RICHARD VINTER, Imperial College London - Dept. of Electrical and Electronic Engineering
OPTIMAL CONTROL OF SYSTEMS WITH TIME DELAY
Monday, June 24 2013, at 14:00 precise
Politecnico di Milano, Dipartimento di Matematica - Aula Seminari VI piano | |
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BERND STURMFELS, University of California Berkeley
TROPICALIZATION OF CLASSICAL MODULI SPACES
Monday, June 17 2013, at 17:00
Università degli Studi di Milano, Dipartimento di Matematica, Via Saldini | |
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JÜRG FRÖHLICH, ETH Zürich
THE PROBLEM OF DYNAMICS IN QUANTUM THEORY
Monday, May 27 2013, at 16:30
Università di Milano, Dipartimento di Matematica, Via Saldini | |
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DANIEL HUYBRECHTS, Bonn University
CURVES AND CYCLES ON K3 SURFACES
Tuesday, May 21 2013, at 17:00 precise
Università Statale di Milano, Dipartimento di Matematica - Sala di Rappresentanza | |
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GIUSEPPE TOSCANI, Università di Pavia
ENTROPIE DI RENYI E COMPORTAMENTO ASINTOTICO DI EQUAZIONI DI DIFFUSIONE NON LINEARI
Monday, May 20 2013, at 15:00
Politecnico di Milano, Dipartimento di Matematica, Aula Seminari III piano | |
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JEAN JACOD, Université de Paris VI - Laboratoire de Probabilités
Estimation of volatility using high-frequency data: a review and some recent developments.
Tuesday, April 16 2013, at 14:00 precise
Politecnico di Milano, Dipartimento di Matematica - Aula Consiglio VII piano |
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Abstract
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Estimation of the integrated volatility (or, quadratic variation of the continuous martingale
part) of Itò semimartingales which are discretely observed at n points is a central topic in
financial statistics. In this talk I will give an overview of the topic, and also indicate some
of the recent developments, concerning the case where the underlying process has jumps.
The focus will be on efficient estimation procedures. |
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