Ali Habibnia

PhD Candidate in Statistics & Graduate Teaching Assistant

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




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


           Phone:       +44 (0)7737842985

           Email:         A.Habibnia (at)



Current research:  Forecasting Using Many Predictors with Neural Network Factor Models,

                                 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

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


Office Hour: Thursday 11:30-12:30  at CATS (TW1 U11 Centre for the Analysis of Time Series)

Class Teaching:

2014 - 2015: ST304 (Time Series and Forecasting)

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

2012 - 2013: ST107 (Quantitative Methods)



             Time & Location: 30 Apr 2014 at 9:30am @ the University of Nottingham 37th Conference in Probability, Statistics.

             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