Si avvisa che 

in data 12-06-2024, alle ore 14:00 precise

nell’aula Saleri, al sesto piano del Dipartimento di Matematica del Politecnico di Milano, 

si svolgerà il seguente seminario

Dr Alvaro Briz Redon, Universitat de València

Titolo: Some extensions and applications of self-exciting processes

Abstract: Self-exciting processes allow modeling the occurrence of events whose rate depends on the history of the process. In particular, the triggering function is the term that determines the contribution of each event to the conditional intensity of the process. In this talk, we show some applications of self-exciting processes where the triggering function has a main role. First, a self-exciting point process model with change points in the triggering function is used for analyzing an earthquake dataset. Second, a self-exciting Poisson model whose outcomes are used for clustering NBA players and teams in terms of their scoring dynamics.

Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente link

Tutti gli interessati sono cordialmente invitati a partecipare.

Un caro saluto,

Laura Sangalli