[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.