LAST UPDATED: 01/08/2012 -

Please see new address at UCL Department of Statistics.

  • OPEN PROJECT: Multi Factor Commodity Model Calibration  -
    • Supervisors: Prof. William Dunsmuir, Dr. Gareth Peters, Dr. Pavel Shevchenko (CSIRO). 

Ph.D. (Current Students)

  • Kyle-Anne Richards (2011+)  Limit Order Book Dynamics - Statistics: University of NSW (UNSW)
    • Supervisors: Prof. William Dunsmuir and Dr. Gareth Peters.
    • Recipient of the QRSLab Boronia Managed Funds PhD Scholarship.
  • Alice Xiaodan Dong, (2009+) Actuarial Claims Reserving statistical models  - Statistics: University of Sydney (UniSyd)
    • Supervisors: Dr. Jennifer Chan and Dr. Gareth Peters. 
  • Ni Ding , (2012+) Game Theoretic Results for Wireless Communications Cognitive Radio  - Electical Engineering: University of NSW (UNSW)
    • Supervisors: Prof. Jinhong Yuan, Dr. Ido Nevat and Dr. Gareth Peters.
  • Shihao Yan, (2012+)  Statistical Location Verification for Cognitive Networks  - Electical Engineering: University of NSW (UNSW)
    • Supervisors: Prof. Rob Melaney, Dr. Ido Nevat and Dr. Gareth Peters. 
  • Gordana Popovic, (2012+) Multivariate Stochastic Count Processes  - Statistics: University of New South Wales (UNSW)
    • Supervisors: Dr. Gareth Peters, Prof. William Dunsmuir, Dr. Keith Hayes (CSIRO) and Dr. Geoff Hosack (CSIRO). 
  • Matthew Aimes, (2012+) Stochastic Models for High Frequency Trading  - Statistics: University College London (UCL)
    • Supervisors: Dr. Gareth Peters, Prof. TBA. 
  • Paul Veerhuis, (2012+) Conventional and Unconventional Monetary Policy and Basel III Liquidity Modelling  - Statistics: University of New South Wales (UNSW)
    • Supervisors: Prof. Pavel Shevchenko. Dr. Gareth Peters. 
  • Rodrigo Targino, (2012+) TBD - Statistics: University College London
  • Bertrand Nortier, (2012+) TBD  - Statistics: University of Oxford
      • Supervisors: Prof. Arnaud Doucet, Dr. Gareth Peters

MSc. (Current Students)


  • Roy Wilson, (2011+) Multi-species modelling. (MSc. Candidate Semester 2)
    • Supervisors: Dr. Gareth Peters, Dr. Ido Nevat, Dr. Keith Hayes and Dr. Geoff Hossack.

Honors (Current Students)


Summer Vacation Students (Current Students)


Internships and Practicum Exchance Students.

  • Kevin Adda, (2011 - completed) Estimation in Cointegrated Vector Autoregression Models.
    • Visiting Practicum Exchange Student from Ecole-Central Paris.
    • Supervisor: Dr. Gareth Peters

Past Students of QRSLab

  • Paul Verhuis, (2011+) Unconventional Monetary Policy in Australian during the Global Financial Crisis. (MSc. - Statistics)
    • Supervisor: Dr. Gareth Peters
  • Chong Han, (2010+) Gaussian Process modelling in state space models for Wireless Communications, (honors - Electrical Engineering) 
    • Supervisor: Dr. Gareth Peters and Dr. Ido Nevat
  • Shamin Kinathil, (2011) Nonlinear Filtering for Non-Stationary Multivariate Cointegration Models, (MSc.) 
    • Supervisor: Dr. Gareth Peters
  • Aaron Blackwell, (2011) Dynamic Copula Models for Operational Risk (Summer Project)
    • Supervisor: Dr. Gareth Peters
  • Blaise Standish, (2010) Modelling Execution Strategies for Algorithmic Trading via MDP's (MSc.)
    • Supervisor: Dr. Gareth Peters and Dr. David Oliver.
  • Chen Yang, (2009) Extended Dynamic Operational Risk Modelling with Dependence (frequency and severity). (honors) 
    • Supervisor: Dr. Gareth Peters and Dr. David Oliver.
  • Aaron Byrnes, (2010) Copulas and Compound Sums with Assessment of the Impact of Insurance. (honors)
    • Supervisor: Dr. Gareth Peters
  • Tran Huy, (2010) Numerical Simulation Techniques for SDE Models in Finance. (MSc.)
    • Supervisor: Dr. Gareth Peters
  • Marc Piggott, (2009) Filtering in linear / non-linear state space models in the prescence of heavy tailed noise. (Summer Project).
    • Supervisor: Dr. Gareth Peters and Dr. Ido Nevat.
  • Michael Abbott, (2008/2009) Compound Processes, Correlation and Copulas. (Summer Project).
    • Supervisor: Dr. Gareth Peters and Dr. Scott Sisson.




.