10 citations · 10 across the 6 of their papers we have counts for
8 papers
Understanding Modern Banking Ledgers through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money
Gareth William Peters, Efstathios Panayi
In this chapter we provide an overview of the concept of blockchain technology and its potential to disrupt the world of banking through facilitating global money remittance, smart…
Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective
Gareth W. Peters, Efstathios Panayi, Ariane Chapelle
The internet era has generated a requirement for low cost, anonymous and rapidly verifiable transactions to be used for online barter, and fast settling money have emerged as a con…
Designating market maker behaviour in Limit Order Book markets
Efstathios Panayi, Gareth W. Peters, Jon Danielsson +1
Financial exchanges provide incentives for limit order book (LOB) liquidity provision to certain market participants, termed designated market makers or designated sponsors. While…
SMC-ABC methods for the estimation of stochastic simulation models of the limit order book
Gareth W. Peters, Efstathios Panayi, Francois Septier
In this paper we consider classes of models that have been recently developed for quantitative finance that involve modelling a highly complex multivariate, multi-attribute stochas…
Stochastic simulation framework for the Limit Order Book using liquidity motivated agents
Efstathios Panayi, Gareth Peters
In this paper we develop a new form of agent-based model for limit order books based on heterogeneous trading agents, whose motivations are liquidity driven. These agents are abstr…
Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective
Gareth W. Peters, Ariane Chapelle, Efstathios Panayi
We develop the first basic Operational Risk perspective on key risk management issues associated with the development of new forms of electronic currency in the real economy. In pa…