Marble Surface

Masters Researchers  Completed in QRSLab

Jonathan Abbott: (2008-2009)

Department of Statistics, UNSW, Australia. 

MSc Topic: Modelling Compound Processes 

MSc Advisors: Dr. Gareth W. Peters 

Blaise Standish: (2009)  

Department of Statistics, UNSW, Australia. 

MScTopic: Modelling Execution  Strategies for Algorithmic Trading via MDP's 




MSc Advisors: Dr. Gareth W. Peters and Dr. David Oliver

 Marc Piggott: (2009)

Department of Statistics, UNSW, Australia. 

MSc Topic: Modelling and Dynamics State Space


MSc Advisors: Dr. Gareth W. Peters and Dr. Ido Nevat

Chen Yang: (2009)

Department of Statistics, UNSW, Australia. 

MSc Topic: Extended Dynamic Operational Risk Modeling with Dependence 


MSc Advisors: Dr. Gareth W. Peters 

Tran Huy: (2010)  

Department of Statistics, UNSW, Australia. 

MSc Topic: Numerical Simulation for S.D.E.'s  and Commodities


MSc Advisors: Dr. Gareth W. Peters 

Aaron Byrnes: (2010)

Department of Statistics, UNSW, Australia. 

MSc Topic: Copulas and Compound Sums with Assessment of Impact of Insurance  



MSc Advisors: Dr. Gareth W. Peters 

Chong Han: (2010-2011)

Department of Statistics, UNSW, Australia. 

MSc Topic:  Gaussian Process Modelling in State Space Models for Wireless Communications 




MSc Advisors: Dr. Gareth W. Peters and Dr. Ido Nevat 

Aaron Blackwell: (2011)

Department of Statistics, UNSW, Australia. 

MSc Topic:  Dynamic Copula Models for Operational Risk 



MSc Advisors: Dr. Gareth W. Peters 

Kevin Adda: (2011)

Department of Statistics, UNSW, Australia. 

MSc Topic:  Estimation in Cointegrated Vector Autoregressive Models. 



MSc Advisors: Dr. Gareth W. Peters  

Shamin Kinathil: (2011)

Department of Statistics, UNSW, Australia. 

MSc Topic: Non-Linear Filtering for Non-Stationary Multivariate Cointegration Models 



MSc Advisors: Dr. Gareth W. Peters 

Tatsuya Komatsu: (2014-2015)

Department of Engineering, Nagoya University 

MSc Topic:  Signal Processing and Acoustics



 

MSc Advisors: Dr. Gareth W. Peters and Dr. Tomoko Matsui 

Liu Yu: (2014)

Department of Statistical Science, University College London, UK

MSc Topic:  Higher Order Panjer Recursions for Loss Reserving in Insurance and Risk 




MSc Advisors: Dr. Gareth W. Peters  

Vivien Ziting Zhou: (2015)

Department of Statistical Science, University College London, UK

MSc Topic:  Yield Curve Models and Dynamic Filtering and Estimation 



MSc Advisors: Dr. Gareth W. Peters  

Dr. Jonathan Cox

Department of Statistical Science, University College London, UK

MSc Topic:  Dynamic Cointegration models, Wishart Processes and Particle Markov chain Monte Carlo



MSc Advisors: Dr. Gareth W. Peters  

Min Fanjiang: (2016)  

Department of Statistical Science, University College London, UK

MSc Topic:  EU-CO2 Carbon Spot and Future Market Multifactor S.D.E. Commodity Models 



MSc Advisors: Dr. Gareth W. Peters  

ChelseaHuang Yinfanzi : (2016)  

Department of Statistical Science, University College London, UK

MSc Topic:  Dynamic Portfolio Allocation Methods in Green Bonds and Corporate Bonds 



MSc Advisors: Dr. Gareth W. Peters  

Vita Wu Tong: (2016)

Department of Statistical Science, University College London, UK

MSc Topic:  Dynamic Nelson Siegal Models for Green Bond Yield Curves and Spread Premium Analysis 



MSc Advisors: Dr. Gareth W. Peters  

Vincent Zhining Wang: (2017)  

Department of Statistical Science, University College London, UK

MSc Topic:  Green Bonds Spread Models 


MSc Advisors: Dr. Gareth W. Peters  

Gabriella Kwolek: (2017)  

Department of Statistical Science, University College London, UK

MSc Topic:  Topological Feature Extraction Methods for Claims Reserving



MSc Advisors: Dr. Gareth W. Peters  

Lauren Hughes: (2020-2021)

Department of Actuarial Mathematics and Statistics, Heriot-Watt, UK

MSc Topic: Bayesian Isotonic Regression Models

MSc Advisors: Prof. Gareth W. Peters & AWE UK