| Research Project | Progress First Draft (% complete) |
| Alpha Stable Processes - with S. Sisson, Y. Fan | 70% |
| Filtering in Commodities - with P. Shevchenko, M. Briers | 20% |
| Simulation demonstrations for ABC
methodology - G Peters, S. Sisson and Y. Fan |
90% |
| Trans-Dimensional signal processing models | 60% |
| Dynamic Operational Risk Modelling - with P. Shevchenko, M. Wuerthrich | 90% |
| Grinham
Managed Funds (Hedge Fund Sydney) - CoIntegration models |
25% |
| Smoothly
Mixing Regressions - G. Peters, R. Kohn |
5% |
| Model
Selection for Insurance Models - G. Peters, P Shevchenko, M Wuerthrich,
R. Kohn. |
|
| ABC Methodology - G. Peters, S. Sisson and Y. Fan. | 60% |