Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations

May 10, 2013 Aleksejus Kononovicius #General information #Stochastic models #financial markets #1/f noise #announcement #B. Kaulakys #CEV process #Bessel process #CIR process #VU MIF

Topic: "Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations"

Speaker: habil. dr. Bronislovas Kaulakys

When? 14th of May, 17:00.

Where? VU Faculty of Mathematics and Informatics (Naugarduko g. 24, Vilnius), 400 auditorium.

Organized by: Department of the Mathematical Analysis of the VU MIF.