Quantitative Risk Solutions Lab
Prof. Gareth W. Peters
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
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).
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.
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
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)
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
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)
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
Now Lecturer University of Sydney
Fabio Dias (2016-2021)
Department of Statistical Sciences, University College London, UK
PhD Topic: Machine Learning Methods for Momentum Strategies.
(Complete with 3 journal papers)
PhD Advisors: Prof. Gareth Peters and Dr. Franz Kiraly
Now Lecturer Surrey University, UK
Marta Campi (2016-2021)
Department of Statistical Sciences, University College London, UK
PhD Topic: Non-Stationary Stochastic Processes and Basis Representations with Applications in Speech
(Completed with 3 journal papers)
PhD Advisors: Prof. Gareth Peters, Prof. Nourddine Azzaoui
Now Postdoc in Telecom Paris
Holly Brannelly (2018-2022)
Department of Mathematics, University College London, UK
PhD Topic: Quantile Stochastic Processes and Distortion Measure Pricing.
(Completed with 3 journal papers)
PhD Advisors: Prof. Andrea Macrina, Prof. Gareth W. Peters
Ioannis Chalkiadakis (2018-2021)
Department of Mathematics and Computer Science, Heriot-Watt, UK
PhD Topic: Statistical Machine Learning for Natural Language Processing