Head of Division

Professor of mathematical statistics

Excellent Teaching Practitioner (ETP)

• The Fourier Method for Valuation of Options under Parameter and State Uncertainty paper has now appeared in Journal of Derivatives
• Our Temporal hierarchies with autocorrelation for load forecasting paper has appeared in the European Journal of Operational Research
• Our Multi-period portfolio selection with drawdown control paper written by Peter Nystrup, Stephen Boyd, myself and Henrik Madsen has now appered in the Annals of Operations Research
• The Journal of Portfolio management paper Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets has featured in a Practical Applications report.
  
• The BenchOp paper (LUP) is currently listed as one of the 20 most read papers of the International Journal of Computer Mathematics as well as being one of the 20 most read papers in Taylor & Frances journals on computational mathematics in 2015

Erik Lindström received the M.Sc. Eng. Phys. degree in 2000, the B.Sc. and M.Sc. in Econ & Business in 2000 and 2001 as well as the Ph.D. degree in Mathematical Statistics in 2004, all from Lund University. He was appointed Docent in 2012 and ETP (Excellent Teaching Practitioner) in 2013 and is from 2016 full professor at the Centre for Mathematical Sciences at Lund University.

He is also the assistant Director for the Program on Industrial Engineering and Managements (swe: biträdande programledare för civilingenjörsprogrammet i Industriell ekonomi) from May 2016 and onwards.

Erik is the director from the statistical consulting service aim at the Science faculty, offering free short term assistance and co-funded assistance for large research project. Please follow the link for more information

His research interests include financial mathematics, energy finance and related questions about the stabilility of the power system, statistical theory and testing as well as development of algorithms for parameter estimation in continuous time processes, typically discretely observed diffusion processes. Some of that research in touched upon in his recent (2015) book, Statistics for Finance.

Dr Lindström does not offer any internships. Any open position will be announced trought the main LU open positions site.

 Current and recent Post docs. and PhD students

• Josef Höök (Post Doc)
• Sidi Mohamed Aly (Post Doc)
• Carl Åkerlindh (PhD Student)
• Peter Nystrup (PhD Student)

 Current and recent Teaching

• Financial Statistics (lp2, 2019). MSc level
• Non-linear time series @ DTU (lp1+lp2, 2019) MSc/PhD level
• Statistical inference for partially observed stochastic processes (lp3) PhD level (fall 2017)