Statistical Science News

Dr Gareth Peters invited to deliver special "Red Lecture" at Nomura Investment Bank

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Dr Gareth Peters was invited to make a global telecast lecture at Nomura Investment Bank as part of the "Red Lecture" series they run. This is a prestigious lecture series that is recorded and broadcast to London, Mumbai, Japan, Sydney, France, New York and other offices via video conference. The slides and talk then form part of the education section of Nomura Investment Bank.

Dr Gareth Peters and Dr Ioannis Kosmidis co-author Multiple Yield Curve Stress Testing White Paper with Bank of England

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Dr Gareth Peters, Dr Ioannis Kosmidis and Dr Emmanouil Karimalis have worked with the Bank of England over the last year to develop a stress testing white paper for banking models. In particular the white paper address development of a robust statistical framework to perform multiple yield curve stress testing. This is a core component of the vast majority of global stress testing done on capital in banks throughout the world. Yet this was a glaring gap in the practice, that these authors sought to address jointly with the Bank of England. The result is the following paper on the Bank of England website: "Staff Working Paper No. 655: Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies".

Dr Gareth Peters selected to lead working group on Sound Guidance Practice papers for professional industry members of the Institute of Operational Risk

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Dr Gareth Peters has been selected by the council and directors of the Institute of Operational Risk (IOR) to lead the working group for the development of the Sound Practice Guidance papers. The IOR is a global professional risk organisation with chapters throughout the UK, Europe, Hong Kong and Africa.

Zero Tolerance to Sexual Harassment

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A Zero Tolerance to Sexual Harassment Certificate for Achievement was presented to the Department of Statistical Science on 14 June 2017 for the completion of the Zero Tolerance to Sexual Harassment Pledge for 2016/2017.

Dr Gareth Peters and co-authors win Risks Paper of the Year in Banking Operational Risk

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The paper of the year for banking risk modelling in Operational Risk has been awarded to  Dr. Gareth W. Peters (UCL) and his co-authors: Prof. Pavel Shevchenko (Maquarie University Australia), Dr. Ariane Chappelle (Chappelle Consulting) and Dr. Bertrand  Hassani (Santander)

Professors Sofia Olhede and Patrick Wolfe to present work at Creative Reactions event in London

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spectral-analysis-tides

Professors Sofia Olhede and Patrick Wolfe will be presenting their work on the creative reactions project. This project brings together scientists with artists to collaborate. Patrick and Sofia will be talking about data analysis of tidal data, and the importance of the point-of-view of the observer. This is a collaboration with poet Francis Byrne, film-maker Susi Arnott and photographer Crispin Hughes.

Professor Rumana Omar and Dr Gareth Ambler awarded MRC methodology research grant

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Gareth Ambler and Rumana Omar (joint PIs) have been awarded a Medical Research Council methodology research grant to work on "Guidance on sample size when using observational data to develop and validate risk prediction models in health research".

Royal Society working group including Professor Sofia Olhede publishes machine learning report

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The Royal Society is today releasing its report on "Machine learning: the power and promise of computers that learn by example”. Professor Sofia Olhede has been part of the committee, which has explored policy issues associated with automated decision making using machine learning in society.

Workshop on The Regression Discontinuity Design: Methodological Issues and Applications in Economics, Statistics and Epidemiology

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Dr Gianluca Baio and the Research Group "Statistics for Health Economic Evaluation", in collaboration with Dr Marcos Vera Hernandez and CEMMAP have organised a one-day workshop on Methodological Issues and Applications in Economics, Statistics and Epidemiology with the Regression Discontinuity Design. This also serves as an end-of-project event for an MRC-funded research project (MR/K01438/1) aimed at exploring the application of the RDD to evaluating the effects of drugs and treatments in primary care.

Dr Ricardo Silva's work on algorithmic fairness mentioned in New Scientist article

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A recent manuscript by Dr Ricardo Silva, on ways of enforcing fairness in predictive modelling, has been given coverage by the New Scientist magazine this week. The manuscript, posted in arXiv earlier this month, prescribes a way of making explicit causal assumptions about how demographic background of an individual may lead to unfair, discriminative, treatment, such as in racially biased stop-and-frisk policing and loan approvals. The work makes the link of matters of fairness to mathematical formalisms of causality and counterfactuals, and suggests ways to test and communicate how automated decision making from data can be certified to respect fairness guidelines.

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