LAST UPDATED: 01/08/2012 -

Please see new address at UCL Department of Statistics.



QRSLab Industry Partners and Research Projects


Computational Finance and Hedge Fund Algorithmic Trading

In collaboration with members of the research team at Boronia Managed Funds Pty Ltd. a series of different algorithmic trading, state-space modelling and time series modelling is undertaken in the context of applied finance and econometrics.

  • The first QRSLab and Boronia Managed Funds Ph.D. scholarship has been awarded to Ph.D. candidate and member of the laboratory - Kylie-Anne Richards.


Financial Risk Management

In collaboration with research scientists in the group for Quantitative Risk Management inside CMIS in CSIRO there are a sequence of research projects that are underway relating to Operational Risk and Basel II / Basel III, Solvency II, Non-Life Claims Reserving and Credit Risk Modelling.

  • QRSLab and QRM top-up scholarships: Joint Ph.D. top-up scholarships are available for suitable Australian Postgraduate Award recipients to work with the supervision of members of the QRSLab and the Quantitative Risk Management in CSIRO. Applications of interest can be made to the QRSLab through contacts.

Computational Finance and Econometrics

Development of novel methodology for sampling, integral estimation and filtering in stochastic models. Development of algorithms (Markov chain Monte Carlo MCMC, Adaptive MCMC, Trans-dimensional MCMC, Sequential Monte Carlo (SMC), non-linear filtering, Likelihood-free sampling methdology, Annealing and tempering, rare-event simulation).


Risk Management and Ecological Monitoring

In collaboration with research scientists in the group for Environmental Informatics inside CMIS in CSIRO there are a sequence of research projects that are underway relating to Environmental Monitoring, Mutli-species modelling and extinction risk assessment.
  • QRSLab and Ecological Environmental Informatics top-up scholarships: Joint Ph.D. top-up scholarships are available for suitable Australian Postgraduate Award recipients to work with the supervision of members of the QRSLab and the Environmental Informatives group in CMIS in CSIRO. Applications of interest can be made to the QRSLab through contacts.
    • Current projects on interest include.


Previous Industry Partners

A collaboration between