I’m a postdoc in Statistics working with Professor Idris Eckley on the Next Generation Converged Digital Infrastructure (NG-CDI) project (http://www.ng-cdi.org/). This project is split between a number of different institutions, including: Lancaster, BT, Cambridge, Surrey and Bristol.
Currently I am working on problems related to real-time anomaly detection in high frequency streaming data. In the NG-CDI project these methods will be applied to telecommunications data.
See my Lancaster web page.
My stats stackeschange profile with a list of questions I have asked is here please do take a look and see if you can help.
This blog will probably be mostly filled with my extremely ill informed muings on the financial markets. Please don’t risk any money based off the words I put on here!
A relevant quote from a great man,
“The ignorance of even the best-informed investor about the more remote future is much greater than his knowledge, and he cannot but be influenced to a degree which would seem wildly disproportionate to anyone who really knew the future, and be forced to seek a clue mainly here to trends further ahead. But if this is true of the best-informed, the vast majority of those who are concerned with the buying and selling of securities know almost nothing whatever about what they are doing. They do not possess even the rudiments of what is required for a valid judgement, and are the prey of hopes and fears easily aroused by transient events and as easily dispelled. - John Maynard Keynes, A Treatise on Money, Volume II (1930), pp. 360–61””