Led by Dr. You Liang, the Computational Statistics lab conducts significant methodological and applied research with real-world applications. Contemporary statistics is heavily data-driven. Data structures are often complicated — data alone may not easily translate into usable information. Our lab focuses on how to properly collect, process and analyze deep data to extract valuable insights and generate practical solutions.
Unlike other areas of mathematics, our emphasis is given to comprehensive and reproducible computational or statistical research, including data-driven methodology and algorithms. Our work relies heavily on computation and coding (in R, Matlab, Python), knowledge of data science, and skill in communicating with domain experts.
Two current, major research projects include:
- Financial time series prediction: developing approaches to analyze the movement of financial data over successive time periods. Our findings have applications in portfolio optimization, algorithmic trading, options pricing, and demand and supply chain forecasting.
- Hyperspectral image data analysis: extracting data not simply from numbers but from images, with particular focus on biomedical images and proteomics data. Our lab is currently collaborating on this long-term project with researchers at the University of Toronto and St. Michael’s Hospital, with funding from the Canadian Space Agency, the Fields Institute, and the ALS Society of Canada and the Brain Canada Foundation.
To learn more about joining the group, email Dr. You Liang (you.liang@torontomu.ca).