20022020

Research output per year

If you made any changes in Pure these will be visible here soon.

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 Dive into the research topics where Gareth W. Peters is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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

Research Output

Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread

Marowka, M., Peters, G. W., Kantas, N. & Bagnarosa, G., Apr 2020, In : Journal of the Royal Statistical Society. Series C: Applied Statistics. 69, 2, p. 483-500 18 p.

Research output: Contribution to journalArticle

  • 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 journalArticle

  • 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 journalArticle

  • 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 journalArticle

    Open Access
    File
  • 10 Downloads (Pure)

    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 journalArticle

    Open Access
    File
  • 10 Downloads (Pure)

    Activities

    Edinburgh Mathematical Society (External organisation)

    Gareth Peters (Chair)
    1 Jan 20181 Jan 2019

    Activity: MembershipMembership of network

    Scottish Financial Enterprise (External organisation)

    Gareth Peters (Chair)
    1 Jan 20181 Jan 2020

    Activity: MembershipMembership of committee

    Royal Statistical Society Member and Fellow (External organisation)

    Gareth Peters (Chair)
    1 Jan 20181 Jan 2019

    Activity: MembershipMembership of network

    Institute of Operational Risk (External organisation)

    Gareth Peters (Chair)
    1 Jan 20171 Jan 2020

    Activity: MembershipMembership of network

    Scottish Financial Risk Academy (External organisation)

    Gareth Peters (Chair)
    1 Jun 2017

    Activity: MembershipMembership of external research organisation