I am a Professor of Statistics in the Department of Statistics at the London School of Economics.
I currently hold an EPSRC Fellowship on the topic of New challenges in time series analysis.
I also currently serve as Joint Editor of the Journal of the Royal Statistical Society Series B.
My CV
PhD students: Rico Blaser, Lok Ting (Christine) Yuen
PhD students awaiting viva: Rafal Baranowski, Wenqian Cheng
Past PhD students: Haeran Cho, Na Huang, Karolos Korkas, Jean Hamilton, Anna Louise Schroeder
The Department of Statistics runs an MSc Financial Statistics programme.
Teaching: ST436 Financial Statistics.
My research interests: multiscale modelling and estimation, time series (especially nonstationary time series), change-point detection, high-dimensional statistical inference and dimension reduction, statistical learning, networks, functional programming in data science, statistics in finance, statistics in the social sciences, statistics in neuroscience.
My papers on Google Scholar
Postdoctoral colleagues: Andreas Anastasiou, Tobias Kley
Some current and recent collaborators: Anestis Antoniadis, Haeran Cho, Guy Nason, Hee-Seok Oh, Hernando Ombao, Thorsten Rheinländer, Rainer von Sachs, Suhasini Subba Rao, Marcela Valenzuela, Ilknur Zer
Some conferences I will be attending: Mathematical Methods of Modern Statistics, JSM 2017
I am happy to offer statistical consultancy to firms or institutions. See my CV for a list of recent clients. My LSE Experts page is available here.
I previously worked at Winton Capital Management, the University of Bristol and Imperial College London.
Some history: Banach, Kac, Neyman, Steinhaus, Ulam
This is where I am from.
Piotr Fryzlewicz
p.fryzlewicz@lse.ac.uk
Department of Statistics
Columbia House
London School of Economics
Houghton Street
London WC2A 2AE
UK
Telephone: +44 (0)20 7955 7953