29/09/2018
2nd Conferencia Internacional en Procesos Estocasticos, Fenomenos Aleatorios y sus Aplicaciones - CIPEFA 2018
Inscripciones, cronograma e información general en: https://fieecs.uni.edu.pe/cipefa/
Conferencias:
C1: “Modelling of Large Insurance Claims and Occurrence Data”
Dipak K. Dey, Ph. D., University of Connecticut – USA.
C2: “Monotone Single-Index Models for Highly Skewed Response”
Debajyoti Sinha, Ph. D., Florida State University – USA.
C3: “Scaling limit for the full coalescing time on transitive graphs”
Joel Beltran, Ph. D., Pontificia Univesidad Católica del Perú – Peru.
C4: “An Empirical Application of a Stochastic Volatility Model with GH Skew Student t-Distribution to the Volatility of Latin-American Stock Returns”.
Gabriel Rodríguez, Ph. D., Pontificia Univesidad Católica del Perú – Peru.
C5: “A robust extension to Nelson Siegel yield curve: an application to the U.S. Term Structure of Interest Rates”
William Lima Leão, Ph. D., Federal University of Rio de Janeiro – Brasil
C6:“A Class of Survival Models for Lifetime Data with a Surviving Fraction in Presence of Unobserved Dependence”.
Vicente Garibay Cancho, Ph. D., University of São Paulo – Brazil.
C7: “A local large deviation principle for birth-death processes”
Artem Logachev, Ph. D., Novosibirsk State University, Russia.
C8: “Forecast modeling of spatio-temporal raster data using principal component analysis and a neural networks – wavelet decomposition model”
Christian Amao Suxo, M. Sc., EPIES-UNI.
C9: “Phase Transiton for the discrete boolean model of percolation”.
Cristian F. Coletti, Ph. D., Federal University of ABC – Brazil.
C10: “Finite Mixture of Regression Models for Censored Data Based on Scale Mixtures of Normal Distributions”
Luis Benites, Ph. D., Pontificia Universidad Católica del Perú.
C11:“State space models for binary responses with Generalized Extreme Value inverse link: An approximate Bayesian approach using Hidden Markov Models”
Carlos A. Abanto-Valle, Ph. D., Federal University of Rio de Janeiro – Brazil.
C12: “Large deviations for Markov processes with catastrophes”.
Anatoly Yambartsev, Ph. D., University of São Paulo – Brazil.
C13: “An Introduction to High-dimensional Spatial Econometric Models”
Taps Maiti, Ph. D., Michigan State Univesity – USA.
C14: “Geometric statistical methods for tumour images”.
Karthik Bharath, Ph. D., University of Nottingham – UK.
C15: “Gluing random causal triangulations”.
José Cerda, Ph. D., Federal University of Pernambuco – Brazil.
C16: "Transmission of Macroeconomic Shock to Risk Parameters”
Helder Rojas, M.Sc., Santander Bank Brazil
Minicursos:
Minicurso 1:
“Finite Mixture of Skewed Distributions”
Victor H. Lachos Dávila, Ph. D., University of Connecticut – USA.
Minicurso 2:
"Large Desviation Theory"
Artem Logachev, Ph. D., Novosibirsk State University, Russia