{"id":8770,"date":"2021-12-08T11:30:09","date_gmt":"2021-12-08T10:30:09","guid":{"rendered":"https:\/\/www.uni.lu\/fr\/events\/inaugural-lecture-prof-mark-podolskij-new-developments-in-high-dimensional-statistics\/"},"modified":"2021-12-08T11:30:09","modified_gmt":"2021-12-08T10:30:09","slug":"inaugural-lecture-prof-mark-podolskij-new-developments-in-high-dimensional-statistics","status":"publish","type":"events","link":"https:\/\/www.uni.lu\/fr\/events\/inaugural-lecture-prof-mark-podolskij-new-developments-in-high-dimensional-statistics\/","title":{"rendered":"Inaugural lecture Prof. Mark Podolskij: New developments in high dimensional statistics"},"content":{"rendered":"<section class=\"wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\"><p>On Tuesday\u00a08 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 \u00ab\u00a0New developments in high dimensional statistics\u00a0\u00bb. The event will take place on Belval campus and is organised under Covid-Check.<\/p><p><strong>Presentation<\/strong><\/p><p>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.\u00a0<\/p><p><strong>About the speaker<\/strong><\/p><p>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 \u00ab\u00a0Statistical methods for high dimensional diffusions\u00a0\u00bb.<\/p><p><strong>Programme<\/strong><\/p><p><strong>11:00 Registration &#038; Covid-check<\/strong><\/p><p><strong>11:30 Welcome speeches<\/strong><\/p><p>Jean-Marc Schlenker, Dean, Faculty of Science, Technology and Medicine<\/p><p>Katalin Ligeti, Dean, Faculty of Law, Economics and Finance<\/p><p><strong>11:45 New developments in high dimensional statistics<\/strong><\/p><p>Mark Podolskij, Professor in financial mathematics<\/p><p><strong>12:45 Questions &#038; Answers<\/strong><\/p><p><strong>13:00 Lunch<\/strong><\/p><p>&#8212;<\/p><p><strong>Registration<\/strong><\/p><p>Registration is free but mandatory. Please register before 4 February 2022 via <a href=\"mailto:math-office@uni.lu\" target=\"_self\" title=\"\" rel=\"noopener\">math-office@uni.lu<\/a><\/p><\/div><\/section>","protected":false},"excerpt":{"rendered":"<p>On Tuesday\u00a08 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 \u00ab\u00a0New developments in high dimensional statistics\u00a0\u00bb. The event will take place on Belval campus and is organised under Covid-Check.<\/p>\n","protected":false},"author":0,"featured_media":8771,"parent":0,"menu_order":0,"comment_status":"open","ping_status":"closed","template":"","format":"standard","meta":{"featured_image_focal_point":[],"show_featured_caption":false,"ulux_newsletter_groups":"","uluxPostTitle":"","uluxPrePostTitle":"","_trash_the_other_posts":false,"_price":"","_stock":"","_tribe_ticket_header":"","_tribe_default_ticket_provider":"","_tribe_ticket_capacity":"0","_ticket_start_date":"","_ticket_end_date":"","_tribe_ticket_show_description":"","_tribe_ticket_show_not_going":false,"_tribe_ticket_use_global_stock":"","_tribe_ticket_global_stock_level":"","_global_stock_mode":"","_global_stock_cap":"","_tribe_rsvp_for_event":"","_tribe_ticket_going_count":"","_tribe_ticket_not_going_count":"","_tribe_tickets_list":"[]","_tribe_ticket_has_attendee_info_fields":false,"event_start_date":"2022-02-08 11:00:00","event_end_date":"2022-02-08 14:00:00","event_speaker_name":"Prof. Mark Podolskij","event_speaker_link":"","event_is_online":false,"event_location":"Belval campus, Maison du Savoir, room 3.370","event_street":"","event_location_link":"","event_zip_code":"","event_city":"","event_country":"LU"},"events-topic":[315],"events-type":[],"organisation":[61,101,25,226],"authorship":[],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v22.3 (Yoast SEO v22.3) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Inaugural lecture Prof. Mark Podolskij: New developments in high dimensional statistics - Universit\u00e9 du Luxembourg<\/title>\n<meta name=\"description\" content=\"On Tuesday\u00a08 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 &quot;New developments in high dimensional statistics&quot;. 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