Probability and stochastic processes

keywords: Environmental statistics, Bayesian Inference, Point processes, Entropy

keywords: design of experiments, randomization, Markov chains, adaptive designs, asymptotic inference

keywords: mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical systems in economics, credit risk, actuarial mathematics, economic growth models Read more

keywords: Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance

keywords: odds ratio, skewness, risk ratio, kurtosis, letter values, quantile, fuzzy logic

keywords: computational finance, cross-section models, linear models estimation, computational statistics

keywords: Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization

keywords: Stochastic differential equations, probabilistic models in biology and finance

keywords: Nonlinear ordinary differential equations, Economic Dynamics, Optimization, Hyperlliptic Integrals, Elliptic Integral, Nonlinear boundary value problems, Elliptic functions, Hypergeoemtric functions, Optimal Inventory, Mathematica Read more

keywords: copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives

keywords: Bayesian hierarchical models, Missing data and latent variables, MCMC, Hidden Markov model, Stochastic models and Stochastic differential equations (SDE), Statistical software development (R packages), Differential testing, Transcriptomics (bulk and single-cell RNA sequencing, and spatial transcriptomics), Proteomics, Single-cell fluorescence data (FISH and FACTS), Gene expression and alternative splicing Read more

keywords: Stochastic option pricing models, Derivative valuation, Stochastic time changes, Lévy processes and semimartingales

keywords: Sequential designs for comparative experiments, Statistical applications to clinical trials, Optimal design theory, Multipurpose designs, Computer experiments Read more