This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...
Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...
We consider a stochastic model for the spread of an epidemic amongst a population split into m groups, in which infectives move among the groups and contact susceptibles at a rate which depends upon ...
This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...
When high-energy radiation interacts with water in living organisms, it generates particles and slow-moving electrons that ...
This is a preview. Log in through your library . Abstract This paper analyses the stochastic simulation of econometric models using three different methods for ...
Our research focus here employs probabilistic and analytic methods to explore complex random systems. At its core, the methods developed and utilized include a wide array of tools from stochastic ...
Abstract: The Potts model is defined on all possible colourings of vertices in q>1 possible values (q=2 corresponds to the Ising model). The distribution depends on the external parameter T>0 ...
This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...
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