Marble Surface

Ph.D. Researchers  Completed in QRSLab (Primary Supervisor)

Alice Dong (2009-2015)  

Department of Statistics, University of Sydney, Australia

PhD Topic: Statistical Modelling in Actuarial Science

(Completed with 3 journal papers and 1 conference paper)

PhD Advisors: Dr. Gareth W. Peters and Dr. Jenifer Chan

Now in Banking in Sydney, Australia

Kylie-Anne Richards (2010-2017)

Department of Statistics, University of New South Wales, Australia

PhD Topic: Modelling the Dynamics of the Limit Order Book in Financial Markets.

(Completed with 3 journal papers)

PhD Advisors: Prof. William Dunsmui and Prof. Gareth W. Peters 

Now lecturer Business School in University of Technology Sydney UTS

Anna Zaremba (2012-2019)

Department of Statistical Sciences, University College London, UK

PhD Topic: Causality Measures in Multivariate Processes.


(Completed with 3 journal papers)

PhD Advisors: Prof. Gareth W. Peters 

Now works in finance in London

Shihao Yan (2012-2015)  

Electrical Engineering, UNSW Australia

PhD Topic: Wireless Vehicular Networks and Signal Processing.


(Completed with 4 journal papers and 4 conference papers)

PhD Advisors: Dr. Robert Malaney, Dr. Gareth W. Peters and Dr. Ido Nevat

Now Lecturer in Australian National University.

Rodrigo Targino (2012-2016) 

Department of Statistical Sciences, University College London, UK

PhD Topic: Monte Carlo Methods in Risk and Insurance.


(Completed with 4 journal papers)

PhD Advisors: Dr. Gareth W. Peters, Dr. Mario Wuthrich and Dr. Pavel Shevchenko

Now Lecturer in Think Tank in Rio Brazil - FGV
(FGV is ranked #1 think tank in Latin America and #18 Internationally).

Mattew Ames (2012-2016)  

Department of Statistical Sciences, University College London, UK

PhD Topic: Currency and Commodity Modelling.


(Completed with 4 journal papers and 1 conference paper)

PhD Advisors: Dr. Gareth W. Peters, Dr. Guillaume Bagnarossa and Dr. Ioannis Kosmidis

Now Lecturer in Institute of Statistical Mathematics

Antonio Dalessandro (2013-2018)

Department of Statistical Sciences, University College London, UK

PhD Topic: Functional Copulas.




(Completed with 4 journal papers)

PhD Advisors: Prof. Gareth W. Peters 

Now Santander Bank

Efstathios Panayi (2014-2017)

Department of Statistical Sciences, University College London, UK

PhD Topic: Liquidity Resilience in High Frequency Finance and LOB Models.


(Completed with 3 journal papers and 2 conference papers)

PhD Advisors: Dr. Gareth W. Peters and Dr. Mark Harman

Now in partner in Hedge Fund - CUMULIS - London
AWARDED PhD with No Corrections Required! (A great achievement)

Kevin Hongxuan Yan  (2014-2018)  

Department of Statistics, Sydney University, Australia

PhD Topic: Generalised linear Gegenbauer long memory models for time series of counts with financial and insurance applications.


(Completed with 4 journal papers)

PhD Advisors: Dr. Jennifer Chan and Prof. Gareth W. Peters 

Now in Chinese Academy of Science

Wilson Chen (2014-2016)  

Business Analytics, University of Sydney, Australia

PhD Topic: Econometrics and Risk Management Dynamic Quantile Models.


(Completed with 3 journal papers and 1 conference paper)
(Completed with 3 journal papers)

PhD Advisors: Dr. Gareth W. Peters and Dr. Richard Gerlach

Awarded J.B. Douglas Price - Australian Statistical Society.

Dorota Toczydlowska  (2014-2018)  

Department of Statistical Sciences, University College London, UK

PhD Topic: Machine Learning Developments in Dependency Modelling and Feature Extraction.


(Completed with 4 journal papers and 1 conference paper)

PhD Advisors: Prof. Gareth W. Peters 

Now Postdoc in UTS Sydney

Maciek Marowka (2015-2019)

Department of Statistical Sciences, University College London, UK and Imperial College London.

PhD Topic: Cointegration in State Space Modelling.
 


(Completed with 3 journal papers)

PhD Advisors: Prof. Gareth W. Peters, Dr. Nick Kantas, Dr. Guilluame Bagnarosa