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Personal profile

Research interests

Statistical Modelling for Risk and Insurance;

Operational Risk Modelling

Machine Learning Methodology and Applications in Risk and Insurance

Econometrics and Financial Computing;

Statistical Methodology in Monte Carlo Samplers;

Time series and State-Space Modelling;

Spatial Statistics;

Stochastic Processes and Applications

 

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Sensor networks Engineering & Materials Science
Markov processes Engineering & Materials Science
Fading channels Engineering & Materials Science
Rician Fading Mathematics
Sensors Engineering & Materials Science
Sequential Monte Carlo Mathematics
Heterogeneous networks Engineering & Materials Science
Vehicular Ad Hoc Networks Mathematics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2002 2018

Advancing Ground Motion Characterization for Post-Event Loss Assessment

Peters, G., Ming, D., Galasso, C. & Huang, C., Jun 2018

Research output: Contribution to conferencePaper

A feature-ranking framework for IoT device classification

Desai, B. A., Divakaran, D. M., Nevat, I., Peters, G. W. & Gurusamy, M., 8 Nov 2018, (Accepted/In press) 11th International Conference on COMmunication Systems & NETworkS (COMSNETS 2019). IEEE

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach

Fung, S. M. C., Peters, G. W. & Shevchenko, P. V., 13 Apr 2018, (Accepted/In press) In : Annals of Actuarial Science.

Research output: Contribution to journalArticle

Designating market maker behaviour in limit order book markets

Panayi, E., Peters, G. W., Danielsson, J. & Zigrand, J-P., Jan 2018, In : Econometrics and Statistics. 5, p. 20-44

Research output: Contribution to journalArticle

Open Access
File

Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance

Georgescu, D. I., Higham, N. J. & Peters, G. W., 14 Mar 2018, In : Royal Society Open Science. 5, 3, 172348

Research output: Contribution to journalArticle

Open Access
File
Matrix Completion Problem
Correlation Matrix
Risk Management
Explicit Solution
Insurance

Activities 2004 2018

Edinburgh Mathematical Society (External organisation)

Peters, G. W. (Chair)
1 Jan 20181 Jan 2019

Activity: MembershipMembership of network

Royal Statistical Society Member and Fellow (External organisation)

Peters, G. W. (Chair)
1 Jan 20181 Jan 2019

Activity: MembershipMembership of network

Scottish Financial Enterprise (External organisation)

Peters, G. W. (Chair)
1 Jan 20181 Jan 2020

Activity: MembershipMembership of committee

Institute of Operational Risk (External organisation)

Peters, G. W. (Chair)
1 Jan 20171 Jan 2020

Activity: MembershipMembership of network

Scottish Financial Risk Academy (External organisation)

Peters, G. W. (Chair)
1 Jun 2017

Activity: MembershipMembership of external research organisation