Quantitative Risk Solutions Lab

National Institute of Environmenal Studies (NIES), Tskuba, Japan

Spatial and Temporal Heat Wave Modelling 

Advisors: Prof. Yamagata Y., Prof. Matsui T. and Dr. Gareth W. Peters

Mathematics, Blaise Pascal, France

Stable Process Characterizations 

Advisors:  Dr. Nourddine Azzaoui, Dr. Arnaud Guillin, Dr. Gareth W. Peters

University College London

Liquidity Resilience Models in Limit Order Books 

Advisors: Dr. Gareth W. Peters and Dr. Tomaso Aste

Now partner at CUMULIS hedge fund 

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Commonwealth Scientific and Industrial Research Organisation

Longevity Modelling and Mortality Models;

Advisors: Dr. Gareth W. Peters and Dr. Pavel Shevchenko

Now Quantitative Analyst Energy Hedge Fund.

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