Workshop on computational methods for jump processes.
---------------------------------------------------------------------
CRiSM (Center for Research in Statistical Methodology) will host a workshop on computational methods for jump processes at Warwick University, UK, from 7th to 9th of July 2014.
The aim of this workshop is to highlight the recent advances in the estimation and the simulation of jump diffusions. The most recent achievements in inference of jump diffusions will be considered, such as series approximation, perfect simulation algorithms, sequential Monte Carlo methods and spectral based simulation methods.
The plenary speakers are:
Yacine Aït-Sahalia (Princeton University),
Zhiyi Chi (University of Connecticut),
Jean Jacod (Université Paris VI),
Pierre Del Moral (University of New South Wales),
Arturo Kohatsu-Higa (Ritsumeikan University),
Per Mykland (University of Chicago),
Gareth Roberts (University of Warwick),
Neil Shephard (Harvard University),
Peter Tankov (Université Paris VII).
Registration and abstract submission for posters and talks is now open until January 31st 2014. Please find further details on the workshop webpage:
http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/jumps/
Note that fundings for junior researchers (a maximum of two years of experience since completion of Ph.D.) will be available.
You may leave the list at any time by sending the command
SIGNOFF allstat
to [log in to unmask], leaving the subject line blank.
|