Skip to main content

Statistics, Probability and Financial Mathematics

PGR-RA-111

Expertise of research area
biostatistics; data science; financial mathematics; probability; shape analysis


<h2 class="heading hide-accessible">Summary</h2>

We carry out research in the areas of probability, financial mathematics, data science, statistics and statistical bioinformatics. We collaborate with other subject areas across the University including economics, computing, environmental sciences, transport studies, engineering, biochemistry, epidemiology and biostatistics.

<h2 class="heading hide-accessible">Full description</h2>

<p>We conduct theoretical and applied research in probability, financial mathematics, statistics and data science.&nbsp;</p> <p>Modern Applied Statistics group develops statistical and artificial intelligence methods for a broad range of application areas: data analytics, biostatistics, urban analytics, temporal data analysis, machine learning, Bayesian statistics, climate modelling, and computational biology.</p> <p>The research of <a href="https://eps.leeds.ac.uk/maths-statistics/doc/probability-financial-mathematics">Probability and Financial Mathematics</a> group focuses on the study and modelling of systems and processes featuring uncertainty and complexity. The main areas of interest comprise theory and numerical methods for stochastic control, optimal stopping and stochastic games, stochastic differential equations and stochastic partial differential equations, queuing theory, risk theory and extreme value analysis. These have applications in economics, finance, insurance, energy and physics.</p> <p>Statistical Methodology and Probability group develops new ideas for statistical estimation, inference and quantification of uncertainty arising from modern data science and big data problems. Specific areas of interest include: shape analysis, spatial statistics, high-dimensional statistics, Bayesian statistics, networks and random structures.</p> <p>We&rsquo;re top 10 in the UK for Mathematics for the quality of our research, according to the latest Research Excellence Framework. Our research environment has been praised for dynamism and openness: we host a number of visiting research scholars, organise many conferences and research workshops.</p> <p>We offer a wide range of project opportunities within the School of Mathematics and welcome enquiries from interested candidates.</p> <h3>Useful links and further reading:</h3> <ul> <li><a href="https://eps.leeds.ac.uk/maths-research-degrees">Research degrees within the School of Mathematics</a></li> <li><a href="https://eps.leeds.ac.uk/maths-statistics/doc/probability-financial-mathematics">Probability and Financial Mathematics</a></li> <li><a href="https://eps.leeds.ac.uk/maths-research-innovation">School of Mathematics, Research and Innovation</a></li> </ul> <h3>Leeds Doctoral College</h3> <p>Our <a href="https://www.leeds.ac.uk/info/130558/leeds_doctoral_college">Doctoral College</a> supports you throughout your postgraduate research journey. It brings together all the support services and opportunities to enhance your research, your development, and your overall experience.</p>

<h2 class="heading">How to apply</h2>

<p>Formal applications for research degree study should be made online through the <a href="http://www.leeds.ac.uk/info/130206/applying/91/applying_for_research_degrees">University&#39;s website</a>.</p>

<h2 class="heading">Contact details</h2>

<p>For queries relating to your research proposal or subject area, please contact&nbsp;<a href="https://eps.leeds.ac.uk/maths/staff/4069/dr-jan-palczewski">Dr Jan Palczewski</a>.</p> <p>For general enquiries and details regarding the application process, please contact the Graduate School Office:</p> <p>e:&nbsp;<a href="mailto:maps.pgr.admissions@leeds.ac.uk">maps.pgr.admissions@leeds.ac.uk</a>, t: +44 113 34 35057</p>


<h2 class="heading heading--sm">Linked project opportunities</h2>
<h2 class="heading heading--sm">Linked funding opportunities</h2>