معرفی
Dr. Maria Kalli is a Senior Lecturer in Statistics at the Department of Mathematics, King's College London, since August 2021. Previously, she held the position of Senior Lecturer in Statistics at the University of Kent and worked as an investment banker at Goldman Sachs in New York. She holds a BSc in Econometrics and Mathematical Economics (LSE), an MBA in Financial Engineering (NYU Stern), an MSc in Mathematical Statistics (University of Michigan), and a PhD in Statistics (University of Kent). She is a Fulbright Scholar and Senior Fellow of the UK Higher Education Academy. Her research focuses on Bayesian Nonparametric Methods, Bayesian Regression, and Time Series Modelling in Macroeconomics and Finance, with applications in financial econometrics and high-dimensional data analysis. She serves as the PhD Admissions Tutor for the Statistics group.
Her work emphasizes methodological advances in Bayesian statistics, including MCMC techniques, shrinkage priors, and volatility models. Notable contributions include the development of Bayesian nonparametric vector autoregressive models and flexible dependence frameworks for financial time series. Recent research explores market liquidity effects and predictive distributions in financial markets.
- Education:
- BSc Econometrics and Mathematical Economics, London School of Economics
- MBA Financial Engineering, New York University Stern School of Business
- MSc Mathematical Statistics, University of Michigan
- PhD Statistics, University of Kent
Scientific Awards:
- Fulbright Scholar
- Senior Fellow of the UK Higher Education Academy
Advising & Grants: While specific grants are not detailed, her research has been supported through institutional funding and collaborative projects. She actively mentors PhD candidates in Bayesian statistical methodologies and time series analysis.
Labs/Teams: She contributes to King's Statistics group, focusing on time series analysis, Bayesian computation, and econometric modelling.
