L1L2 Ltd - Past Projects

[For an error monitoring and app stability management software firm:]

Various aspects of confidence interval estimation for distribution quantiles.

[For an investment manager specialising in energy markets:]


Various parametric, non-parametric and time series projects involving linear and non-linear (ARCH-type) time series modelling in one and multiple dimensions; residual-resampling and block-bootstrap simulators; offline and online change-point and anomaly detection; high-dimensional parameter testing; Markov chains: external covariates, seasonality, testing for homogeneity; CART; time-varying time series regressions, variable selection; constrained quantile adjustment; optimal transport.



[For a software firm specialising in capacity forecasting for the NHS:]


Designing, testing and providing advice regarding suitable time series forecasting methodologies under stationarity and non-stationarity.



[For an investment firm:]


Anomaly detection, trend estimation based on change-point detection methods.



[For TV production companies and a national broadcaster:]


Game show simulations (including probability elicitation) for the purpose of jackpot and prize structure planning.



[For a market-analytics consultancy:]


A short course on nonlinear canonical correlation analysis.



[For a business and marketing consultancy:]


Time series regressions with time-varying parameters. 



[For a consulting firm for the consumer product industry:]


A short course on time series analysis.



[For a travel technology company:]


Trend estimation for time series with uncertainty quantification.



[For a multinational technology company:]


Robust offline change-point detection.



[For a bioscience research institute:]


Nonlinear regression, bivariate quantiles and associated classification.



[For a university bioresource engineering department:]


Linear and nonlinear time series modelling advice.