Imperial College London

ProfessorAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Head of the Statistics Section, Professor of 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

 

Summary

Almut Veraart's personal webpage can be found here

 

Teaching

 

I currently teach the following courses:

  • MATH40005 Probability and Statistics  (for 1st year undergraduate students in mathematics)
  • MATH97083/MATH96052 Applied Probability (for 3rd/4th year undergraduate students in mathematics)

Please enrole for my courses on Blackboard Learn in order to view the course material.

In addition, I give tutorials for first year undergraduate students and supervise second year, third year and fourth year undergraduate projects and MSc and PhD theses.

Publications

Journals

Lucchese L, Pakkanen M, Veraart A, 2024, The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective, International Journal of Forecasting, ISSN:0169-2070

Leonte D, Veraart A, 2024, Simulation methods and error analysis for trawl processes and ambit fields, Mathematics and Computers in Simulation, Vol:215, ISSN:0378-4754, Pages:518-542

Nguyen M, Veraart A, Taisne B, et al., 2023, A dynamic extreme value model with applications to volcanic eruption forecasting, Mathematical Geosciences, ISSN:1573-8868

Bennedsen M, Shephard N, Lunde A, et al., 2023, Inference and forecasting for continuous-time integer-valued trawl processes, Journal of Econometrics, Vol:236, ISSN:0304-4076

Benth FE, Schroers D, Veraart A, 2023, A feasible central limit theorem for realised covariation of SPDEs in the context of functional data, Annals of Applied Probability, ISSN:1050-5164

More Publications