Quantitative Risk Solutions Lab
Prof. Gareth W. Peters
Ph.D. Researchers
Completed in QRSLab
Alice Dong (2009-2015)
Department of Statistics, University of Sydney, Australia
PhD Topic: Statistical Modelling in Actuarial Science
PhD Advisors: Dr. Gareth W. Peters and Dr. Jenifer Chan
(Completed with 3 journal papers and 1 conference paper)
Now in Banking in Sydney, Australia
Shihao Yan (2012-2015)
Electrical Engineering, UNSW Australia
PhD Topic: Wireless Vehicular Networks and Signal Processing.
PhD Advisors: Dr. Robert Malaney, Dr. Gareth W. Peters and Dr. Ido Nevat
(Completed with 4 journal papers and 4 conference papers)
Now Lecturer in Australian National University.
Department of Statistical Sciences, University College London, UK
PhD Topic: Liquidity Resilience in High Frequency Finance and LOB Models.
PhD Advisors: Dr. Gareth W. Peters and Dr. Mark Harman
(Completed with 3 journal papers and 2 conference papers)
Now in partner in Hedge Fund - CUMULIS - London
AWARDED PhD with No Corrections Required! (A great achievement)
Business Analytics, University of Sydney, Australia
PhD Topic: Econometrics and Risk Management Dynamic Quantile Models.
PhD Advisors: Dr. Gareth W. Peters and Dr. Richard Gerlach
(Completed with 3 journal papers and 1 conference paper)
(Completed with 3 journal papers)
Awarded J.B. Douglas Price - Australian Statistical Society.
Department of Statistical Sciences, University College London, UK
PhD Topic: Monte Carlo Methods in Risk and Insurance.
PhD Advisors: Dr. Gareth W. Peters, Dr. Mario Wuthrich and Dr. Pavel Shevchenko
(Completed with 4 journal papers)
Now Lecturer in Think Tank in Rio Brazil - FGV
(FGV is ranked #1 think tank in Latin America and #18 Internationally).
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Ph.D. Researchers
Collaborated with QRSLab during PhD
Thi Le Thu Nguyen (2013-2014)
Department of Engineering, University of Lille, France
PhD Topic: Signal Processing and Sequential Monte Carlo Samplers.
PhD Collaborators: Dr. Gareth W. Peters and Dr. Francois Septier
(Completed with 1 journal papers and 2 conference papers)
Now in US in statistical consulting.
Emmanouli Karimalis (2014)
Cass Business School, London, UK
PhD Topic: Risk Management and Stress Testing Yield Curves.
PhD Collaborators: Dr. Gareth W. Peters and Dr. Ioannis Kosmidis
(Completed with 3 journal papers)
Now in CCP team Bank of England.
Peng-Fei Zhang (2014-2016)
Department of Sensors, AStar, Singapore
PhD Topic: Sensor Network Models and Spatial Gaussian Processes.
PhD Collaborators: Dr. Gareth W. Peters and Dr. Ido Nevat
(Completed with 4 journal papers and 2 conference papers)
Now in Oxford University as Post Doc.
Jing Yang Koh (2015-2017)
Sensor Networks Group, AStar, Singapore
PhD Topic: Network Privacy and Security Stochastic Models.
PhD Collaborators: Dr. Gareth W. Peters and Dr. Ido Nevat
(Completed with 3 journal papers and 1 conference paper)
Suiki Gao (2016-2020)
Agricultural Crop Insurance and Yield Modelling
PhD Topic: Agricultural Crop Insurance and Yield Modelling.
PhD Collaborators: Prof. Guillaume Bagnarosa and Prof. Gareth W. Peters
(Completed with 2 journal papers and 1 conference paper)
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