19

Ago

2022
Seminários

ON SOME CALIBRATION PROBLEMS IN MATHEMATICAL FINANCE AND EPIDEMIOLOGY

Horário
13h00
Local
Via Zoom

Sobre o Evento

Mathematical Finance Modeling generally uses complex mathematical tools from Stochastic Processes, Partial Differential Equations, and Numerical Analysis. The COVID-19 pandemic drove the scientific community’s attention to the problem of providing realistic epidemiological scenarios, as they are crucial for decision-making and public resource allocation.  This led to the design of epidemiological models also relying on sophisticated mathematical and computational tools. In both cases, calibrating such models can be challenging due to several reasons, such as the number of unknowns, the presence of noise in the data, and the model accuracy. We shall present some techniques to address these issues and their potential connection with Bayesian Inference, Neural Networks, and Model Selection.

Apoiadores / Parceiros / Patrocinadores

Palestrantes

Vinicius Albani

Vinicius Albani is an Assistant Professor at the Federal University of Santa Catarina, Brazil. He was a visiting professor at the Faculty of Mathematics of the University of Vienna, Austria, and a postdoctoral researcher at IMPA. He obtained his PhD from IMPA, Rio de Janeiro in 2012, his M. Sc. from IMPA in 2008, and his B.Sc. from the Federal University of Rio de Janeiro in 2006. His main research interests are Regularization of Inverse Problems, Parameter Estimation Techniques, and Mathematical Modeling.

Local

Seminário Via Zoom

Link: https://fgv-br.zoom.us/j/97290956202

Meeting ID: 972 9095 6202

Information: emap@fgv.br – 3799-5917

Endereço

Link: https://fgv-br.zoom.us/j/97290956202

Meeting ID: 972 9095 6202

Information: emap@fgv.br – 3799-5917