PSD - Dr Alex Shestopaloff
Applications and modelling of high-dimensional time series
Supervisor: Dr Alexander Shestopaloff
Project description:
This PhD project will focus on the development and analysis of high-dimensional regression models, including high-dimensional time series models, with a focus on the analysis of financial and economic data. The student will be expected to develop methodology and apply it to complex data sets. Some focus areas will be the application of network techniques for discovery of latent structure in ensembles of time series, as well as consideration of count-valued time series. The project is expected to result in publications in the statistics and/or financial econometrics literature.
Funding Notes:
This project is open to candidates applying for CSC/EPSRC/Underrepresented Studentships and self-funded candidates.
Further information:
How to apply
Entry requirements
Fees and funding
PhD Information Session 2026:
On Wednesday 14 January, we will be holding a short information session about PhD studies in Mathematics at QMUL. For full details about the event, please visit: https://www.qmul.ac.uk/maths/postgraduate/postgraduate-research/phd-information-session-2026/
As one of the UK’s most diverse universities, QMUL fosters an inclusive and supportive academic community.
The School of Mathematical Sciences is committed to the equality of opportunities and to advancing women’s careers. As holders of a Bronze Athena SWAN award, we offer family-friendly benefits and support part-time study.