I am a Professor of Statistics in the Department of Statistics at the London School of Economics.
I previously worked at Winton Capital Management, the University of Bristol and Imperial College London.
My CV
PhD students: Na Huang, Karolos Korkas
Past PhD students: Haeran Cho, Jean Sanderson
Please do not hesitate to contact me if you think you might be interested in pursuing a PhD under my advice.
I am the Programme Director for the MSc Statistics programme, including the Financial Statistics stream. Click here if you are a current student.
Teaching: ST102 Elementary Statistical Theory, ST304 Time Series and Forecasting.
My research interests: multiscale modelling and estimation, time series (especially nonstationary time series), high-dimensional statistical inference and dimension reduction, data visualisation, statistics in finance, statistics in neuroscience.
Some current and recent collaborators: Anestis Antoniadis, Haeran Cho, Guy Nason, Hee-Seok Oh, Hernando Ombao, Rainer von Sachs, Suhasini Subba Rao
Some conferences I will be attending: IMS-APRM 2012, JSM 2012.
Workshop on Financial time series analysis: high-dimensionality, non-stationarity and the financial crisis, Institute for Mathematical Sciences, National University of Singapore, 1-22 June 2012. Download the call for graduate student posters and display it in your institution!
Subject to time constraints, I am happy to offer statistical consultancy to firms or institutions. See also my LSE Experts page.
I serve as an Associate Editor of the Journal of the Korean Statistical Society and the Journal of Statistical Planning and Inference. In 2006-10, I served as an AE of the Journal of the Royal Statistical Society series B.
I also serve as the Honorary Secretary of the Research Section Committee of the Royal Statistical Society.
Some photos on TrekEarth
More photos: London 1, London 2
Ando Hiroshige (Japanese woodblock prints)
Bored? Listen to some music.
This is where I am from.
Piotr Fryzlewicz
p.fryzlewicz@lse.ac.uk
Skype ID: piotr_fryzlewicz
Department of Statistics
Columbia House
London School of Economics
Houghton Street
London WC2A 2AE
UK
Telephone: +44 (0)20 7955 7953
Fax: +44 (0)20 7955 7416