Seminarium, Matematisk statistik
Sö 1 oktober - Ti 31 oktober
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Seminarium, Matematisk statistik
måndag 2017-10-02, 15.15 - 16.15
Medverkande: Holger Drees
Plats: Seminarierummet F11, Institutionen för matematik, KTH, Lindstedtsvägen 22
2017-10-02T15:15:00.000+02:00 2017-10-02T16:15:00.000+02:00 Holger Drees: Analysis of the Extremal Dependence Structure of Time Series with Applications to Financial Modeling (Seminarium, Matematisk statistik) Seminarierummet F11, Institutionen för matematik, KTH, Lindstedtsvägen 22 (KTH, Stockholm, Sweden)Holger Drees: Analysis of the Extremal Dependence Structure of Time Series with Applications to Financial Modeling (Seminarium, Matematisk statistik) -
Seminarium, Matematisk statistik
onsdag 2017-10-04, 15.15 - 16.15
Medverkande: Abhishek Pal Majumder (SU)
Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University
2017-10-04T15:15:00.000+02:00 2017-10-04T16:15:00.000+02:00 Abhishek Pal Majumder: Long time asymptotics of some stochastic reaction networks (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Abhishek Pal Majumder: Long time asymptotics of some stochastic reaction networks (Seminarium, Matematisk statistik) -
Seminarium, Matematisk statistik
onsdag 2017-10-11, 15.15 - 16.15
Medverkande: Michael Höhle, Federal Institute for Quality Assurance and Transparency in Healthcare, Berlin & (SU)
Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University
2017-10-11T15:15:00.000+02:00 2017-10-11T16:15:00.000+02:00 Michael Höhle: Evaluating quality of care using time-to-event endpoints based on patient follow-up data (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Michael Höhle: Evaluating quality of care using time-to-event endpoints based on patient follow-up data (Seminarium, Matematisk statistik) -
Seminarium, Matematisk statistik
måndag 2017-10-16, 15.15
Medverkande: Peter Tankov, ParisTech
Plats: Seminarierummet F11, Institutionen för matematik, KTH, Lindstedtsvägen 22
2017-10-16T15:15:00.000+02:00 2017-10-16T15:15:00.000+02:00 Peter Tankov: Pricing and hedging in log-normal stochastic volatility models (Seminarium, Matematisk statistik) Seminarierummet F11, Institutionen för matematik, KTH, Lindstedtsvägen 22 (KTH, Stockholm, Sweden)Peter Tankov: Pricing and hedging in log-normal stochastic volatility models (Seminarium, Matematisk statistik) -
Seminarium, Matematisk statistik
onsdag 2017-10-18, 15.15
Medverkande: Johan Westerborn (KTH)
Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University
2017-10-18T15:15:00.000+02:00 2017-10-18T15:15:00.000+02:00 Johan Westerborn: On particle-based online smoothing and parameter inference in general state-space models (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Johan Westerborn: On particle-based online smoothing and parameter inference in general state-space models (Seminarium, Matematisk statistik) -
Seminarium, Matematisk statistik
onsdag 2017-10-25, 15.15 - 16.15
Medverkande: Daniel Mortlock (Imperial College London & Stockholm University)
Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University
2017-10-25T15:15:00.000+02:00 2017-10-25T16:15:00.000+02:00 Daniel Mortlock: BAYESIAN MODEL COMPARISON IN ASTRONOMY (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Daniel Mortlock: BAYESIAN MODEL COMPARISON IN ASTRONOMY (Seminarium, Matematisk statistik)