Dr Alexander Shestopaloff
Senior Lecturer in Statistics
School of Mathematical Sciences
Queen Mary University of London
Research
Bayesian statistics, Network science, Quantitative finance, Empirical market microstructure, Online learning, High dimensional time series
Interests
My interests span the following areas. First, Bayesian statistics. I am interested in both the development of novel computational methods for Bayesian inference, including Bayesian online learning, and Bayesian modeling. Second, I am interested in the intersection of network science and statistics, in particular, designing statistical procedures to detect the presence of structures in networks. Third, I work on problems in quantitative finance, with a focus on empirical market microstructure. This involves using high-frequency, market by order, data to understand the dynamics of price formation on exchanges. Of particular interest to me here are live experiments conducted on accessible crypto exchanges such as Binance and Bybit.
Publications
Publications of specific relevance to the Centre for Probability, Statistics and Data Science
2025
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions Statistics and Computing,
Springer Nature vol. 35 (4)
04-06-2025A unifying framework for generalised Bayesian online learning in non-stationary environmentsDuran-Martin G Sanchez-Betancourt L Shestopaloff A
Transactions on Machine Learning Research 13-03-2025 Bayesian Partial Reduced-Rank RegressionPintado MF Iacopini M Rossini L Shestopaloff AY
Journal of Computational and Graphical Statistics,
Taylor & Francis vol. 34 (4), 1344-1355.
04-03-2025 Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor ModelsZhang Y Cucuringu M Shestopaloff AY Zohren S
Applied Mathematical Finance,
Taylor & Francis vol. 32 (2), 91-127.
04-03-2025 2024
Uncertainty Quantification in Bayesian Reduced-Rank Sparse RegressionsPintado MF Iacopini M Rossini L Shestopaloff AY
13-02-2024 The Good, the Bad, and Latency: Exploratory Trading on Bybit and BinanceAlbers J Cucuringu M Howison S Shestopaloff AY
,
Elsevier 01-01-2024 Empirical Study of Graph Spectra and Their LimitationsMiasnikof P Shestopaloff AY Bravo C Lawryshyn Y
Studies in Computational Intelligence. vol. 1141, 295-307.
01-01-2024 2023
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor ModelsZhang Y Cucuringu M Shestopaloff A
4th ACM International Conference on AI in Finance., 454-462.
25-11-2023 4th ACM International Conference on AI in Finance, ICAIF '23 01-11-2023 Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models 19-09-2023 Low-rank extended Kalman filtering for online learning of neural networks from streaming dataChang PG Durán-Martín G Shestopaloff AY Jones M Murphy K
30-05-2023 Statistical power, accuracy, reproducibility and robustness of a graph clusterability testMiasnikof P Shestopaloff AY Raigorodskii A
International Journal of Data Science and Analytics,
Springer Nature vol. 15 (4), 379-390.
16-04-2023 Statistical Network SimilarityMiasnikof P Shestopaloff AY Bravo C
Eleventh International Conference on Complex Networks and their Applications. vol. 1078, 325-336.
01-01-2023 LOW-RANK EXTENDED KALMAN FILTERING FOR ONLINE LEARNING OF NEURAL NETWORKS FROM STREAMING DATAChang PG Durán-Martín G Shestopaloff A
Proceedings of Machine Learning Research. vol. 232, 1025-1071.
01-01-2023 2022
Statistical network isomorphismMiasnikof P Shestopaloff AY Bravo C
In
Arxiv 21-06-2022 An empirical comparison of connectivity-based distances on a graph and their computational scalabilityMiasnikof P Shestopaloff AY Pitsoulis L
Journal of Complex Networks vol. 10 (1)
16-02-2022 2021
Fragmentation, Price Formation and Cross-Impact in Bitcoin MarketsAlbers J Cucuringu M Howison S Shestopaloff AY
Applied Mathematical Finance,
Taylor & Francis vol. 28 (5), 395-448.
03-09-2021 Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets In
Arxiv 22-08-2021 2020
Distances on a GraphMiasnikof P Shestopaloff AY Pitsoulis L Ponomarenko A Lawryshyn Y
Studies in Computational Intelligence. vol. 943, 189-199.
20-12-2020 A density-based statistical analysis of graph clustering algorithm performanceMiasnikof P Shestopaloff AY Bonner AJ Lawryshyn Y Pardalos PM
Journal of Complex Networks,
Oxford University Press (OUP) vol. 8 (3)
01-06-2020 Graph Distances and ClusteringMiasnikof P Shestopaloff AY Pitsoulis L Lawryshyn Y
In
Arxiv 06-04-2020 A Statistical Density-Based Analysis of Graph Clustering Algorithm PerformanceMiasnikof P Shestopaloff AY Bonner AJ Lawryshyn Y Pardalos PM
In
Arxiv 18-03-2020 A Statistical Test of Heterogeneous Subgraph Densities to Assess ClusterabilityMiasnikof P Prokhorenkova L Shestopaloff AY
International Conference on Learning and Intelligent Optimization. vol. 11968 LNCS, 17-29.
22-01-2020 2019
Replica conditional sequential monte carloShestopaloff AY
Proceedings of the 36th International Conference on Machine Learning. vol. 2019-June, 10098-10107.
13-05-2019 Replica Conditional Sequential Monte CarloShestopaloff AY Doucet A
In
Arxiv 13-05-2019 2018
Sampling latent states for high-dimensional non-linear state space models with the embedded HMM methodShestopaloff AY
Bayesian Analysis vol. 13 (3), 797-822.
01-09-2018 A statistical performance analysis of graph clustering algorithmsMiasnikof P Shestopaloff AY Bonner AJ
International Workshop on Algorithms and Models for the Web-Graph. vol. 10836 LNCS, 170-184.
30-05-2018 2015
Naive Bayes classifiers for verbal autopsies: Comparison to physician-based classification for 21,000 child and adult deathsMiasnikof P Giannakeas V Gomes M Aleksandrowicz L Shestopaloff AY Alam D
Bmc Medicine vol. 13 (1)
25-11-2015 Outlier-robust Kalman Filtering through Generalised BayesDuran-Martin G Altamirano M Shestopaloff A Sanchez-Betancourt L Knoblauch J Jones M Briol F-X Murphy K
International Conference on Machine Learning.
Grants
Grants of specific relevance to the Centre for Probability, Statistics and Data Science
Research Fellowship: Cross-sectional forecasting of high-dimensional time seriesAlexander Shestopaloff£112,358
Delphia Technologies Inc03-01-2023 - 02-07-2026
Research Group
Research Staff
PhD Students
- Liam Fahey
Temporal Knowledge Graph Extraction From Unstructured Text - Davies Luo
Bayesian Modelling and Inference of Financial Functional Time Series
Affiliates
News
September 2025
16 September 2025
Summer is typically a period where many conferences take place keeping academics busy. From organising events to giving talks to conferences, members of the Centre were active during the 2025 summer, presenting their research and networking with the UK and the international community.
Natasha Blitvic was an invited plenary speaker at ... [more]
