|Datum||1 okt. 2018 - 3 okt. 2018|
The "Multidimensional Queues, Risk, and Finance" workshop is concerned with three, related, areas of applied probability: queueing theory, insurance and finance.
In all three areas, one-dimensional stochastic processes are well understood. However, the analysis of multidimensional stochastic processes is challenging and still often times elusive.
Examples of multidimensional stochastic processes appear in the area of queueing theory e.g. , in the form of a network of interconnected and interacting resources, or in the form of several
classes of interacting customers. Similarly, in insurance and finance mathematics one often need s to study several, related, books of a company, or model and optimize the returns of different assets
that are often linked via markets or sectors. In all aforementioned areas, the study of multidimensional stochastic processes has given rise to state of the art techniques on exact, approximate and
asymptotic analysis, on simulation studies, and on the modelling and the performance analysis of particular applications (e.g., limit order books, block chains, bitcoin, etc.).
The aim of the workshop is to bring together esteemed researchers on all three fields, to bridge the corresponding scientific communities, and to identify the relevant methodological needs for the
novel applications in these fields.
|Organisator||EURANDOM (URL, email)|
|Geplaatst door||Patty Koorn|