Statistical Science News

Dr Christian Hennig invited as plenary speaker at IFCS 2017 in Tokyo and ECDA 2017 in Wroclaw

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Dr Christian Hennig will present his recent work on the evaluation and general principles of cluster analysis as a plenary speaker at the conference of the International Federation of Classification Societies in Tokyo, 8-10 August 2017. He has also been invited as plenary speaker to the European Conference on Data Analysis, 27-29 September 2017 in Wroclaw, Poland.

Statistical Science staff organise Royal Society meeting on “The Growing Ubiquity of Algorithms in Society: Implications, Impacts and Innovations”

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Professors Sofia Olhede and Patrick Wolfe are organising a meeting on the impacts of the usage of algorithms in society, October 30-31 2017 at the Royal Society at Carlton House in London.  The usage of algorithms and analytics in society is exploding: from machine learning recommender systems in commerce, to credit scoring methods outside of standard regulatory practice and self-driving cars. The rapid adoption of new technology has the potential to greatly improve citizens’ experiences, but also poses a number of new challenges. This meeting will highlight opportunities and challenges in this rapidly changing landscape, bringing legal and ethics experts together with technologists to discuss implications, impacts and innovations.

Professor Sofia Olhede participates in Royal Society panel debate on ‘fake news, filter bubbles and echo chambers’

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Professor Sofia Olhede took part in the Royal Society panel debate on ‘Fake news, filter bubbles and echo chambers’. This panel debate was part of the Royal Society Summer Science Exhibition 2017, in particular the adults-only previous of “Twilight Science”. Sofia was joined by UCL academic Uta Frith discussing bias, and City academic Dan Mercea discussing tribal behaviour.

Former Student Dr Carl O’Brien awarded CBE in Queen’s Birthday Honours

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The Department congratulates Dr Carl O'Brien on being made a Commander of the Order of the British Empire (CBE) for services to the management of internationally-shared fisheries in the Queen’s Birthday Honours list 2017.

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.

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