Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project

This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package.

Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45

Location: Department of Economics, Business and Statistics Via Conservatorio 7, 20122 Milan (ITALY) 2 Floor, Departmental Seminar Room

Invited speakers:

* Alessandro De Gregorio (University of Rome) * Alexande Brouste (University of Le Mans, France) * Yuta Koike (University of Tokyo, JST CREST) * Emanuele Guidotti (University of Milan) * Stefano M. Iacus (University of Milan) * Lorenzo Mercuri (University of Milan) * Hiroki Masuda (Kyushu University) * Yuma Uehara (Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST)

The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package.

This workshop is supported by: - Department of Economics, Business and Statistics, University of Milan - CREST Japan Science and Technology Agency - JSPS Grant-in-Aid for Scientific Research

----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com

Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047

Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef@unimi.it

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