Research output per year
Research output per year
Research output
Search results
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2018
Market Resilience
Danielsson, J., Panayi, E., Peters, G. & Zigrand, J-P., 11 May 2018, SSRN, 51 p.Research output: Working paper
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Mortality Models Incorporating Long Memory Improves Life Table Estimation: A Comprehensive Analysis
Yan, H., Peters, G. & Chan, J., 31 Mar 2018, SSRN, 122 p.Research output: Working paper
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Multivariate Long Memory Cohort Mortality Models
Yan, H., Peters, G. & Chan, J., 23 Apr 2018, SSRN, 25 p.Research output: Working paper
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Spatial Field Reconstruction of Non-Gaussian Random Fields: The Tukey G-and-H Random Process
Nagarajan, S. G., Peters, G. & Nevat, I., 27 Apr 2018, SSRN, 37 p.Research output: Working paper
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2017
Bayesian Inference for Dynamic Cointegration Models with Application to Soybean Crush Spread
Marówka, M., Peters, G., Kantas, N. & Bagnarosa, G., 1 May 2017, SSRN.Research output: Working paper
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Estimation of Cointegrated Spaces: A Numerical Case Study on Efficiency, Accuracy and Influence of the Model Noise
Marówka, M., Peters, G., Kantas, N. & Bagnarosa, G., 16 Feb 2017, SSRN, 28 p.Research output: Working paper
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Long Memory Models for Financial Time Series of Counts and Evidence of Systematic Market Participant Trading Behaviour Patterns in Futures on US Treasuries
Yan, H., Chan, J. & Peters, G., 4 May 2017, SSRN, 36 p.Research output: Working paper
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Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
Peters, G., Karimalis, E. & Kosmidis, I., 10 Apr 2017, Bank of England: Bank of England.Research output: Working paper
Open Access -
Statistical Machine Learning and Data Analytic Methods for Risk and Insurance
Peters, G., 2017, SSRN, 309 p.Research output: Working paper
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Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principle Components
Toczydlowska, D., Peters, G., Fung, S. M. C. & Shevchenko, P. V., 1 Jun 2017, SSRN, 92 p.Research output: Working paper
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Supplement to: 'Spectral Characterization of the Family α-Stable Processes that Generalize Gaussian Process Models.'
Azzaoui, N., Peters, G., Guillin, A. & Egan, M., 12 Jan 2017, SSRN, 42 p.Research output: Working paper
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Tutorial on General Quantile Time Series Constructions
Peters, G., 21 Oct 2017, SSRN, 33 p.Research output: Working paper
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2016
Overview of Emerging Blockchain Architectures and Platforms for Electronic Trading Exchanges
Peters, G. & Vishnia, G., 31 Aug 2016, SSRN.Research output: Working paper
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Part B: Evaluating Concordance Measures via a Tensor Approximation of Generalized Correlated Diffusions
Dalessandro, A. & Peters, G., 3 Oct 2016, SSRN, 29 p.Research output: Working paper
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Standardized Measurement Approach for Operational Risk: Pros and Cons
Peters, G., Shevchenko, P. V., Hassani, B. & Chapelle, A., 4 Jun 2016, SSRN, 18 p.Research output: Working paper
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Which Risk Factors Drive Oil Futures Price Curves? Speculation and Hedging in the Short and Long-Term
Ames, M., Bagnarosa, G., Peters, G., Shevchenko, P. V. & Matsui, T., 20 Sep 2016, SSRN, 29 p.Research output: Working paper
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2010
A Note on Target Distribution Ambiguity for Likelihood-Free Samplers (ABC)
Sisson, S., Peters, G., Briers, M. & Fan, Y., 28 May 2010, arXiv.Research output: Working paper
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2002
Sequential Monte Carlo Samplers
Peters, G., Doucet, A. & Del Moral, P., 1 Jan 2002, University of Cambridge Geotechnical and Environmental Research Group.Research output: Working paper