Personal Information
Organization / Workplace
Coventry, United Kingdom United Kingdom
Occupation
Visiting Professor in Centre for Analysis of Time Series at The London School of Economics and Political Science (LSE)
Industry
Education
About
My work confronts complexity science with real world problems and is centred on modelling uncertainty and risk in time series. A particular focus is models for processes that exhibit both heavy-tailed jumps and long ranged temporal memory, thus creating correlated extreme events (“bunched black swans”). My work, presentations and the conferences that I organise all aim to catalyse the two way dialogue between new ideas and paradigms drawn from complexity science, and the existing discipline-specific knowledge of more traditional disciplines and end users.
Tags
long range dependence
heavy tails
mandelbrot
long range memory
extremes
1/f noise
london school of economics
black swans
ergodicity breaking
levy flights
volatility bunching
imagination
memory
ranom walks
foraging
analytics
complexity science
cognitive diversity
open university
arfima
langevin equations
anomalous diffusion
kesten process
space weather
econophysics. black swans
complexity
See more
Presentations
(14)Personal Information
Organization / Workplace
Coventry, United Kingdom United Kingdom
Occupation
Visiting Professor in Centre for Analysis of Time Series at The London School of Economics and Political Science (LSE)
Industry
Education
About
My work confronts complexity science with real world problems and is centred on modelling uncertainty and risk in time series. A particular focus is models for processes that exhibit both heavy-tailed jumps and long ranged temporal memory, thus creating correlated extreme events (“bunched black swans”). My work, presentations and the conferences that I organise all aim to catalyse the two way dialogue between new ideas and paradigms drawn from complexity science, and the existing discipline-specific knowledge of more traditional disciplines and end users.
Tags
long range dependence
heavy tails
mandelbrot
long range memory
extremes
1/f noise
london school of economics
black swans
ergodicity breaking
levy flights
volatility bunching
imagination
memory
ranom walks
foraging
analytics
complexity science
cognitive diversity
open university
arfima
langevin equations
anomalous diffusion
kesten process
space weather
econophysics. black swans
complexity
See more