Department of Statistics: Research

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href="https://warwick.ac.uk/fac/sci/statistics/research/impact/" data-page-url="/fac/sci/statistics/research/impact/">Impact</a> </li><li data-lastmodified="1731579641267"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/summer_research_experience/" data-page-url="/fac/sci/statistics/research/summer_research_experience/">Summer research experience</a> </li></ul> </li><li class="dropdown" data-lastmodified="1729851200239"> <a href="https://warwick.ac.uk/fac/sci/statistics/working-with-us/" data-page-url="/fac/sci/statistics/working-with-us/">Working with Us</a> <ul class="dropdown-menu" role="menu"><li data-lastmodified="1726480137228"> <a href="https://warwick.ac.uk/fac/sci/statistics/working-with-us/camacs/" data-page-url="/fac/sci/statistics/working-with-us/camacs/">CAMaCS</a> </li><li data-lastmodified="1730997026312"> <a href="https://warwick.ac.uk/fac/sci/statistics/working-with-us/applied-statistics-risk-unit/" 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nav-breadcrumb next-tertiary first last" data-lastmodified="1729851280491"> <a tabindex="0" data-page-url="/fac/sci/statistics/research/">Research</a></li></ul></nav><nav class="navbar navbar-tertiary" role="navigation" aria-label="Tertiary navigation"> <ul class="nav navbar-nav"><li class="first" data-lastmodified="1730115101326"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/crism/" data-page-url="/fac/sci/statistics/research/crism/">CRiSM</a></li><li class="second" data-lastmodified="1730129783353"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/" data-page-url="/fac/sci/statistics/research/probability-at-warwick/">Probability at Warwick (P@W)</a></li><li data-lastmodified="1730988909921"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/stochastic-finance-at-warwick/" data-page-url="/fac/sci/statistics/research/stochastic-finance-at-warwick/">Stochastic Finance at Warwick (SF@W)</a></li><li data-lastmodified="1729851280491"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/impact/" data-page-url="/fac/sci/statistics/research/impact/">Impact</a></li><li data-lastmodified="1731579641267"> <a href="https://warwick.ac.uk/fac/sci/statistics/research/summer_research_experience/" data-page-url="/fac/sci/statistics/research/summer_research_experience/">Summer research experience</a></li></ul></nav> </div> </header> <main id="main" class="id7-main-content-area"> <header> <div class="id7-horizontal-divider"> <svg xmlns="http://www.w3.org/2000/svg" x="0" y="0" version="1.1" width="1130" height="41" viewBox="0, 0, 1130, 41"> <path d="m 0,0.5 1030.48, 0 22.8,40 16.96,-31.4 16.96,31.4 22.8,-40 20,0" class="divider" stroke="#383838" fill="none" /> </svg> </div> <div class="id7-page-title sr-only"> <h1> Research </h1> </div> </header> <div class="id7-main-content"> <div class="layout layout-100"> <div class="column-1"><div class="column-1-content"> <div class="layout-row layout-row--nowrap"> <div class="layout-col layout-col--12"> <div class="container-component"> <div class="layout-row layout-row--nowrap"> <div class="layout-col layout-col--12"> <div class="hero-component full-width flush-top hero-component--margin-x-4 hero-component--text-color-light hero-component--bottom hero-component--right hero-component--text-bg"> <img class="hero-component--backdrop" src="https://warwick.ac.uk/fac/sci/statistics/slide-016.jpg" alt=""> <div class="hero-component--content"> <div> <h2>Research</h2> </div> </div> </div> </div> </div> </div> <div class="container-component boxstyle_ box1 full-width flush-top"> <p style="text-align: start;">Warwick Statistics is one of the world's largest concentrations of researchers in statistics and probability, and the synergy between probabilistic and statistical research is particularly strong. The research environment is vibrant, with a large and active community of PhD students and postdoctoral researchers, excellent library, computing and other research support facilities, and sustained programmes of research seminars, workshops and international visitors. There are strong research links with other disciplines both at Warwick and externally.</p> </div> </div> </div> <div class="layout-row layout-row--nowrap"> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box5"> <div class="image-component margin-full"> <picture> <img src="https://warwick.ac.uk/fac/sci/statistics/placeholder-crism.jpg" alt="" class="img-content"> </picture> </div> <h2><a href="crism">CRiSM</a></h2> <p>Founded in 2006, CRiSM鈥檚 original aim was to increase capacity in statistics in the UK. Now CRiSM is the centre for all research in statistics (in the widest sense) at Warwick Statistics, one of the largest departments of statistics in the world. With dedicated CRiSM fellows - free to choose their own research agendas; multiple workshops and seminar series; PhD studentships; a broad visitor program; and hundreds of research publications each year, CRiSM seeks to foster excellence in Statistics, Probability, Mathematical Finance, Machine Learning, and Data Science, starting from fundamental methodological research and moving all the way through to impact. We hope you'll find the various research activities taking place as stimulating as we do. The philosophy of CRiSM is that maximum impact of statistics as a discipline requires concentrated research and training in the methodological core of the discipline.</p> <p> </p> </div> </div> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box1"> <div class="image-component margin-full"> <picture> <img src="https://warwick.ac.uk/fac/sci/statistics/placeholder-impact.jpg" alt="" class="img-content"> </picture> </div> <h2 style="text-align: start;"><a href="../impact">Impact</a></h2> <p>At Warwick, Statistics doesn't get left on the blackboard. From medicine, management and business to engineering and finance, we apply what we find to the real world. Our world-renowned research predicts elections, understands big data and foresees natural disasters. The trends we spot and explain will change our world for years to come - just like our research.</p> </div> </div> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box3"> <div class="image-component margin-full"> <picture> <img src="https://warwick.ac.uk/fac/sci/statistics/placeholder-REF2021.jpg" alt="" class="img-content"> </picture> </div> <h2><a href="ref2021">REF</a></h2> <p>REF2021 is good news for Warwick Statistics on all fronts: 55.6% of outputs and 72.2% of impacts were ranked World Leading, and the environment is recognised as being very strong.</p> <p>Warwick Statistics and Warwick Mathematics Institute together rank third nationally among Mathematical Sciences research groups for research power and sixth for research quality (Times Higher Education), in REF2021, the most recent UK government research assessment.</p> </div> </div> </div> <div class="layout-row layout-row--nowrap"> <div class="layout-col layout-col--12"> <h2>Related Projects</h2> </div> </div> <div class="layout-row layout-row--nowrap"> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box5"> <div class="image-component margin-full"> <picture> <img src="placeholder-mathrad.jpg" alt="" class="img-content"> </picture> </div> <h2 style="text-align: start;"><a href="https://mathrad.ac.uk/">MathRad</a></h2> <p>This EPSRC-funded interdisciplinary programme grant will use modern mathematical methods from probability theory, advanced Monte Carlo methods and inverse problems to develop novel approaches to the theory and application of radiation transport. We will pursue an interactive exploration of foundational, translational and application-driven research; developing predictive models with quantifiable accuracy in the energy, health care and space exploration nuclear industries.</p> <p> </p> </div> </div> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box1"> <div class="image-component margin-full"> <picture> <img src="placeholder-paw.jpg" alt="" class="img-content"> </picture> </div> <h2 style="text-align: start;"><a href="probability-at-warwick/">P@W</a></h2> <p>At Warwick, Statistics doesn't get left on the blackboard. From medicine, management and business to engineering and finance, we apply what we find to the real world. Our world-renowned research predicts elections, understands big data and foresees natural disasters. The trends we spot and explain will change our world for years to come - just like our research.</p> </div> </div> <div class="layout-col layout-col--4"> <div class="container-component boxstyle_ box3"> <div class="image-component margin-full"> <picture> <img src="placeholder-sfw.jpg" alt="" class="img-content"> </picture> </div> <h2><a href="stochastic-finance-at-warwick">SF&W</a></h2> <p>Stochastic Finance at Warwick draws together a variety of finance-related research and activities taking place within the Department of Statistics at the University of Warwick. The research in Mathematical Finance within the Department of Statistics is concentrated on the use of stochastic processes and probabilistic modelling in mathematical finance, and encompasses fundamental research on the properties of no-arbitrage, stochastic volatility, interest rate modelling, American options and optimal stopping problems, agent interactions, robust and model-free hedging, along with many other topics.</p> </div> </div> </div> </div></div> </div> </div> </main> <footer class="id7-page-footer id7-footer-divider"> <div class="id7-site-footer"> <div class="id7-site-footer-content"> <div class="id7-horizontal-divider"> <svg xmlns="http://www.w3.org/2000/svg" x="0" y="0" version="1.1" width="1130" height="41" viewBox="0, 0, 1130, 41"> <path d="m 0,0.5 1030.48, 0 22.8,40 16.96,-31.4 16.96,31.4 22.8,-40 20,0" class="divider" stroke="#383838" fill="none" /> </svg> </div> <div class="row"> <div class="col-md-3"> <p><img src="https://warwick.ac.uk/fac/sci/statistics/uow-stats-250.gif" alt="University of Warwick - Dept of Statistics logo" border="0" /></p> </div> <div class="col-md-3"> <h2>Contact us</h2> <p>Tel: <a href="tel:+442476522290">+44 (0) 24 7652 2290</a><br />Department of Statistics<br />University of Warwick<br />Coventry <a href="https://warwick.ac.uk/fac/sci/statistics/general-information/" title="Statistics Department, University of Warwick, find us">CV4 7AL</a></p> </div> <div class="col-md-3"> <p><a href="https://rss.org.uk/membership/professional-development/accreditation-scheme/" title="Royal Statistical Society - Accreditation Scheme "><img src="https://warwick.ac.uk/fac/sci/statistics/logo-royal-society-of-statistics-accredited-university250.gif" border="0" alt="Royal Statistical Society - Accreditation Scheme logo" /></a></p> </div> <div class="col-md-3"> <p><a href="https://www.advance-he.ac.uk/equality-charters/athena-swan-charter/" title="Athena Swan Silver Award "><img src="https://warwick.ac.uk/fac/sci/statistics/logo-athena-swan-silver250.png" border="0" alt="Athena Swan logo" /></a></p> </div> </div> </div> </div> <div class="id7-app-footer"> <div class="id7-app-footer-content"> <div id="page-footer-elements" class="nofollow clearfix page-footer-elements"> Page contact: <a id="email-owner-link" href="/sitebuilder2/api/ajax/emailOwner.htm?page=%2Ffac%2Fsci%2Fstatistics%2Fresearch" class="no-print-expand" aria-controls="email-page-owner" title="Send an email to Paula Matthews" rel="nofollow">Paula Matthews</a> <br> Last revised: Thu 10 Oct 2024 </div> <div id="email-page-owner" class="hidden"> </div> <div class="id7-footer-utility"> <ul> <li id="powered-by-link"> Powered by <a href="https://warwick.ac.uk/sitebuilder" title="More information about SiteBuilder">Sitebuilder</a> </li> <li id="accessibility-link"><a href="https://warwick.ac.uk/accessibility" title="Accessibility information [0]" accesskey="0">Accessibility</a></li> <li id="cookies-link"><a href="http://warwick.ac.uk/cookies" title="Information about cookies">Cookies</a></li> <li id="copyright-link"><a href="http://warwick.ac.uk/copyright" title="Copyright Statement">© MMXXIV</a></li> <li id="modern-slavery-link"><a href="https://warwick.ac.uk/modernslavery">Modern Slavery Statement</a></li> <li id="privacy-link"><a href="http://warwick.ac.uk/privacy" title="Privacy notice">Privacy</a></li> <li id="terms-link"><a href="http://warwick.ac.uk/terms/general" title="Terms of use">Terms</a></li> </ul> </div> </div>  <div id="university-vacancies-link"> <a class="btn btn-info" href="https://warwick.ac.uk/vacancies">Work with us</a> </div> </div> </footer> </div> <div class="id7-right-border"></div> <aside id="cookie-banner"> <div class="container"> <h2>Let us know you agree to cookies</h2> <form id="cookiePreferenceForm" action="/sitebuilder2/user/cookiepreference?returnTo=%2Ffac%2Fsci%2Fstatistics%2Fresearch%2F" method="POST"> <div class="row"> <div class="col-sm-12 col-md-4"> <p class="cookie-description">We use cookies to give you the best online experience. 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