Piotr Fryzlewicz's Home Page

Piotr Fryzlewicz

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

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

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: ST304 Time Series and Forecasting, ST436 Financial Statistics.

Research

My research interests: multiscale modelling and estimation, time series (especially nonstationary time series), high-dimensional statistical inference and dimension reduction, 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, Rainer von Sachs, Suhasini Subba Rao, Catherine Timmermans

Some conferences I will be attending: EMS 2013, JSM 2013, Statistical Inference for Complex Time Series Data, Inference for Change-Point and Related Processes, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, 3rd IMS APRM, IMS 2014