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Inaugural lecture Prof. Mark Podolskij: New developments in high dimensional statistics

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Conférencier : Prof. Mark Podolskij
Date de l'événement : mardi 08 février 2022 11:00 - 14:00
Lieu : Belval campus, Maison du Savoir, room 3.370

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

Mark Podolskij