On Tuesday 8 February 2022, Professor Mark Podolskij who recently joined the University of Luxembourg as Professor in statistics, probability and mathematical finance will give his inaugural lecture about « New developments in high dimensional statistics ». The event will take place on Belval campus and is organised under Covid-Check.
Presentation
In his talk, Mark Podolskij will present the challenges in high dimensional statistics and some new developments in the field. After the presentation of the main concepts and mathematical problems, he will focus on recent high dimensional theory for stochastic processes. Applications in finance will be discussed.
About the speaker
Mark Podolskij is a full professor in financial mathematics at the departments of mathematics and finance. He has obtained his PhD in 2006 at the University of Bochum and held professor positions at the University of Heidelberg (2010-2014) and University of Aarhus (2014-2020). His research is focusing on statistical and probabilistic analysis of stochastic processes with applications to finance and physics. He currently holds an ERC Consolidator Grant « Statistical methods for high dimensional diffusions ».
Programme
11:00 Registration & Covid-check
11:30 Welcome speeches
Jean-Marc Schlenker, Dean, Faculty of Science, Technology and Medicine
Katalin Ligeti, Dean, Faculty of Law, Economics and Finance
11:45 New developments in high dimensional statistics
Mark Podolskij, Professor in financial mathematics
12:45 Questions & Answers
13:00 Lunch
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Registration
Registration is free but mandatory. Please register before 4 February 2022 via math-office@uni.lu