Piotr Fryzlewicz

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.

My CV

Teaching and PhD supervision

Current PhD students: Rico Blaser, Hyeyoung Maeng, Lok Ting (Christine) Yuen

The Department of Statistics runs an MSc Financial Statistics programme.

Teaching: ST436 Financial Statistics.

Why choose statistics? - an interview for Statistics Views (Wiley)

Research

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.

Publications and software

Profiles on Google Scholar, Microsoft Academic, swMATH

Postdoctoral colleagues: Andreas Anastasiou

Some current and recent collaborators: Anestis Antoniadis, Matteo Barigozzi, Yining Chen, Haeran Cho, Eric Kolaczyk, 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: JSM 2018, JSM 2019

Consultancy

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.

Previous employment and education

I previously worked at Winton Capital Management, the University of Bristol and Imperial College London.

I have a PhD in Statistics from the University of Bristol and an MSci in Mathematics from the Wroclaw University of Science and Technology.

After work

London Coffee Guide

HKFP

Cohen

Chopin

Some history: Banach, Kac, Neyman, Steinhaus, Ulam

This is where I am from.

Contact

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