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Collaborators
If you are interested in exploring a collaboration together - please just contact Prof. Gareth W. Peters (garethpeters@ucsb.edu) with a short research plan or some directions that you have particular interest to discuss and we can organise a time to discuss further.

Financial Risk, Insurance and Econometrics:

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  • Dr. Matthew Ames

  • Prof. Tomaso Aste

  • Dr. Guillaume Bagnarosa

  • Dr. Jennifer Chan

  • Prof. Ariane Chappelle

  • Dr. Wilson Chen

  • Dr. Boris Choy

  • Dr. Antonio Dalesandro 

  • Prof. Dimitrios Christopoulos

  • Dr. Antonio Dalessandro

  • Prof. Jon Danielsson

  • Dr. Simon Fung

  • Dr. Carmine Galasso

  • Prof. Richard Gerlach

  • Dr. Guido Germano

  • Dr. Bertrand Hassani

  • Prof. Nick Higham

  • Dr. Andrea Macrina

  • Prof. Christina Nikitopoulos

  • Dr. Eric Ofusu-hene

  • Dr. Efstathios Panayi

  • Dr. Even Sekeris

  • Prof. Georgy Sofronov

  • Prof. Pavel Shevchenko

  • Dr. Rodrigo Targino

  • Prof. Philip Treleavan

  • Dr. Dorota Toczydłowska 

  • Prof. Mario Wuthrich

  • Prof. J.P. Zigrand

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Stochastic Processes and Probability:

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  • Prof. Nourddine Azzaoui

  • Prof. Pierre Del Moral

  • Prof. Arnaud Doucet

  • Dr. Malcolm Egan

  • Prof. Arnaud Guillin

  • Dr. Ajay Jasra

  • Dr. Adam Johansen

  • Dr. Kostas Manolarakis

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Monte Carlo and Sampling:

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  • Dr. Mark Briers

  • Prof. Arnaud Doucet

  • Prof. Yanan Fan

  • Prof. Ajay Jasra

  • Prof. Adam Johansen

  • Prof. Robert Kohn

  • Prof. Fancois Septier

  • Prof. Scott Sisson

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Signal Processing / Sensor Networks & Spatial Statistics:

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  • Prof. Mike Chantler

  • Dr. Malcolm Egan

  • Prof. Rob Malaney

  • Prof. Tomoko Matsui

  • Prof. Kazahiro Minami

  • Dr. Daisuke Murakami

  • Dr. Ido Nevat

  • Prof. Francois Septier

  • Prof. Jinhong Yuan

  • Dr. Pengfei Zhang

In addition, the QRSLab is thankfull to the following groups, institutions, universities and collaborations for their ongoing research support and collaborations.

Institute of Statistical Mathematics (Tokyo, Japan)​.

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A long term collaboration and working group have been established with Prof. Tomoko Matsui spanning 4 international workshops (STM2016,STM2015, STM2014 and STM2013), numerous international visits, several research projects and associated research papers and 2 edited volumes with Springer and the Japanese Statistical Society. The collaboration has also invovled supervision of numerous MSc., PhD. and Postdoctoral researchers. The QRSLab is thankful for the support that ISM provides in developing this team.

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Commonwealth Scientific and Industrial Research Organisation (Australia).

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Numerous long term collaborations both existing and ongoing have been developed with teams thta form part of CSIRO. The main ones include Prof. Pavel Shevchenko's  (now Prof. at Maquarie University) research group, Prof. Keith Hayes research groups.  

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RiskLab in ETH (Zurich, Switzerland).

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A long term collaboation and working group have been established with Prof. Mario Wuthrich who has provide many years of great insight and specialist mathematical knowledge on Insurance modelling. This collaboration has yielded and continues to produce numerous papers, PhD student supervious, research meetings and discussions. The QRSLab is thankful for the support that Prof. Wuthrich and ETH provides in developing this team.

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University of Blaise Pascal Mathematics Department (France).

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A long term collaboation and working group have been established with Prof. Nourddine Azzaoui and Prof. Arnaud Guillin on characterization, estimation, simulation and the general study of new classes of Alpha-Stable stochastic processes. Prof. Azzaoui is a world expert in stable processes and his insight into these areas is invaluable. Several working projects, visits, research presentations, PhD and Postdoc supervisions and working collaborations (theoretical and practical) are emerging.

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Business School ESC Rennes (France).

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A long term collaboation and working group have been established with Prof. Guillaume Bagnarossa on financial econometrics, risk management, stochastic processes applied to finance, risk and insurance. This is very active collaboration with several ongoing projects, papers, PhD student supervisions, research presentations and visits.

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AStar (Singapore).

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A long term collaboation and working group have been established with Dr. Ido Nevat to study all aspects of sensor network, environmental modelling and spatial stochastic model estimation. This is a very active collaboration involving many research papers, ongoing research projects, Ph.D. and postdoc collaborations, presentations and workshops.

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Sydney University (Sydney, Australia).

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A long term collaboation and working group have been established with Prof. Jennifer Chan and Prof. Richard Gerlach to study financial econometrics, risk management and insurance. This is very active collaboration with several ongoing projects, papers, PhD student supervisions, research presentations and visits.

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National Institute of Informatics (Tskuba, Japan).

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A long term collaboation and working group have been established with Prof. Yoshiki Yamagata and Dr. Daisuke Murakami on spatial and temporal modelling of temperature heatwave and urban resilience. In addition, a working team on Green Bonds is established to study these emerging financial products from both an economics, financial, risk and environmental (monitoring, reporting, rating etc.) perspective.

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University of Lille (France).

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A long term collaboation and working group have been established with Prof. Francois Septier and Prof. Laurent Clavier to study spatial temporal processes in signal processing and wireless communications. In addition active collaborations on stable processes are also underway.

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Peking University (Beijing, China).

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A long term collaboation and working group have been established with Prof. Shiyong Zhou and his research team throughout China, to study earthquake modelling and catastrophe insurance. This is an ongoing collaboration with several PhD students, and projects.

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Systemic Risk Center, London School of Economics L.S.E. (UK).

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A long term collaboation and working group have been established with Prof. Jon Danielsson and Prof. J.P. Zigrand their research team in LSE on liquidity modelling.

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Oxford Mann Institute, Oxford University (UK).

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A long term collaboation and working group have been established with the OMI for research discussion and dissemination.

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This list is not complete - please contact if there is an oversight.

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