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Miniworkshop Stochastic Analysis: December 8th 2022

Location

Science Park 107 Amsterdam (University of Amsterdam), room F3.20

Note: you can access the building via a temporary entrance at the back, i.e., on north-west side (there is a container with a temporary reception desk). If you cannot find the entrance send an email to s.g.cox@uva.nl.

Speakers & schedule

10:00-10:45 Christa Cuchiero Signature methods in stochastic portfolio theory
10:45-11:15 Dennis Schroers Estimation of the volatility process of SPDE
11:15-12:00 Barbara Rüdiger The Boltzmann process
12:00-13:15 lunch break
13:15-13:45 Jian He A Kalman particle filter for online parameter estimation with applications to affine models
13:45-14:30 Fred Espen Benth Energy systems: optimal installation of renewable production

Organisers and Registration

The workshop is being organised by Sonja Cox and Asma Khedher, any questions regarding the workshop may be directed to Sonja Cox (s.g.cox@uva.nl). Registration is not necessary.

Sponsor

The workshop is supported by the Wetenschappelijke Onderzoeksgemeenschap FWO-Vlaanderen ModSimFIE. FWO-WOG