Quantitative Risk Solutions Lab
Prof. Gareth W. Peters
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
Chen Yang: (2009)
Department of Statistics, UNSW, Australia.
MSc Topic: Extended Dynamic Operational Risk Modeling with Dependence
MSc Advisors: Dr. Gareth W. Peters
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
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
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
Kevin Adda: (2011)
Department of Statistics, UNSW, Australia.
MSc Topic: Estimation in Cointegrated Vector Autoregressive Models.
MSc Advisors: Dr. Gareth W. Peters
Aaron Blackwell: (2011)
Department of Statistics, UNSW, Australia.
MSc Topic: Dynamic Copula Models for Operational Risk
MSc Advisors: Dr. Gareth W. Peters
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
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
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