commerce, insurance, finance and government.
Our taught MSc in Statistics offers specialist training in statistics applied to the social sciences, finance and econometrics. Our new MSc in Risk and Stochastics provides high-level training in probability theory and statistics for random processes with applications in the areas of insurance and finance and their interface. Both courses can be taken as intensive full-time one year courses or part-time over two years. We provide a thriving and co-operative research environment for research students. We welcome MPhil/PhD applications from students with an excellent MSc qualification and an interest in time series analysis, stochastic modelling, financial mathematics, actuarial statistics, latent variable modelling and sample survey methods. EPSRC studentships are available for home and EU candidates.
The department is home to The Centre for the Analysis of Time Series (CATS)|, a well established research centre. CATS brings together the expertise of internationally recognised statisticians and physical scientists who have a common interest in non-linear analysis. Research is focused on situations of economic and physical interest, such as the analysis of weather series. CATS aims to promote awareness of the limitations of non-linear analysis and the dangers of confusing models with reality.