Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Head of the Statistics Section, Professor of Statistics



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




551Huxley BuildingSouth Kensington Campus





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.


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

Professor 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