L1L2 Ltd - Past Projects

[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.