JSTOR Daily

Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations

Consider the situation when we have training data containing many time series having known group membership and testing data with unknown group membership. The goals are to find timescale features ...
JSTOR Daily

Stochastic integral representations and classification of sum- and max-infinitely divisible processes

Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and ...
lse

Stochastic Processes

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

Affine Processes and Stochastic Volatility Models

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 ...
lse

Stochastic Processes

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