Piotr works as a Professor of Statistics in the Department of Statistics at the London School of Economics (0.6 FTE) and a Quantitative Strategist at Nanook Advisors LLP (0.4 FTE). He is a Chartered Statistician and an experienced statistical and data science consultant with a track record of adding business value. Much of his academic consultancy work is done through L1L2 Ltd, a limited company set up for this purpose. His past clients include quantitative market research firms, a hedge fund, an energy trading firm, TV production companies and an IT provider for the global travel industry.
Piotr is an experienced statistical programmer with particular expertise in R, but is also able to work in Python, C++ and Matlab. He has expertise in modern methods of machine learning such as deep learning and tree-based regression and classification. He was awarded the Guy Medal in Bronze by the Royal Statistical Society in 2013, and served as Editor of the Journal of the Royal Statistical Society Series B (2014-17).
As an academic statistical consultant, Piotr offers competitive pricing and has access to professional indemnity insurance through LSE Enterprise. He has considerable experience in explaining statistical concepts to non-expert audiences.
Services offered -
Statistics and data science consulting services in:
statistical modelling and simulation; time series analysis including time series forecasting; predictive analytics including predictive regression modelling; statistical computing in R; statistical learning and machine learning including deep learning; change-point detection; high-dimensional statistical inference and dimension reduction; quantitative finance.
Statistics and data science training courses in:
general statistics and machine learning, predictive regression modelling, deep learning with R and Keras, time series analysis including forecasting, basic and advanced R, statistics in finance. (Please contact me if you are interested in a course on a topic not listed here.)