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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

 

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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 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
  • 1 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
  • 8 Downloads (Pure)

    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

  • Activities

    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

    Edinburgh Mathematical Society (External organisation)

    Gareth Peters (Chair)
    1 Jan 20181 Jan 2019

    Activity: MembershipMembership 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 20174 Feb 2017

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

    Institute of Operational Risk (External organisation)

    Gareth Peters (Chair)
    1 Jan 20171 Jan 2020

    Activity: MembershipMembership of network