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.

I also currently serve as Joint Editor of the Journal of the Royal Statistical Society Series B.

My CV

Teaching and PhD supervision

PhD students: Rafal Baranowski, Rico Blaser, Wenqian Cheng, Na Huang, Karolos Korkas, Anna Louise Schroeder

Past PhD students: Haeran Cho, Jean Sanderson

The Department of Statistics runs an MSc Financial Statistics programme.

Teaching: ST436 Financial Statistics.

Research

My research interests: multiscale modelling and estimation, time series (especially nonstationary time series), change-point detection, high-dimensional statistical inference and dimension reduction, randomised algorithms, statistical learning, data visualisation, statistics in finance, statistics in the social sciences, statistics in neuroscience.

Publications and software

My papers on Google Scholar

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: International Conference on Statistical Analysis of Large Scale High Dimensional Socio-Economic Data, IMS China 2015

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

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

After work

London Coffee Guide

Read Financial Times for free but with a catch.

Paul Klee

Tim Walker

Leonard Cohen Live in London

This is where I am from.

Contact

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