Agricultural Finance, Green Finance and Urban Finance
Farming and Crop Insurance
Smart City and Urban Analytics Finance
Bayesian Modelling and Sampling Methodology
Hierarchical Bayesian Models
Prior Ellicitation Methods
Monte Carlo Methods:
Sequential Monte Carlo
Markov Chain Monte Carlo
Approximate Bayesian Computation
The agenda of this laboratory is to produce innovative and cutting edge statistical solutions to modelling in applied Financial risk and Insurance.
We focus on innovative and emerging areas of high impact to research, regulators, industry and practitioners that require research level academic developments both of a fundamental nature and a practical quantitative nature.
This laboratory is specifically interested in modelling applied numerical and methodological financial risk problems of signficance in the financial industry and regulators - as such it aims to develop strategic partnership of a research nature with industry.
Big data analytics in risk and insurance is an emerging field that is covered in many reserach themes in this laboratory
The QRSLab is a collective of many different research skills and expertise in multidisciplinary working group.
IF YOU ARE INTERESTED IN COLLABORATION OPPORTUNITIES WITH THE QRSLab ON RESEARCH PROJECTS or honours, MSc., Ph.D. or Post doctoral opportunities - see contact information .
Dr. Gareth W. Peters (FIOR, YAS-RSE)
PhD. Statistics, MSc. (Research Cambridge),
BSc. (hons 1st), BEng (hons 1st) Uni. Melb.
Current Research Affiliations
Elected Fellow of the Young Academy of Scotland - Royal Society of Edinburgh (YAS-RSE).
Elected Fellow of the Institute of Operational Risk Professionals.
Visiting Fellow and Theme Leader for Insurance in Alan Turing Institute.
Honorary Prof. of Statistics at University College London, 2018+
Core Member of Edinburgh University Centre for Statistics.
Affiliated Prof. of Statistics in University of New South Wales Australia 2015+
Affiliate Member of Systemic Risk Center, London School of Economics 2014+
Affiliate Member of Oxford Mann Institute, Oxford University (OMI) 2013+
Honorary Prof. of Statistics in University of Sydney Australia 2018+
Honorary Prof. of Statistics in Maquarie University, Australia 2018+
Visiting Prof. in Institute of Statistical Mathematics, Tokyo, Japan 2009-2018+