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
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 journal › Article
Privacy Considerations in Participatory Data Collection via Spatial Stackelberg Incentive Mechanisms
Koh, J. Y., Peters, G. W., Nevat, I. & Leong, D., 9 Jul 2020, In : Methodology and Computing in Applied Probability.Research output: Contribution to journal › Article
Open Access
File
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
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
Peters, Gareth W. (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
Scottish Financial Risk Academy (External organisation)
Gareth Peters (Chair)1 Jun 2017
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)1 Feb 2017 → 4 Feb 2017
Activity: Participating in or organising an event › Participation in workshop, seminar, course