Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

The hidden Markov model (HMM), a statistical model widely applied in machine learning, has proven effective in addressing various problems in ...

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 ...

This is a preview. Log in through your library . Abstract Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution ...

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This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...

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 ...

Penn Engineers have developed a mathematical "Rosetta Stone" that translates atomic and molecular movements into predictions ...

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 ...