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Dominic Norgilas has been awarded the 2019 Nicola Bruti Liberati Prize for the best PhD thesis worldwide in Mathematical Finance submitted in 2019

The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance.

The prize is for the best doctoral thesis, selected by a Committee appointed by the Bachelier Finance Society.

The 2019 Bruti Liberati Prize has gone to Dominykas Norgilas, awarded for his thesis “Techniques and Approaches for Pricing American Options”. His thesis was supervised by Prof. David Hobson and Prof. Saul Jacka. https://www.bachelierfinance.org/nicola-bruti-liberati-prize

Tue 07 Jul 2020, 14:58 | Tags: Dept, Postgrad, Science

Stats MSc student publishes in Early Medieval History

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It is not unheard-of for Stats MSc students to find their MSc dissertation leading to a publication, but rather less common for the publication to be a component of a book on early medieval history! But that's what happened to Clair Barnes' MSc dissertation ("Statistics in Anglo-Saxon Archaeology", Department of Statistics, Warwick, 2015); you can read all about it in:

Barnes, C., and W.S. Kendall. “Perches, Post-Holes and Grids.” In Planning in the Early Medieval English Landscape, edited by Blair, Rippon & Smart, Liverpool University Press, Appendix A, 213–31, 2020.

Clair started off studying English Literature as an undergraduate at UCL, but then took an OU degree in Math & Stats while working after graduation. That led to a Warwick MSc in Stats and most recently to a return to UCL, working for a PhD in statistical meteorology at UCL. Statistical science leads to all sorts of unexpected adventures ... https://blogs.warwick.ac.uk/randomcuriosities/entry/stats_msc_student/

Fri 03 Jul 2020, 14:06 | Tags: Dept, Students, Science

Professor Chenlei Leng elected Fellow of the IMS

Chenlei Leng, Professor of Statistics, University of Warwick, has been named Fellow of the Institute of Mathematical Sciences (IMS). Professor Leng received the award for fundamental contributions to the theory and practice of high dimensional statistics, statistical machine learning, model selection and network data analysis.

Created in 1935, the Institute of Mathematical Sciences is a member organisation that fosters the development and dissemination of the theory and applications of statistics and probability. The IMS has 3,500 active members throughout the world.

https://imstat.org/2020/05/19/ims-names-2020-fellows/

Tue 26 May 2020, 11:13 | Tags: Dept, Science, Faculty of Science

Warwick Statistics Professor to provide COVID-19 Intervention Modelling for East Africa (CIMEA)

Professor Xavier Didelot is a member of a team of Warwick researchers awarded a £1m grant from the Wellcome Trust to work with East African countries in their emergency preparations for COVID-19 as the pandemic spreads across Africa.

https://warwick.ac.uk/newsandevents/pressreleases/warwick_researchers_to/

Thu 14 May 2020, 09:31 | Tags: Dept, Science, Faculty of Science

Warwick Statistics Internship Scheme

Launching this week for the summer of 2020; an exciting new 8 week long research internship program, run by the Department of Statistics. Projects across the fields of Statistics, Probability and AI aimed at giving successful applicants an ideal introduction to a career in research.

Candidates will be guided by an academic supervisor and they will also have the opportunity to participate in weekly cohort events. More information, including details of how to apply, can be found at http://warwick.ac.uk/stats-interns. DEADLINE for applications is 28 February, 2020.

Fri 13 Dec 2019, 14:01 | Tags: Dept, Students, Science, Faculty of Science

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