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Clifford Lam

Associate Professor in Statistics

Office: Columbia House, B609

Post:

Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom

Phone: +44 (0)20 7955 7636

Email: C.Lam2@lse.ac.uk

Curriculum Vitae (November 2016, with details of publications)

(Sabbatical 2016-2017)

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· Programme director of MSc Statistics (Financial Statistics) from 2014/15 onwards.

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Courses

· July and September, 2016. ``Introduction to Statistical Learning’’, Jump Trading Ltd. Notes available upon request.

LSE courses:

· 2011-12 ST201/203 Statistical Models and Data Analysis

· 2009- ST300 Regression and Generalised Linear Models

· 2010- ST422 Time Series

Office hours : ST300 : Friday 10am – 11am.

ST422 + General MSc Financial Statistics Enquiries : Tuesday 11am – 12pm

· 2012 London Taught Course Centre (LTCC) : Introduction to semiparametric modelling

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Associate editor of:

· Statistica Sinica (term ended)

· Journal of Statistical Planning and Inference

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Research Interests

· Time series and factor modeling.

· Spatial econometrics modeling.

· Regularisation methods.

· Large covariance matrix estimation.

· High-dimensional data analysis.

· Parametric and semiparametric modeling.

· Variables and feature selection.

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