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Clifford Lam

Associate Professor in Statistics

 

 

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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)

 


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


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


Associate editor of:

·  Statistica Sinica (term ended)

·  Journal of Statistical Planning and Inference 


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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