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Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
(December 28–29, 2015, Steklov mathematical institute, Moscow)

Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»

Conference poster

Organizers
Shiryaev Albert Nikolaevich
Kabanov Yurii Mikhailovich
Muravlev Alexey Anatol'evich
Zhitlukhin Mikhail Valentinovich

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow


Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics», Moscow, December 28–29, 2015

December 28, 2015
1. Opening
A. N. Shiryaev
December 28, 2015 09:00, Moscow, Steklov mathematical institute
A. N. Shiryaev
  
2. Asymptotic optimality in Bayesian quickest changepoint detection revisited
A. Tartakovsky
December 28, 2015 09:30, Moscow, Steklov mathematical institute
A. Tartakovsky
  
3. Sequential estimation of Gaussian random walk first-passage time from correlated observations
M. Burnashev
December 28, 2015 10:15, Moscow, Steklov mathematical institute
M. Burnashev
  
4. On misspecification in regularity and properties of estimators
Yu. Kutoyants
December 28, 2015 11:15, Moscow, Steklov mathematical institute
Yu. Kutoyants
  
5. The $\epsilon$-complexity of continuous maps and some its Applications
B. S. Darhovsky
December 28, 2015 12:00, Moscow, Steklov mathematical institute
B. S. Darhovsky
  
6. Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
A. Polunchenko
December 28, 2015 14:00, Moscow, Steklov mathematical institute
A. Polunchenko
  
7. Some aspects of systemic risk
Yu. Kabanov
December 28, 2015 14:45, Moscow, Steklov mathematical institute
Yu. Kabanov
  
8. Financial models in actuarial mathematics
V. Novikov
December 28, 2015 15:45, Moscow, Steklov mathematical institute
V. Novikov
  

December 29, 2015
9. Conditional expectations and the pouring of water from full cups to empty ones
I. Sonin, S. A. Molchanov
December 29, 2015 09:30, Moscow, Steklov mathematical institute
I. Sonin, S. A. Molchanov
  
10. On pathwise approach to optimal switching problems
Yu. Hinz
December 29, 2015 10:15, Moscow, Steklov mathematical institute
Yu. Hinz
  
11. Best-choice game with incomplete information
V. Mazalov
December 29, 2015 12:00, Moscow, Steklov mathematical institute
V. Mazalov
  
12. On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic
N. Kordzakhia
December 29, 2015 12:00, Moscow, Steklov mathematical institute
N. Kordzakhia
 
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