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The T.N. Thiele Centre for Applied Mathematics in Natural Science

Cross-cutting research based on strong academic competence. Read more about research at Aarhus University. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Talented students must be developed all the way from PhD to professorship. Read more about talent development at Aarhus University. PhD programmes at Aarhus University. More about PhD degree programmes at AU. Aarhus Institute of Advanced Studies. Find your way ar...

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The T.N. Thiele Centre for Applied Mathematics in Natural Science | thiele.au.dk Reviews

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Cross-cutting research based on strong academic competence. Read more about research at Aarhus University. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Talented students must be developed all the way from PhD to professorship. Read more about talent development at Aarhus University. PhD programmes at Aarhus University. More about PhD degree programmes at AU. Aarhus Institute of Advanced Studies. Find your way ar...

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The T.N. Thiele Centre for Applied Mathematics in Natural Science | thiele.au.dk Reviews

https://thiele.au.dk

Cross-cutting research based on strong academic competence. Read more about research at Aarhus University. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Talented students must be developed all the way from PhD to professorship. Read more about talent development at Aarhus University. PhD programmes at Aarhus University. More about PhD degree programmes at AU. Aarhus Institute of Advanced Studies. Find your way ar...

INTERNAL PAGES

thiele.au.dk

1

High dimensional classifiers in the imbalanced case

http://thiele.au.dk/publication/publid/1041

A STRONG COMMITMENT TO EXCELLENCE. Aarhus University generates and shares knowledge that contributes to solving complex social and global challenges. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Read more about graduate schools at Aarhus University. Open calls and programs at the four graduate schools. The Graduate School of Arts. Aarhus BSS Graduate School. The Graduate School of Health. List of libraries at AU.

2

DFF Project Time-Wise Behavior of Fractional Processes

http://thiele.au.dk/dff-project-time-wise-behavior-of-fractional-processes

A STRONG COMMITMENT TO EXCELLENCE. Aarhus University generates and shares knowledge that contributes to solving complex social and global challenges. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Read more about graduate schools at Aarhus University. Open calls and programs at the four graduate schools. The Graduate School of Arts. Aarhus BSS Graduate School. The Graduate School of Health. List of libraries at AU.

3

Jobs

http://thiele.au.dk/jobs

A STRONG COMMITMENT TO EXCELLENCE. Aarhus University generates and shares knowledge that contributes to solving complex social and global challenges. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Read more about graduate schools at Aarhus University. Open calls and programs at the four graduate schools. The Graduate School of Arts. Aarhus BSS Graduate School. The Graduate School of Health. List of libraries at AU.

4

Current and coming visitors

http://thiele.au.dk/collaboration/visitors/current

A STRONG COMMITMENT TO EXCELLENCE. Aarhus University generates and shares knowledge that contributes to solving complex social and global challenges. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Read more about graduate schools at Aarhus University. Open calls and programs at the four graduate schools. The Graduate School of Arts. Aarhus BSS Graduate School. The Graduate School of Health. List of libraries at AU.

5

Some Recent Developments in Ambit Stochastics

http://thiele.au.dk/publication/publid/1036

A STRONG COMMITMENT TO EXCELLENCE. Aarhus University generates and shares knowledge that contributes to solving complex social and global challenges. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Read more about graduate schools at Aarhus University. Open calls and programs at the four graduate schools. The Graduate School of Arts. Aarhus BSS Graduate School. The Graduate School of Health. List of libraries at AU.

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ambitprocesses.au.dk

Ambit processes: Talks

http://www.ambitprocesses.au.dk/talks

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Revised 04.03.2010 13:26.

ambitprocesses.au.dk

Ambit processes: Programme

http://www.ambitprocesses.au.dk/programme

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. People are expected to arrive on the Sunday and the meeting ends on the Thursday. Dinner will be served at 6 pm on Sunday. Revised 20.01.2010 09:59.

ambitprocesses.au.dk

Ambit processes: Organising Committee

http://www.ambitprocesses.au.dk/organising-committee

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Ambit processes Organising Committee. Aarhus University, Denmark. University of Barcelona, Spain. Aarhus University, Denmark. Aarhus University, Denmark. Revised 20.05.2009 15:29.

ambitprocesses.au.dk

Ambit processes: Abstracts

http://www.ambitprocesses.au.dk/abstracts

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Abstracts of Research Talks. Aarhus University, Denmark. On the semimartingale property of moving averages. Various filtrations will be considered. In particular, necessary and sufficient conditions are provided for a moving average to be a semimartingale when the driving process is a Brownian motion, a Lévy process or a Gaussian chaos process. Motivated by the Graversen-R...

ambitprocesses.au.dk

Ambit processes: Posters

http://www.ambitprocesses.au.dk/posters

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Anita Behme: On stationary solutions of the SDE. Only available as a PDF. Viktor Benes: Spatio-temporal modelling of point processes. Vincenzo Ferrazzano: Data manipulation and realized variations test. We uncovered that the usual data manipulation performed collecting windspeed. Holger Fink: A fractional credit model with long range dependent hazard rate. Mathematical pro...

ambitprocesses.au.dk

Ambit processes: Survey Talks

http://www.ambitprocesses.au.dk/survey-talks

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Ambit processes Survey Talks. CLT in Malliavin Calculus. Ambit Processes in Energy Markets. Ole E Barndorff-Nielsen, Aarhus University, Denmark. Mark Podolskij, ETHZ Zurich, Switzerland. In the second part of the lecture we present various statistical applications of the class of multipower variations and related functionals. This class is very useful for different est...

ambitprocesses.au.dk

Ambit processes: Conference Venue

http://www.ambitprocesses.au.dk/conference-venue

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Ambit processes Conference Venue. The workshop will be held at the Sandbjerg Estate near Sønderborg in the southeastern part of Jutland, Denmark. The conference centre, which is affiliated with Aarhus University, is housed in manor buildings dating from the late 18th century, and is scenically located on an arm of the Baltic Sea. Revised 20.05.2009 16:39.

ambitprocesses.au.dk

Ambit processes: Participants

http://www.ambitprocesses.au.dk/participants

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Evgeniy V. Burnaev. Rio de Janeiro) *. Revised 23.01.2010 16:15.

ambitprocesses.au.dk

Ambit processes: Photos

http://www.ambitprocesses.au.dk/photos

Ambit processes, non-semimartingales and applications. Sunday 24.01.2010 – Thursday 28.01.2010 Sandbjerg Estate, Sønderborg, Denmark. Click the thumb to see the photo in its original size. Note: the original sizes are quite large, 10Mb each). Revised 31.03.2010 13:55.

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The T.N. Thiele Centre for Applied Mathematics in Natural Science

Cross-cutting research based on strong academic competence. Read more about research at Aarhus University. Other major research centres. List of the departments. Search in AU’s researcher database. Nobel Prizes, ERC Grants and EliteForsk Prizes. Talented students must be developed all the way from PhD to professorship. Read more about talent development at Aarhus University. PhD programmes at Aarhus University. More about PhD degree programmes at AU. Aarhus Institute of Advanced Studies. Find your way ar...

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