Dr Lyudmila Grigoryeva
I was born and raised in Ukraine.
I am an Associate Professor in the Department of Statistics at the University of Warwick since September 2021. Prior to that, since October 2015 I was an Assistant Professor at the Department of Mathematics and Statistics and the Graduate School of Decision Sciences of the University of Konstanz, Germany. I did my Ph.D. at the (Taras Shevchenko) National University of Kyiv, Ukraine, and spent four postdoctoral years in France at the Laboratoire de Mathématiques de Besançon, Université Bourgogne Franche-Comté funded by a Faculty for the Future Schlumberger Award and by the Région de Franche-Comté.
Research interests
- Reservoir Computing (RC), state-space systems
- Statistical learning and analysis of dynamic processes
- Machine learning (Recurrent Neural Networks, Deep Learning)
- Learning for dynamical systems and dynamical systems for learning
- Time series analysis, forecasting
- Financial econometrics
Office: 2.15 MSB
Office hours: (Term 2)
Wednesdays 10:30-11:30, 14:30-15:30
F2F or by Teams on a first come first serve basis. Please email to arrange a slot.