[R-SIG-Finance] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement]

[stefano iacus]

YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process
25-28 June 2019, Brixen-Bressanone, Italy

This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package.

Who can benefit?
Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics, migration flow analysis, social network analysis, and more. 

Topics
The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes.

For detailed information see the course page at:  
https://yuimaproject.com/yss2019/ 

Registration closes on May 20th 2019!

PhD Students and PostDocs can attend for free. Limited availability. Access rule: FIFO.

NOTE: A parallel “Third YUIMA workshop”, invitation based, will also take place in the same days. Participants of YSS2019 can also attend for free in non-overlapping slots.





-----------------------------------
Prof. Stefano M. Iacus, Ph.D.

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


------------------------------------------------------------------------------------
Please don't send me Word or PowerPoint attachments if not 
absolutely necessary. See:
http://www.gnu.org/philosophy/no-word-attachments.html




	[[alternative HTML version deleted]]