Items where Author is "Peters, Gareth W."

Item Type No Grouping

Generative-discriminative machine learning models for high-frequency financial regime classification. (2025) Koukorinis, Andreas and Peters, Gareth W. and Germano, Guido picture_as_pdf

Designating market maker behaviour in limit order book markets. Panayi, Efstathios and Peters, Gareth W. and Danielsson, Jon and Zigrandd, Jean-Pierre picture_as_pdf

Financial big data solutions for state space panel regression in interest rate dynamics. Toczydlowska, Dorota and Peters, Gareth W.

Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Ames, Matthew and Bagnarosa, Guillaume and Peters, Gareth W. and Shevchenko, Pavel V.