Research Output per year
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
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Co Author Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output
Probabilistic routing in wireless networks with privacy guarantees
Koh, J. Y., Peters, G. W., Nevat, I. & Leong, D., 1 Feb 2020, In : Computer Communications. 151, p. 228-237 10 p.Research output: Contribution to journal › Article
Which risk factors drive oil futures price curves?
Ames, M., Bagnarosa, G., Matsui, T., Peters, G. W. & Shevchenko, P. V., Mar 2020, In : Energy Economics. 87, 104676.Research output: Contribution to journal › Article
An Advanced Estimation Algorithm for Ground-Motion Models with Spatial Correlation
Deyu, M., Huang, C., Peters, G. W. & Galasso, C., 1 Apr 2019, In : Bulletin of the Seismological Society of America. 109, 2, p. 541-566 26 p.Research output: Contribution to journal › Article
Open Access
File
A Non-parametric Test and Predictive Model for Signed Path Dependence
Dias, F. S. & Peters, G. W., 22 Oct 2019, In : Computational Economics. p. 1-38 38 p.Research output: Contribution to journal › Article
Open Access
File
Bayesian Cointegration with Linear State Space Models: a case study on the Soybean Crush Spread
Marowka, M., Peters, G. W., Kantas, N. & Bagnarossa, G., 21 Nov 2019, (Accepted/In press) In : Journal of the Royal Statistical Society Series C: Applied Statistics. 22 p.Research output: Contribution to journal › Article
Prizes
Academic Member of UCL Center for Blockchain Technology
Gareth Peters (Recipient), 1 Jan 2016
Prize: Appointment
Adjunct Honorary Professor University of New South Wales, Sydney, Australia
Gareth Peters (Recipient), 1 Jan 2017
Prize: Appointment
Affiliated Professor of Institute of Theoretical and Applied Geophysics, Peking University PKU (2016-2018)
Gareth Peters (Recipient), 1 Jan 2016
Prize: Appointment
Chair of the Sound Practice Guidance for Institute of Operational Risk
Gareth Peters (Recipient), 1 Jan 2017
Prize: Appointment
Economic and Capital Group Award: Commonwealth Bank of Australia
Gareth Peters (Recipient), 1 Dec 2006
Prize: Other distinction
Activities
Scottish Financial Enterprise (External organisation)
Gareth Peters (Chair)1 Jan 2018 → 1 Jan 2020
Activity: Membership › Membership of committee
Royal Statistical Society Member and Fellow (External organisation)
Gareth Peters (Chair)1 Jan 2018 → 1 Jan 2019
Activity: Membership › Membership of network
Edinburgh Mathematical Society (External organisation)
Gareth Peters (Chair)1 Jan 2018 → 1 Jan 2019
Activity: Membership › Membership of network
Organiser: Spatial Temporal Modelling Workshop (STM2017),5th ISM-UCL joint workshop on Spatial Temporal Modelling,Tokyo, Japan
Gareth Peters (Invited speaker)1 Feb 2017 → 4 Feb 2017
Activity: Participating in or organising an event › Participation in workshop, seminar, course
Institute of Operational Risk (External organisation)
Gareth Peters (Chair)1 Jan 2017 → 1 Jan 2020
Activity: Membership › Membership of network