News

Stochastic portfolio theory is now firmly placed as one of the most exciting areas in modern mathematical economics and finance. Models and ideas from the field have branched out in several directions in mathematical finance and beyond, such as particle systems, queueing theory, stochastic analysis, and optimal transport, to name a few....

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2015 Minghui Yu Memorial Conference April 18, 2015

The Minghui Yu Memorial Conference will be held on Saturday, April 18. Registration is free but requested for planning purposes. Register here.

Schedule and Program here....

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The theme of this workshop is Risk, Insurance, and Robustness. Applications to climate are given special emphasis. The workshop is a follow up of the Climate, Risk and Statistics workshop we organized during winter.   This workshop is sponsored by the Department of Statistics. We also acknowledge support from the Department of Industrial Engineering and Operations Research, the Center for Management of Systemic Risk, and the Center for Financial and Business Analytics.   It features as speakers:   Hansjoerg Albrecher Paul Embrechts Stephane Loisel Erwan Koch   Date: Monday, April 13....

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Andrew Gelman:  Statistician of the Year (2014-2015), awarded by the Chicago Chapter of the American Statistical Association

Professor Andrew Gelman:  Statistician of the Year (2014-2015), awarded by the Chicago Chapter of the American Statistical Association

Andrew Gelman is one of the leading quantitative researchers at the intersection of social science and statistics. He received his undergraduate degrees in math and physics at MIT, and his PhD in statistics from Harvard, and is currently a professor of statistics and political science at Columbia University, having also taught at Berkeley, Chicago, and Harvard....

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John P. Cunningham:  Alfred P. Sloan Fellowship

Professor John P. Cunningham, a Columbia University researcher working at the intersection of statistics, machine learning and neuroscience, has received a 2015 Sloan Research Fellowship. An assistant professor of statistics, Cunningham is also affiliated with the Data Science Institute, the Grossman Center for the Statistics of Mind and the Zuckerman Institute....

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Tomoyuki Ichiba, 2009 PhD from the Statistics Department and recipient of the SIAM Prize for Young Researchers for the study of Stochastic Portfolio Theory.

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8 Million Rats for 8 Million New Yorkers? Data Suggest a City Legend Is Flawed

For some years, statistics have suggested that New York City was getting safer, cleaner and more expensive. Now there are numbers that suggest the city may not be home to as many rats as New Yorkers might have thought — or liked to boast about to visitors.

Jonathan Auerbach, a 26-year-old statistician studying for a doctorate at Columbia University, recently won a competition sponsored by the 180-year-old Royal Statistical Society of London....

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Jonathan Lyle Auerbach (PhD Candidate) appeared on CUNY TV

last summer the city devoted more than $600,000 to the “war on rats.” This came with the statistic that there are twice as many rats as New Yorkers. But is that so? Our guest, Jonathan Lyle Auerbach says not so. He won the Young Statisticians Writing Competition of 2014 for using city open data to recount the rats.”...

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