Binter, Roman
Research topic/title: Probabilistic forecasting
Contact details: r.binter@lse.ac.uk|, Room COL 7.02
Supervisor(s): Professor Leonard Smith / Professor Henry Wynn

Bruynooghe, Daniel
Research topic/title: Non-parametric statistics / hierarchical models
Contact details: d.hawellek@lse.ac.uk|, Room COL 7.02
Supervisor(s): Professor Henry Wynn / Professor Leonard Smith

C

Chen, Zhanyu
Research topic/title: Self-duality and semi-static hedging
Contact details: z.chen@lse.ac.uk|, Room LCH 1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Dr Thorsten Rheinlander / Dr Angelos Dassios

D

Dayan, Yehuda
Research topic/title: Some approaches to statistical inference of finite populations through web based surveys
Contact details: y.dayan@lse.ac.uk|, Room LCH.1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Dr Jouni Kuha / Dr Wicher Bergsma

Dou, Baojun
Research topic/title: Sparse factor modelling for high dimensional time series
Contact details: b.dou@lse.ac.uk|, Room LCH 1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Professor Qiwei Yao / Dr Clifford Lam

Dureau, Joseph
Research topic/title: Non-stationary parameters estimation for non-linear epidemic models
Further information: Personal homepage
|Contact details: j.dureau@lse.ac.uk|, Room LCH 1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Dr Konstantinos Kalogeropoulos / Dr Wicher Bergsma

H

Hafez, Mai
Research topic/title: Modelling multivariate longitudinal data subject to dropout using latent variable models
Contact details: m.m.hafez@lse.ac.uk|, Room LCH 1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Dr Irini Moustaki / Dr Jouni Kuha

Higgins, Sarah
Research topic/title: Seasonal forecast and crop yields
Contact details: s.higgins@lse.ac.uk|, Room COL 7.02
Supervisor(s): Professor Leonard Smith / Dr Pauline Barrieu

Huang, Na
Research topic/title: New statistical methods for the analysis of high-dimensional high-frequency financial data
Contact details: n.huang1@lse.ac.uk|, Room LCH 1.04, Tel: +44 (0)20 7107 5381
Supervisor(s): Professor Piotr Fryzlewicz / Dr Matteo Barigozzi

J

Jarman, Alex
Research topic/title: Quantitative applied climate economics for the insurance industry
Contact details: a.s.jarman@lse.ac.uk|, Room COL 7.02
Supervisor(s): Professor Leonard Smith / Dr Nicola Ranger

K

Korkas, Karolos Konstantinos
Research topic/title: Penalised model selection criteria for nonstationary time series
Further information: Personal homepage
|Contact details: k.k.korkas@lse.ac.uk|, Room LCH G.01
Supervisor(s): Professor Piotr Fryzlewicz / Professor Qiwei Yao

L

Lim, Jia Wei
Research topic/title: Parisian stopping times and Parisian options
Contact details: j.w.lim1@lse.ac.uk|, Room COL 5.01
Supervisor(s): Dr Angelos Dassios / Dr Konstantinos Kalogeropoulos

R

Riccardi, Filippo
Research topic/title: Stochastic modelling of the limit order book
Contact details: f.riccardi@lse.ac.uk|, Room LCH G.01
Supervisor(s): Dr Thorsten Rheinlander / Dr Umut Cetin

Rosemarin, Roy
Research topic/title: Dimension reduction for probability density estimation
Further information: Personal home page|
Contact details: r.rosemarin@lse.ac.uk|, Room COL 5.01
Supervisor(s): Professor Qiwei Yao / Dr Clifford Lam

S

Sgouropoulos, Nikolaos
Research topic/title: High frequency, high dimensional portfolio selection and optimisation
Contact details: n.sgouropoulos@lse.ac.uk|, Room COL 5.01
Supervisor(s): Professor Qiwei Yao / Dr Clifford Lam

Sheynzon, Ilya
Research topic/title: Mathematical finance: multiple equilibria and market crashes
Contact details: i.sheynzon1@lse.ac.uk|, Room LCH G.01
Supervisor(s): Dr Umut Cetin / Dr Thorsten Rheinlander

W

Wheatcroft, Edward
Research topic/subject: Shadowing observations of the meridional overturning circulation with models
Contact details: e.d.wheatcroft@lse.ac.uk|, Room COL 7.02
Supervisor(s): Professor Leonard Smith / Dr David Stainforth

Wu, Billy
Research topic/subject: tba
Contact details: b.s.wu@lse.ac.uk|
Supervisor(s): Professor Qiwei Yao / Professor Piotr Fryzlewicz

Y

Yan, Yang
Research topic/subject: Efficient estimation of risk measure in a semiparametric model
Contact details: y.yan3@lse.ac.uk|, Room COL 5.01
Supervisor(s): Professor Qiwei Yao / tbc

Z

Zhao, Hongbiao
Research topic/title: A dynamic contagion process - for modelling contagion risk in finance and insurance
Further information: Personal home page|
Contact Details: H.Zhao1@lse.ac.uk|, Room COL 5.01
Supervisor(s): Dr Angelos Dassios / Dr Thorsten Rheinlander