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 2002 2019
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
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
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
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Fung, M. C., Peters, G. W. & Shevchenko, P. V., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 109-144 36 p.Research output: Contribution to journal › Article
Copula-Based Interference Models for IoT Wireless Networks
Zheng, C., Egan, M., Clavier, L., Peters, G. W. & Gorce, J-M., 15 Jul 2019, ICC 2019 - 2019 IEEE International Conference on Communications (ICC). IEEE, 8761783. (IEEE International Conference on Communications (ICC)).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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 2004 2018
Scottish Financial Enterprise (External organisation)
Gareth Peters (Chair)Activity: Membership › Membership of committee
Royal Statistical Society Member and Fellow (External organisation)
Gareth Peters (Chair)Activity: Membership › Membership of network
Edinburgh Mathematical Society (External organisation)
Gareth Peters (Chair)Activity: Membership › Membership of network
Scottish Financial Risk Academy (External organisation)
Gareth Peters (Chair)Activity: Membership › Membership of external research organisation
Organiser: Spatial Temporal Modelling Workshop (STM2017),5th ISM-UCL joint workshop on Spatial Temporal Modelling,Tokyo, Japan
Gareth Peters (Invited speaker)Activity: Participating in or organising an event › Participation in workshop, seminar, course