Imperial College London

DrAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Reader in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Overview

General research interests

  • Statistical methods for stochastic processes
  • Applied probability
  • Ambit stochastics: Theory and application of ambit fields and ambit processes
  • Financial econometrics 
  • Financial mathematics

Specific research interests

  • Continuous time modelling of time series
  • Stochastic volatility: Modelling and estimation
  • Lévy processes
  • Stochastic models for tempo-spatial data
  • High frequency financial data
  • Modelling of energy markets

Research Funding

2012: Award of a Marie Curie FP7 Integration Grant (CIG) within the 7th European Union Framework Programme worth 100,000 EUR.

Collaborators

Dr Luitgard A. M. Veraart, London School of Economics, Financial mathematics; stochastic modelling of energy markets

Professor Fred Espen Benth, University of Oslo, Stochastic modelling of energy markets; ambit stochastics

Professor Ole E. Barndorff-Nielsen, Aarhus University, Stochastic volatility; stochastic modelling of energy markets; ambit stochastics