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Clifford Lam
Professor in Statistics |
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Office: Columbia
House, B609
Phone: +44
(0)20 7955 7636 Email: C.Lam2@lse.ac.uk Curriculum
Vitae (March 2024, with details of publications) |
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· PhD Programme director from 2022 onwards.
· Programme director of MSc
Statistics (Financial Statistics) from 2014/15 to 2021/22. (Sabbatical
2016/17)
· Programme director of LSE-Fudan
Double Master’s in Financial Statistics and Chinese Economy 2019 - 2021.
Courses
· July and September,
2016. ``Introduction to Statistical Learning’’, Jump Trading
Ltd. Notes available upon request.
LSE courses:
· 2019-2023 ST326 Financial
Statistics
· 2023-2024 ST436 Financial
Statistics
· 2017-2019 ST308 Bayesian
Inference
· 2011-2012 ST201/203 Statistical
Models and Data Analysis
· 2009-2016 ST300 Regression and
Generalised Linear Models
· 2010-2024 ST422 Time Series
· 2012 London Taught Course Centre
(LTCC) : Introduction
to semiparametric modelling
Associate editor of:
· Statistica Sinica (term
ended)
· Journal
of Statistical Planning and Inference (2012-)
· Biometrika (2018-)
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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