14-17 May: Ana Lopez will be giving a keynote talk on ‘Developing adaptation strategies under uncertainty: An example from the water sector' at the IWA World Congress on Water, Climate and Energy.
15 May: CATS is hosting a Hurricane Symposium at LSE to discuss questions relating to the construction, evaluation and use of hurricane forecasts on seasonal scales.
17-18 May: Leonard Smith is giving an invited talk entitled ‘Extreme Modelling, Extreme theories, Extreme Statistics and the understanding of Rare, Unusual, or Extreme Events’ at the Aggregation, inference and rare events in the natural and socio-economic sciences research workshop at the University of Warwick, 17 - 18 May 2012.
22-23 May: CATS is holding a 2-day workshop on ‘Uncertainty Quantification, Risk and Decision-making’ here at LSE. Some places are still available if you wish to attend.
23 May: At the end of the UQ workshop we will be hosting a reception and book launch of Professor Arthur Petersen’s ‘Simulating Nature: A Philosophical Study of Computer-Simulation Uncertainties and Their Role in Climate Science and Policy Advice’ (2nd edition). If you wish to attend, please email Lyn Grove.
30 May: Roman Frigg will be giving a talk called ‘Die Kurzsichtigkeit Chaotischer Modelle’ (The Miopia of chaotic models') at the University of Bern in Switzerland.
1 June: Reason Machete, a Visiting Fellow to CATS, will be giving a talk entitled 'Inflation forecasting: Approaching the calibration mirage|' at the Bank of England.
9 June: Roman Frigg will be giving a keynote talk on ‘Clouds over Climate Modelling’ at the Bristol Graduate Conference on Philosophy and Climate Changeat the University of Bristol.
24-27 June: Leonard Smith will be a featured speaker at the 32nd Annual International Symposium on Forecasting in Boston. His talk is entitled ‘Predictability and Insight: Contrasting the achievable aims of forecasting in weather-like cases and climate-like cases'.
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J Ellepola, N Thijssena, J Grievink, A Avhijeet & J van Schijndel (2012) 'Development of a synthesis tool for GasToLiquid complexes' in Computers and Chemical Engineering Journal
A Lopez (2012) ‘Regional Implications’ in C Booth, F Hammond, J Lamond & D Proverbs (eds) Solutions to Climate Change Challenges in the Built Environment London: Wiley-Blackwell
A Lopez (2012) ‘Chapter 1: Understanding Flood Hazard’ in A Jha, R Bloch & J Lamond (eds) Cities and Flooding: A Guide to Integrated Urban Flood Risk Management for the 21st Century A World Bank Report, Washington D.C
T Maynard & N Ranger (2012) ‘What role for 'Long-term Insurance' in Adaptation? An analysis of the prospects for and pricing of multi-year insurance contracts’ in The Geneva Papers on Risk and Insurance - Issues and Practice
A Petersen (2012) Simulating Nature: A Philosophical Study of Computer-Simulation Uncertainties and Their Role in Climate Science and Policy Advice Chapman & Hall CRC
D J Rowlands, D J Frame, D Ackerley, T Aina, B B B Booth, C Christensen, M Collins, N Faull, C E Forest, B S Grandey, E Gryspeerdt, E J Highwood, W J Ingram, S Knight, A Lopez, N Massey, F McNamara, N Meinshausen, C Piani, S M Rosier, B M Sanderson, L A Smith, D A Stone, M Thurston, K Yamazaki, Y Hiro Yamazaki & M R Allen (2012) ‘Broad range of 2050 warming from an observationally constrained large climate model ensemble’ in Nature Geoscience Issue 5: 256-260
S Suminski, A Lopez, J Birkmann & T Welle (2012) ‘Current knowledge on relevant methodologies and data requirements as well as lessons learned and gaps identified at different levels, in assessing the risk of loss and damage associated with the adverse effects of climate change’ UNFCCC Technical Report
S Surminski (2012) ‘The role of insurance risk transfer in encouraging climate investment in developing countries’ in Vinales (ed) Harnessing Foreign Investments for Environmental Protection Cambridge: Cambridge University Press
H Visser & A C Petersen (2011) ‘Inferences on weather extremes and weather-related disasters: a review of statistical methods’in Clim. Past Discuss
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Each issue one researcher will contribute a short update on their recent research progress.
This quarter Emma Suckling, Research Assistant at CATS, tells us about her latest research activities:
"Over the last month or so I have continued work on several pieces of research that I hope to submit for publication over the coming weeks. Firstly, some work related to the EQUIP project that I am funded on, which involves assessing the performance of decadal hindcasts from GCMs and contrasting with that of a statistical model we have developed, called dynamic climatology. I have found that my statistical model performs as well as, and often better than the GCMs over lead times of 1-10 years for global mean temperature and smaller spatial scales. Secondly, I have been drafting a paper on some work I have done using our gradient descent approach to assimilate Lagrangian data into the point-vortex model (which is a useful toy system that represents many different types of dynamical system). I have found that the gradient descent method is able to successfully assimilate Lagrangian tracer data when both full or partial observations of the system are available, including in cases where other methods fail. Finally, I have been involved in some work with Trevor Maynard to look at the properties of scoring rules with the aim of finding a set of skill scores that lead to robust measures of performance for forecast evaluation.
I have presented all three of these pieces of work at the EGU conference in April (2 oral presentations and 1 poster). In particular my talk 'Do quantitative decadal forecasts from GCMs provide decision-relevant skill?' received solicited status, meaning the session organisers thought it was worth a listen! Earlier on in the month I also attended an EQUIP post-doc meeting in Exeter."
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H Du & L Smith ‘Improvement in Full Probability Forecasting at Seasonal Lead-times’ Quarterly Journal of the Royal Meteorological Society
P M Barrieu & M W Fehr ‘Integrated EUA and CER price modelling and application for spread option pricing’ Operations Research
P M Barrieu & S Tobelem ‘A new methodology for asset allocation under model risk’ Quantitative Finance
P M Barrieu & F Giammarino ‘Indifference pricing with uncertainty averse preferences’ Journal of Mathematical Economics
P M Barrieu & S Tobelem ‘Non-linear mixture of asset return models’ Risk
P M Barrieu & B Sinclair Desgagne ‘Economic Policy when Models Disagree’ Journal of the European Economic Association
P M Barrieu & H Louberge ‘Reinsurance and securitisation in life insurance risk management’ Insurance: Mathematics and Economics
P M Barrieu , N Bellamy & E Buckwar ‘Sensitivity of Stochastic Delay Differential Equations with respect to the time lag’ Statistics and Probability Letters
P M Barrieu & N El Karoui ‘Monotone stability of quadratic semimartinglaes with applications to general unbounded quadratic BSDEs’ Annals of Probability
P M Barrieu & H Louberge ‘Reinsurance and securitisation in life insurance risk management’ Insurance: Mathematics and Economics
P M Barrieu & D Cummins ‘Innovations in insurance markets: hybrid and securitized risk-transfer solutions’ The Handbook of Insurance
A Lopez, L Smith & E Suckling ‘Pattern scaled climate change scenarios: are these useful for adaptation?’ WCAS
L Smith, E Tredger, D Stainforth & A Lopez ‘On the Relevance of Model Averages for Science-Based Policy’ Geophysical Research Letters
N Ranger & S Surminski ‘A preliminary assessment of the impact of climate change on non-life insurance demand in the BRICS economies’ International Journal of Disaster Risk Reduction
S Hallerberg, J Broecker, H Kantz & L Smith ‘Predicting failures of point forecasts’ Nonlinear Process in Geophysics
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CATS will be relocating to Tower 1 in the week commencing 11 June. Lyn will be in touch with more detailed information for those involved in the move.
Congratulations to CATS Visiting Fellow, Reason Machete and his partner Oabona, whose baby girl Motlatsi Ipeleng was born on 2 April.
Congratulations also to Joe Daron and Daniel Hawellek who both passed their PhD vivas with minor correction.
Co-Director of CATS, Pauline Barrieu, is now an associate editor for a new journal called International Journal of Financial Studies, and has been asked to continue her role as associate editor for Stochastic Processes and their Applications.
Ed Wheatcroft has been awarded a prize of £100 for his research poster ‘Using shadowing ratios to evaluate data assimilation techniques’ at the annual LSE Statistics PhD Presentation Event.
Henry Wynn has been part of a successful bid to the EC FP7 ‘Smart Cities’ call. The project is entitled ‘Combined Efficient Large Scale Integrated Urban Systems (CELSIUS)’, and is a multi-partner project led by the City of Gothenburg. Besides LSE, London partners include Imperial College, Greater London Authority, UK Power Networks and Islington Council. It is hoped the project will start in the autumn this year.
Finally, a warm welcome to CATS' new Administrative Assistant, Rosie Tilson-Smith!
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