Two Khalifa University mathematics researchers who recently published a study on the reliability of models for financial markets have been tapped to contribute to two of the world’s leading statistical societies.

Emilio Porcu, a theoretical statistician and data scientist, and Marcos López de Prado, professor of practice and the global head of Quantitative Research and Development at the Abu Dhabi Investment Authority, recently contributed to a high-level panel discussion on “Regression for Compositional Data in the Era of Data Science” for the Royal Statistical Society in London.

The topic is timely, as compositional data are increasingly central in modern applications involving complex, constrained and high-dimensional datasets.

Porcu and López de Prado have also been invited to review “Random Patterns and Structures in Spatial Data” by Radu S. Stoica for the American Statistical Association. The review should be published by the end of July.

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