Gareth Peters: visiting professor
Gareth Peters from Heriot-Watt University is visiting RiskLab from August to December 2017.
external page Gareth Peters is an expert in Bayesian modeling, statistical insurance, statistical finance and econometrics, Monte Carlo methods and sampling, algorithmic trading and high frequency finance, blockchain and virtual currencies.
In the fall semester 2017 he will teach the FIM Nachdiplom lecture
"Statistical Machine Learning Methods for Risk and Insurance".