May
June 2020

Seminar on Probability and Mathematical Statistics
How signatures affect expected return and volatility: a rough model under transaction cost
Speaker: Lưu Hoàng Đức (IMH-VAST and Max Planck Institute)

Seminar on Probability and Mathematical Statistics
Central and Non-central limit theorems for functionals of stationary Gaussian fields
Speaker: Pham Viet Hung

Seminar on Probability and Mathematical Statistics
Variational formulation for degenerate and nonlocal PDEs
Speaker: Asst. Prof. Dương Mạnh Hồng (Birmingham )

Seminar on Probability and Mathematical Statistics
Perfect simulation of Hawkes processes based on unconditional Kalikow (convex) decomposition
Speaker: Phí Tiến Cường (Nice-France)

May
June 2020
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