[R-SIG-Finance] [WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project

[stefano iacus]

Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project

This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package.
 
Dates: 
March 27 (Tue)   9:15-12:15, 14:45-17:45
March 28 (Wed)  9:15-12:15, 14:45-17:45

Location:
Department of Economics, Business and Statistics
Via Conservatorio 7, 20122 Milan (ITALY)
2 Floor, Departmental Seminar Room

Invited speakers:

* Alessandro De Gregorio (University of Rome)
* Alexande Brouste (University of Le Mans, France)
* Yuta Koike (University of Tokyo, JST CREST)
* Emanuele Guidotti (University of Milan)
* Stefano M. Iacus (University of Milan)
* Lorenzo Mercuri (University of Milan)
* Hiroki Masuda (Kyushu University)
* Yuma Uehara (Institute of Statistical Mathematics)
* Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST)

The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package.

This workshop is supported by:
- Department of Economics, Business and Statistics, University of Milan
- CREST Japan Science and Technology Agency
- JSPS Grant-in-Aid for Scientific Research





-----------------------------------
Prof. Stefano M. Iacus, Ph.D.
Director of MEF - Master in Finance & Economics
http://www.mef.unimi.it
CEO/CTO/Co-Founder VOICES from the Blogs
http://www.voices-int.com

Department of Economics,
Management and Quantitative Methods
University of Milan
Via Conservatorio, 7
I-20123 Milan - Italy
Ph.: +39 02 50321 461
Fax: +39 02 50321 505
Twitter: @iacus
http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en
http://orcid.org/0000-0002-4884-0047

Master in Finance & Economics
http://www.mef.unimi.it
Twitter: @mefunimi
Facebook: http://www.facebook.com/mefunimi
Email and further information at: mef at unimi.it


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