Peter Johnson, postdoc at IE – University of Copenhagen

05 February 2018

Peter Johnson, postdoc at IE

Newly employed

1 February 2018 Peter Johnson joined the Department of Mathematical Sciences as a postdoc working with Jesper Lund Pedersen on Non-linear optimal stopping problems. Peter will be associated with the Section for Insurance and Economics.

Peter JohnsonPeter took his PhD at the University of Manchester where he received an EPSRC Doctoral Prize Fellowship (from The Engineering and Physical Sciences Research Council). At Manchester, he worked with Prof. Goran Peskir on problems of optimal stopping in mathematical statistics including quickest change-point detection.

From his time in Manchester, he developed a strong interest in applying these optimal methods to real data with continuing industrial collaborations in with applications to sonar, global positioning, and radiation detection. Peter also has experience in signal processing techniques and tracking algorithms based on hidden Markov models.

Peter Johnson will participate in Jesper Lund Pedersen’s research project “Nonlinear quickest detection problems”. The project is funded by the VILLUM Foundation “for searching for mathematical solutions on an area, which today is considered to be out of reach”. If successful, it could help to improve the performance of atomic clocks, control satellites, land planes and detect earthquakes.

The problems involved in quickest detections arise from the need/desire to detect changes in observed data as quickly as possible after they occur in real time. These problems date back to the 1960s in the context of radar detection. Today quickest real-time detection is of great importance in many applied settings in engineering and the natural sciences - and a wide variety of other fields such as medicine and finance.

You can find Peter in office 04.3.04