Consultant Profile

Piotr Fryzlewicz

Areas of Consultancy:
Exploratory data analysis
Forecasting
GLMs and other non-linear models
Graphics
Multivariate analysis
Neural networks and genetic algorithms
Non-parametric statistics
Pattern recognition and image analysis
Probability
Simulation
Statistical computing
Statistical inference
Time series

Region of consultancy:
Worldwide

Profile

Piotr is a Professor of Statistics in the Department of Statistics at the LSE, and an experienced statistical consultant with a track record of adding business value. His past clients include quantitative market research firms, a hedge fund, an energy trading firm, TV production companies and an IT provider for the global travel industry. Before joining the LSE, Piotr worked as a researcher at Winton Capital. Piotr's expertise covers various aspects of time series analysis, statistical model building and predictive regression modelling (see the "Specialisms" section for more details). He has published over research 40 papers, including many in the leading statistical methodology journals. He is an experienced statistical programmer with particular expertise in R, but is also able to work in Python, C++ and Matlab. He is familiar with modern methods of machine learning such as deep learning and tree-based regression and classification. Piotr was awarded the Guy Medal in Bronze by the Royal Statistical Society in 2013, and served as Editor of the Journal of the Royal Statistical Society Series B (2014-17). He is a Chartered Statistician and an associate member of the Oxford-Man Institute of Quantitative Finance. As a consultant, Piotr offers competitive pricing and is often happy to work on a fixed-price basis. He has access to professional indemnity insurance through LSE Enterprise. He has considerable experience in explaining statistical concepts to non-expert audiences.

Background

Piotr has an MSci degree in Mathematics from the Wroclaw University of Science and Technology (Poland, 2000) and a PhD degree in Statistics from the University of Bristol (UK, 2003). Piotr's full curriculum vitae can be found at http://stats.lse.ac.uk/fryzlewicz/cv.pdf .

Specialisms

Statistics and data science consulting services in: statistical modelling and simulation; time series analysis including time series forecasting; predictive analytics including predictive regression modelling; statistical computing in R; statistical learning and machine learning including deep learning; change-point detection; high-dimensional statistical inference and dimension reduction; quantitative finance. Statistics and data science training courses in: general statistics and machine learning, predictive regression modelling, deep learning with R and Keras, time series analysis including forecasting, basic and advanced R, statistics in finance. (Please contact me if you are interested in a course on a topic not listed here.)