LSE Statistics Research Showcase 2024

We are delighted to invite you to our third annual Research Showcase. Join us for this two-day in-person event, featuring a series of short talks, which will provide insights into the work of the Department's four research groups:

• Data Science
• Probability in Finance and Insurance
• Social Statistics
• Time Series and Statistical Learning

A Poster Session and Reception will also place on the evening of 20 June.

Lunch and catered coffee breaks will be provided (pre-booking is essential for lunch).

LSE Campus Map

Thursday 20 June

10.00am-10.30am Wicher Bergsma (Social Statistics)
Some aspects of Gaussian dependence modelling

10.30am-11.00am Tom Dorrington Ward (Engage Smarter)
Evaluating and assuring AI Agents for financial services

11.00am-11.30am Ieva Kazlauskaite (Data Science - from September)
Calculating exposure to extreme sea level risk from multi-resolution ice sheet models

(11.30am-12.00pm Break)

12.00pm-12.30pm Despoina Makariou (St. Gallen)
Estimation of heterogeneous treatment effects in the primary catastrophe bond market using causal forests

12.30pm-1.00pm Zoltan Szabo (Data Science)
Minimax Rate of HSIC Estimation

(1.00pm-2.30pm Lunch)

2.30pm-3.00pm Yining Chen (Data Science / Time Series and Statistical Learning)
Detecting changes in production frontiers

3.00pm-3.30pm Kostas Kardaras (Probability in Finance and Insurance)
Production equilibrium with capacity expansion

3.30pm-4.00pm Tengyao Wang (Data Science / Time Series and Statistical Learning)
Multiple output composite quantile regression via optimal transport

(4.00pm-4.30pm Break)

4.30pm-5.00pm Giulia Livieri (Probability in Finance and Insurance)
On Mean Field Games and Applications

5.00pm-5.30pm Chengchun Shi (Data Science / Time Series and Statistical Learning)
Switchback designs can enhance policy evaluation in reinforcement learning

6.00pm-8.30pm Poster Session & Reception

Friday 21 June

10.00am-10.30am Joshua Loftus (Data Science)
Causality for interpretable machine learning

10.30am-11.00am Anoushka Gupta (Illuma Technology)
Application of Contextual Advertising in a Cookieless World

11.00am-11.30am Sara Geneletti (Social Statistics)
Using an interrupted time series design to understand the impact of austerity measures in the UK

(11.30am-12.00pm Break)

12.00pm-12.30pm Xuewen Yu (Social Statistics)
Title to be confirmed

12.30pm-1.00pm Qiwei Yao (Time Series and Statistical Learning)
Autoregressive dynamic networks

(1.00pm-2.30pm Lunch)

2.30pm-3.00pm Kostas Kalogeropoulos (Data Science / Social Statistics / Time Series and Statistical Learning)
Exchangeable Gaussian Processes

3.00pm-3.30pm Dima Karamshuk (Meta)
Title to be confirmed