Ali Habibnia

PhD Candidate in Statistics & Graduate Teaching Assistant

Researcher @ LSE Systemic Risk Centre & LSE Time Series Analysis Group




           Department of Statistics
      London School of  Economics
           Houghton Street
           London, WC2A 2AE
           United Kingdom


           Phone:       +44 (0)7737842985

           Email:         A.Habibnia (at)





Current research:   A Nonlinear Factor Models for Forecasting Financial Returns with Many Predictors.

                                   Econometric Modeling of Connectedness in Financial Markets and Systemic Risk.

                                   (sponsored by the Economic and Social Research Council and the LSE Systemic Risk Centre )

Research interests

  • Time Series Econometrics
  • Financial Forecasting
  • Statistical Machine Learning
  • High Dimensional Statistics
  • Economic Networks


Office Hour: Tuesday 2:30-3:30pm at CATS (TW1 U11 Centre for the Analysis of Time Series)

Class Teaching:

2014 - 2015: ST304 (Time Series and Forecasting), ST211 (Applied Regression)

2013 - 2014: ST102 (Elementary Statistical Theory), ST211 (Applied Regression), ST304 (Time Series and Forecasting)

2012 - 2013: ST107 (Quantitative Methods)



  • A Matlab Quick Review: pdf


             Time & Location: Sep 2014 @ LSE, Nonlinear time series analysis - thresholding and beyond: a conference in honour of  Professor Howell Tong.

             Time & Location: 27 Mar 2013 at 9:30am @ Lancaster University 36th Conference in Probability, Statistics.

             Time & Location: 31 Oct 2012 at 17:00 - 18:00 @ LSE Time Series Reading Group.

             Time & Location: 7 Jan 2013 at 8:00 - 17:00 @ IRAN - Fifth Conference on Development of Financing System in Iran


© London School of Economics and Political Science 2012