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.

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 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 journalArticle

ground motion

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
Time series
Nonparametric test
Forecast horizon

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 journalArticle

Time series
Electric sparks
Markov processes

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 journalArticle

Open Access
State space
Cohort effect

Copula-Based Interference Models for IoT Wireless Networks

Zheng, C., Egan, M., Clavier, L., Peters, G. W. & Gorce, J-M., 15 Jul 2019, 2019 IEEE International Conference on Communications (ICC). IEEE, 8761783. (IEEE International Conference on Communications (ICC)).

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

Open Access
Wireless networks
Network protocols
Impulse noise
Resource allocation
Telecommunication networks

Activities 2004 2018

Scottish Financial Enterprise (External organisation)

Gareth Peters (Chair)
1 Jan 20181 Jan 2020

Activity: MembershipMembership of committee

Edinburgh Mathematical Society (External organisation)

Gareth Peters (Chair)
1 Jan 20181 Jan 2019

Activity: MembershipMembership of network

Royal Statistical Society Member and Fellow (External organisation)

Gareth Peters (Chair)
1 Jan 20181 Jan 2019

Activity: MembershipMembership of network

Scottish Financial Risk Academy (External organisation)

Gareth Peters (Chair)
1 Jun 2017

Activity: MembershipMembership 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)
1 Feb 20174 Feb 2017

Activity: Participating in or organising an eventParticipation in workshop, seminar, course