ES T. 125 1895 YEARS Welcome to the Department of Statistics MPhil/PhD Handbook 2020/21 lse.ac.uk/statistics COVID-19 SECURE Look after yourself. Look after others. 2M Wear a mask Wash or sanitise Keep a safe distance and hands regularly follow advice on campus Cover coughs Use learning Let LSE know if and sneezes spaces safely you feel unwell Do you have symptoms? 37.5° High temperature, fever Loss of sense of smell, taste, Dry cough shaking or chills or breathing difficulties Get a COVID-19 test, DO NOT go out and you MUST self-isolate for two weeks. Thanks. Together we help make LSE COVID-secure. Campus safety, testing information and more: lse.ac.uk/coronavirus 1 KEY INFORMATION Contents MPhil/PhD Handbook 2020/21 4 Welcome from the Head of Department 5 Contacts 5 Key Staff and School Contacts 5 PhD Academy 5 Financial Support Office 6 Department Management Team 6 Professional Services Staff 7 Academic Staff 8 Research Interests of Academic Staff 10 Other Staff 11 Current Research Students 15 About the Department of Statistics 16 How to Find Us 16 Leverhulme Library 16 Social Media 17 About the Programme 17 Course Structure: 17 First Year: MPhil 17 Second Year: MPhil/PhD 18 Third Year: PhD 18 Supervision 18 Academic Support 18 Doctoral Programme Director 18 PhD Log 19 Annual Monitoring 19 Poster Presentations 19 Office and Computing Facilities studenthub.lse.ac.uk/welcome 2 KEY INFORMATION 20 Research and Training 20 Department of Methodology 20 Academic and Professional Development Programme for PhD Students 20 LSE Postgraduate Certificate in Higher Education 20 LSE Training Portal 21 PhD Advanced Courses 21 London Graduate School in Mathematical Finance 21 London Taught Course Centre 22 Conferences 22 Postgraduate Travel Fund 22 MPhil/PhD Support Fund 23 Travel and Travel Insurance 24 Seminars 24 Communication between Students and the Department 24 In Person/Virtual Meetings 24 Email 24 Contact by Telephone/Post 24 Absence 25 Procedure for Upgrading to PhD 26 Term Dates, Vacations and Working During MPhil/PhD Study 26 Term Dates 27 Working While Studying 27 Graduate Teaching Assistants (GTAs) 27 Work Requirement for 2nd and 3rd Years 28 Thesis Examination and Beyond 28 Submission of Thesis 28 Where to Send Your Thesis 29 Graduation Ceremonies 29 Degree Certificates studenthub.lse.ac.uk/welcome 3 KEY INFORMATION 29 Plagiarism and Academic Misconduct 29 Outside Help 29 Plagiarism Policies 30 Editorial Help for PhD Theses 32 Taught courses 32 Course Registration 32 Can’t See Your timetable? 32 Candidate Numbers 32 Exam Timetables 33 Exam Procedures 33 Individual Exam Adjustments 33 Deferral 34 Extension Policy 34 Exceptional Circumstances 34 Fit to Sit Policy 35 LSE Services to Support You with Your Studies and in Your Career 35 PhD Academy 35 LSE LIFE 36 LSE Library 37 Language Centre 37 LSE Careers 38 LSE Volunteer Centre 38 LSE Generate 39 Student Representation 39 Staff Student Liaison Committees and Student Consultative Fora 39 Student Only Forums 39 Research Students Consultative Forum (RSCF) 40 LSE Students’ Union 40 Funding 41 Key Information studenthub.lse.ac.uk/welcome 4 KEY INFORMATION Welcome from the Head of Department Welcome to the MPhil/PhD in Statistics at the London School of Economics and Political Science. Undertaking a PhD is a major commitment and should be one of the most creative and rewarding periods of your life. Your PhD research will require you to work with purpose throughout your time here and we will provide every support we can to help you achieve your potential. In the first year of your PhD, you will take core courses in mathematical statistics and applied statistical modelling and optional advanced courses in data science and statistics. You are also encouraged to take advantage of learning opportunities throughout your studies to equip you with the knowledge and skills required for your research and future career. Alongside your PhD work there are many seminars and special lectures both within the Department and at other London universities. We strongly encourage you to attend these and take maximum advantage of the resources that the LSE can offer you. You will also have the chance to attend and present a paper at a conference. To develop your communication skills there will be opportunities to teach on a range of undergraduate and Masters courses; teaching is a great way to gain a deeper understanding of a subject and to learn about new topics. All in all, undertaking a PhD in Statistics at LSE is an excellent opportunity to develop your academic and research interests and skills. Although the start of your PhD studies will be affected by physical distancing restrictions due to COVID-19, we will do all we can to help you to settle into the Department and become part of our research community. You will still be able to meet other students, and can expect regular meetings with your supervisor. Meetings, teaching and seminars will take place virtually or in person when it is safe to do so. I would like to wish you all the best for your studies here and I hope that you will make the most of your time with us. Our success very much depends on your success and we look forward to getting to know you and supporting you in your endeavours. Enjoy your time at the LSE and do take some time to enjoy London too. Professor Fiona Steele Head of Department 5 KEY INFORMATION Contacts Key Staff and School Contacts Professor Umut Cetin Doctoral Programme Director Office: COL 6.08 Tel: 020 7955 7644 Email: [email protected] Professor Cetin has overall responsibility for monitoring the progress of research students, and for management of the MPhil/PhD programme. Problems with progress or supervision should be discussed with your supervisors in the first instance, but may be referred to the Doctoral Programme Director when necessary. Penny Montague Research and Finance Manager Office: COL 6.12 Tel: 020 7955 7511 Email: [email protected] Penny deals with all non- academic aspects of the programme and should normally be your first point of contact for such matters. PhD Academy 4th Floor, Lionel Robbins Building Tel: 020 7955 6607 info.lse.ac.uk/Current-Students/phd-academy Key central services relating to PhD students are based in the PhD Academy, which houses a dedicated teaching room and common room for all PhD students to use. If you have any queries about your registration, being an ESRC student, or professional development, please contact the PhD Academy. Enquiries Form: https://lseportal.force.com/studentservices/s/enquiry-form Financial Support Office Tel: 020 7955 6609 Email: financial-support@ lse.ac.uk info.lse.ac.uk/current-students/financial-support The Financial Support Office provides information and support on funding your studies at LSE. FSO runs drop-in sessions; please check the PhD Academy’s website for the current details. 6 KEY INFORMATION Departmental Management Team Professor Fiona Steele Head of Department Office: COL 7.12 Tel: 020 7955 6236 Professor Kostas Kardaras Email: [email protected] Deputy Head of Department (Research) Dr Wicher Bergsma Office: COL 6.07 Deputy Head of Department Tel: 020 7955 7169 (Teaching) Email: [email protected] Office: COL 6.06 Tel: 020 7955 6725 Imelda Noble Andolfo Email: [email protected] Department Manager Office: COL 6.13 Professor Irini Moustaki Tel: 020 7955 7731 Deputy Head of Department Email: [email protected] (Teaching) Office: COL 6.05 Tel: 020 7107 5172 Email: [email protected] Professional Services Staff Steve Ellis | Undergraduate Programmes Manager Office: COL 6.11; Tel: 020 7955 7650 Email: [email protected] Will Garrison | External Engagement Officer Office: COL 6.14; Tel: 020 7107 5127 Email: [email protected] Sarah McManus | MSc Programmes Manager Office: COL 6.11; Tel: 020 7955 6879 Email: [email protected] Penelope Smith | Communications Officer Office: COL 6.14; Tel: 020 7107 5127 Email: [email protected] 7 KEY INFORMATION Academic Staff Name Office Email Research Group(s) Probability in Finance Professor Pauline Barrieu COL 6.03 [email protected] and Insurance Probability in Finance Dr Erik Baurdoux COL 6.04 [email protected] and Insurance Dr Wicher Bergsma COL 6.06 [email protected] Social Statistics Probability in Finance Professor Umut Cetin COL 6.08 [email protected] and Insurance Data Science; Time Series Dr Yining Chen COL 5.08 [email protected] and Statistical Learning Dr Yunxiao Chen COL 5.16 [email protected] Social Statistics Probability in Finance Professor Angelos Dassios COL 1.03 [email protected] and Insurance Time Series and Professor Piotr Fryzlewicz COL 5.12 [email protected] Statistical Learning Dr Sara Geneletti COL 5.07 [email protected] Social Statistics Data Science; Social Dr Kostas Kalogeropoulos COL 6.10 [email protected] Statistics; Time Series and Statistical Learning Probability in Finance Professor Kostas Kardaras COL 6.07 [email protected] and Insurance Professor Jouni Kuha COL 8.04 [email protected] Social Statistics Time Series and Professor Clifford Lam COL 6.09 [email protected] Statistical Learning Dr Joshua Loftus TBC TBC Data Science Professor Irini Moustaki COL 6.05 [email protected] Social Statistics Data Science; Time Series Dr Xinghao Qiao COL 5.15 [email protected] and Statistical Learning Dr Chengchun Shi COL 5.11 [email protected] Data Science Professor Fiona Steele COL 7.12 [email protected] Social Statistics Professor Milan Vojnovic COL 5.06 [email protected] Data Science Please check the departmental website for full details of academic staff, their research interests, office hours and contact details: lse.ac.uk/Statistics/People lse.ac.uk/Statistics/Current-Students/Advice-and-feedback-hours 8 KEY INFORMATION Research Interests of Academic Staff Professor Pauline Barrieu Model uncertainty; insurance-linked securitization; contract designing; environmental economics; financial mathematics.