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Number of items: **70**.

Acciaio, Beatrice and Larsson, Martin
(2017)
*Semi-static completeness and robust pricing by informed investors.*
Annals of Applied Probability, 27 (4).
pp. 2270-2304.
ISSN 1050-5164

Acciaio, Beatrice, Larsson, Martin and Schachermayer, Walter
(2017)
*The space of outcomes of semi-static trading strategies need not be closed.*
Finance and Stochastics, 21 (3).
pp. 741-751.
ISSN 0949-2984

Alistarh, Dan, Grubic, Demjan, Liu, Jerry, Tomioka, Ryota and Vojnovic, Milan
(2017)
*Communication-efficient stochastic gradient descent, with applications to neural networks.*
In: Guyon, I., Luxburg, U.V., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S. and Garnett, R., (eds.)
Advances in Neural Information Processing Systems 30.
Curran Associates, Inc., Long Beach, CA, pp. 1707-1718.

Anastasiou, Andreas
(2017)
*Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables.*
Statistics and Probability Letters, 129.
pp. 171-181.
ISSN 0167-7152

Anthropelos, Michail and Kardaras, Constantinos
(2017)
*Equilibrium in risk-sharing games.*
Finance and Stochastics, 21 (3).
pp. 815-865.
ISSN 0949-2984

Atkinson, Anthony and Pedrosa, David
(2017)
*Optimum design and sequential treatment allocation in an experiment in deep brain stimulation with sets of treatment combinations.*
Statistics in Medicine, 36 (30).
pp. 4804-4815.
ISSN 0277-6715

Atkinson, Anthony C. and Biswas, Atanu
(2017)
*Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses.*
Computational Statistics and Data Analysis, 113.
pp. 297-310.
ISSN 0167-9473

Atkinson, Anthony C., Corbellini, Aldo and Riani, Marco
(2017)
*Robust Bayesian regression with the forward search: theory and data analysis.*
TEST, 26 (4).
pp. 869-886.
ISSN 1133-0686

Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea
(2017)
*Cluster detection and clustering with random start forward searches.*
Journal of Applied Statistics, 45 (5).
pp. 777-798.
ISSN 0266-4763

Bakk, Zsuzsa and Kuha, Jouni
(2017)
*Two-step estimation of models between latent classes and external variables.*
Psychometrika.
ISSN 0033-3123

Barigozzi, Matteo and Hallin, Marc
(2017)
*Generalized dynamic factor models and volatilities estimation and forecasting.*
Journal of Econometrics, 201 (2).
pp. 307-321.
ISSN 0304-4076

Barigozzi, Matteo and Hallin, Marc
(2017)
*A network analysis of the volatility of high-dimensionalfinancial series.*
Journal of the Royal Statistical Society. Series C: Applied Statistics.
ISSN 0035-9254

Barrieu, Pauline, Bellamy, Nadine and Sinclair-Desgagné, Bernard
(2017)
*Assessing contaminated land cleanup costs and strategies.*
Applied Mathematical Modelling, 42.
pp. 478-492.
ISSN 0307-904X

Baurdoux, Erik J., Palmowski, Z and Pistorius, Martijn R
(2017)
*On future drawdowns of Lévy processes.*
Stochastic Processes and Their Applications, 127 (8).
pp. 2679-2698.
ISSN 0304-4149

Biagini, Sara, Bouchard, Bruno, Kardaras, Constantinos and Nutz, Marcel
(2017)
*Robust fundamental theorem for continuous processes.*
Mathematical Finance, 27 (4).
pp. 963-987.
ISSN 0960-1627

Bukodi, Erzsébet, Goldthorpe, John H. and Kuha, Jouni
(2017)
*The pattern of social fluidity within the British class structure: a topological model.*
Journal of the Royal Statistical Society. Series A: Statistics in Society, 180 (3).
pp. 841-862.
ISSN 0964-1998

Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria and Vargiolu, Tiziano
(2017)
*Utility indifference pricing and hedging for structured contracts in energy markets.*
Mathematical Methods of Operations Research, 85 (2).
pp. 265-303.
ISSN 1432-2994

Campi, Luciano and Fischer, Markus
(2017)
*N-player games and mean field games with absorption.*
Annals of Applied Probability.
ISSN 1050-5164
(In Press)

Campi, Luciano, Laachir, Ismail and Martini, Claude
(2017)
*Change of numeraire in the two-marginals martingale transport problem.*
Finance and Stochastics, 21 (2).
pp. 471-486.
ISSN 0949-2984

Carvalho, Maria and Fankhauser, Samuel
(2017)
*With or without you? Why the European Union’s climate targets will be harder to meet post-Brexit.*
*LSE Brexit*
(16 Jan 2017).
Blog Entry.

Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo
(2017)
*The power of monitoring: how to make the most of a contaminated multivariate sample.*
Statistical Methods and Applications.
ISSN 1618-2510

Chang, Jinyuan, Guo, Bin and Yao, Qiwei
(2017)
*Principal component analysis for second-order stationary vector time series.*
Annals of Statistics, 46 (5).
pp. 2094-2124.
ISSN 0090-5364
(In Press)

Chang, Jinyuan, Yao, Qiwei and Zhou, Wen
(2017)
*Testing for high-dimensional white noise using maximum cross correlations.*
Biometrika, 104 (1).
pp. 111-127.
ISSN 0006-3444

Cosso, Andrea, Pham, Huyên and Xing, Hao
(2017)
*BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data.*
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (4).
pp. 1528-1547.
ISSN 0246-0203

Curtice, John, Fisher, Stephen, Kuha, Jouni and Mellon, Jonathan
(2017)
*Focus: on the 2017 exit poll - another surprise, another success.*
Discover Society (46).

Curtice, John, Fisher, Stephen, Kuha, Jouni and Mellon, Jonathan
(2017)
*Surprise, surprise! (again): the 2017 British general election exit poll.*
Significance, 14 (4).
pp. 26-29.
ISSN 1740-9705

Dassios, Angelos and Lim, Jia Wei
(2017)
*An analytical solution for the two-sided Parisian stopping time, its asymptotics and the pricing of Parisian options.*
Mathematical Finance, 27 (2).
pp. 604-620.
ISSN 0960-1627

Dassios, Angelos and Lim, Jia Wei
(2017)
*An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion.*
Methodology and Computing in Applied Probability, 20 (1).
pp. 189-204.
ISSN 1387-5841

Dassios, Angelos and Zhao, Hongbiao
(2017)
*Efficient simulation of clustering jumps with CIR intensity.*
Operations Research, 65 (6).
pp. 1494-1515.
ISSN 0030-364X

Dassios, Angelos and Zhao, Hongbiao
(2017)
*A generalised contagion process with an application to credit risk.*
International Journal of Theoretical and Applied Finance, 20 (1).
ISSN 0219-0249

Ding, Yew Y., Kuha, Jouni and Murphy, Michael
(2017)
*Multidimensional predictors of physical frailty in older people: identifying how and for whom they exert their effects.*
Biogerontology, 18 (2).
pp. 237-252.
ISSN 1389-5729

Ding, Yew Y., Kuha, Jouni and Murphy, Michael J.
(2017)
*Pathways from physical frailty to activity limitation in older people: identifying moderators and mediators in the English longitudinal study of ageing.*
Experimental Gerontology, 98.
pp. 169-176.
ISSN 0531-5565

Dueñas, Marco, Mastrandrea, Rossana, Barigozzi, Matteo and Fagiolo, Giorgio
(2017)
*Spatio-temporal patterns of the international merger and acquisition network.*
Scientific Reports, 7 (10789).
ISSN 2045-2322

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar
(2017)
*Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity.*
SRC Discussion Paper (No. 66).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Fryzlewicz, Piotr
(2017)
*Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal.*
Statistica Sinica.
ISSN 1017-0405
(In Press)

Gaboardi, Marco and Skinner, Chris J.
(2017)
*Special issue on the theory and practice of differential privacy.*
Journal of Privacy and Confidentiality, 7 (2).

Gao, Wei, Bergsma, Wicher and Yao, Qiwei
(2017)
*Estimation for dynamic and static panel probit models with large individual effects.*
Journal of Time Series Analysis, 38 (2).
pp. 266-284.
ISSN 0143-9782

Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao
(2017)
*Robust portfolios and weak incentives in long-run investments.*
Mathematical Finance, 27 (1).
pp. 3-37.
ISSN 0960-1627

Idowu, Victory
(2017)
*B4: Reducing Model Risk With Goodness-of-fit.*
In: The Institute and Faculty of Actuaries Joint Risk, Investment, Pensions Conference 2017, 2017-06-05 - 2017-06-07.

Idowu, Victory
(2017)
*Dependency elicitation using expert judgement.*
In: The state of the art in the use of expert judgement in risk and decision analyses, 2017-07-03 - 2017-07-05.

Idowu, Victory
(2017)
*Modelling expert judgement through fuzzy logic in R.*
In: R In Insurance 2017, 2017-06-08.

Idowu, Victory
(2017)
*The model validator’s manifesto.*
Actuaries Digital.

Kardaras, Constantinos, Obłój, Jan and Platen, Eckhard
(2017)
*The numéraire property and long-term growth optimality for drawdown-constrained investments.*
Mathematical Finance, 27 (1).
pp. 68-95.
ISSN 0960-1627

Kardaras, Constantinos and Robertson, Scott
(2017)
*Continuous-time perpetuities and time reversal of diffusions.*
Finance and Stochastics, 21 (1).
pp. 65-110.
ISSN 0949-2984

Korkas, Karolos K. and Fryzlewicz, Piotr
(2017)
*Multiple change-point detection for non-stationary time series using wild binary segmentation.*
Statistica Sinica, 27 (1).
pp. 287-311.
ISSN 1017-0405

Kotecha, Meena
(2017)
*Beyond teaching excellence.*
Open Forum Events.

Kuha, Jouni, Butt, Sarah, Katsikatsou, Myrsini and Skinner, Chris J.
(2017)
*The effect of probing "don't know" responses on measurement quality and nonresponse in surveys.*
Journal of the American Statistical Association, 113 (521).
pp. 26-40.
ISSN 0162-1459

Lam, Clifford, Feng, Phoenix and Hu, Charlie
(2017)
*Nonlinear shrinkage estimation of large integrated covariance matrices.*
Biometrika, 104 (2).
pp. 481-488.
ISSN 0006-3444

Lawson, Nuanpan and Skinner, Chris
(2017)
*Estimation of a cluster-level regression model under nonresponse within clusters.*
Metron, 75 (3).
pp. 319-331.
ISSN 0026-1424

Malesios, C, Demiris, N, Kalogeropoulos, K and Ntzoufras, I
(2017)
*Bayesian epidemic models for spatially aggregated count data.*
Statistics in Medicine, 36 (20).
pp. 3216-3230.
ISSN 0277-6715

Mavridis, Dimitris, Moustaki, Irini, Wall, Melanie and Salanti, Georgia
(2017)
*Detecting outlying studies in meta-regression models using a forward search algorithm.*
Research Synthesis Methods, 8 (2).
pp. 199-211.
ISSN 1759-2887

Nakatudde, Nambassa
(2017)
*Unsourced and incomplete: how referendum campaign leaflets misused statistics.*
*LSE Brexit*
(18 Jan 2017).
Blog Entry.

Oomen, Roel
(2017)
*Execution in an aggregator.*
Quantitative Finance, 17 (3).
pp. 383-404.
ISSN 1469-7688

Oomen, Roel
(2017)
*Last look.*
Quantitative Finance, 17 (7).
pp. 1057-1070.
ISSN 1469-7688

Peng, Liang and Yao, Qiwei
(2017)
*Estimating conditional means with heavy tails.*
Statistics and Probability Letters, 127.
pp. 14-22.
ISSN 0167-7152

Robertson, Scott and Xing, Hao
(2017)
*Long term optimal investment in matrix valued factor models.*
SIAM Journal on Financial Mathematics, 8 (1).
pp. 400-434.
ISSN 1945-497X

Sankar, Subhra, Bergsma, Wicher and Dassios, Angelos
(2017)
*Testing independence of covariates and errors in nonparametric regression.*
Scandinavian Journal of Statistics, 45 (3).
pp. 421-443.
ISSN 0303-6898

Sayers, A., Heron, J., Smith, A., Macdonald-Wallis, C., Gilthorpe, M., Steele, F. and Tilling, K.
(2017)
*Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP.*
Statistical Methods in Medical Research, 26 (1).
pp. 437-452.
ISSN 0962-2802

Shah, V., Gulikers, L., Massoulie, L. and Vojnovic, Milan
(2017)
*Adaptive matching for expert systems with uncertain task types.*
In:
Proceedings. of Allerton Conference, 2017.
Coordinated Science Laboratory University of Illinois at Urbana-Champaign, Urbana, IL.

Skinner, Chris J.
(2017)
*Comments on the Rao and Fuller (2017) paper.*
Survey Methodology, 43.
pp. 179-181.
ISSN 1492-0921

Skinner, Chris J. and Wakefield, Jon
(2017)
*Introduction to the design and analysis of complex survey data.*
Statistical Science, 32 (2).
pp. 165-175.
ISSN 0883-4237

Steele, Fiona, Clarke, Paul, Leckie, George, Allan, Julia and Johnston, Derek
(2017)
*Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses.*
Journal of the Royal Statistical Society. Series A: Statistics in Society, 180 (1).
pp. 263-283.
ISSN 0964-1998

Thomas, Will
(2017)
*1984: the year when young Britons started to become more Europhile than their elders.*
*LSE Brexit*
(12 Jan 2017).
Blog Entry.

Tzougas, George, Karlis, Dimitris and Frangos, Nicholas
(2017)
*Confidence intervals of the premiums of optimal Bonus Malus Systems.*
Scandinavian Actuarial Journal, 2018 (2).
pp. 129-144.
ISSN 0346-1238

Vaidakis, Dennis, Moustaki, Irini, Zervas, Ioannis, Barbouni, Anastasia, Merakou, Kyriaki, Chrysi, Maria, Creatsa, George and Panoskaltsis, Theodoros
(2017)
*Knowledge of Greek adolescents on human papilloma virus (HPV) and vaccination: A national epidemiologic study.*
Medicine, 96 (1).
e5287.
ISSN 0025-7974

Vojnovic, Milan
(2017)
*Contest theory.*
Communications of the ACM, 60 (5).
pp. 70-80.
ISSN 0001-0782

Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi
(2017)
*A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach.*
Journal of Time Series Analysis, 38 (2).
pp. 243-265.
ISSN 0143-9782

Xing, Hao
(2017)
*Consumption investment optimization with Epstein-Zin utility in incomplete markets.*
Finance and Stochastics, 21 (1).
pp. 227-262.
ISSN 0949-2984

Xing, Hao
(2017)
*Stability of the exponential utility maximization problem with respect to preferences.*
Mathematical Finance, 27 (1).
pp. 38-67.
ISSN 0960-1627

Zhu, Yajing, Steele, Fiona and Moustaki, Irini
(2017)
*A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome.*
Structural Equation Modeling, 24 (5).
pp. 643-656.
ISSN 1070-5511