Talk
On the Laguerre-Gamma Expansion for the CIR's First Passage Time Distribution

Bio
Prof. Dr. Elvira Di Nardo has been Associate Professor in Probability and Mathematical Statistics at University of Turin since 2015. She obtained the title of PhD in Applied Mathematics and Computer Science in 1996 at the University of Naples. She has been visiting professor at the University of Chicago (USA) and Centro des Estruturas Lineares e Combinatorias (Lisboa) and has been the research advisor of international students and researchers. She is in the PhD board in Modeling and Data Science at University of Turin. She has participated at the Italian Scientific Evaluation for the period 2014-2019. Her research interests include stochastic modeling, theory and simulation of stochastic processes with applications, applications of symbolic methods in probability and statistics. She co-organized international meetings and participated in several international scientific meetings, especially in applications of probability and symbolic methods. She is the author of more than 50 scientific papers.

Email
elvira.dinardo@unito.it

Talk
Polar Amplification: A Fractional Integration Analysis

Bio
Prof. Dr. Luis Alberiko Gil-Alkana is Professor in Econometrics at the Faculty of Economics at the University of Navarra, in Pamplona, Spain. He is also Senior Researcher at the Navarra Centre for International Development, NCID at the same University and at the Universidad Francisco de Vitoria, in Madrid, Spain. He completed his Ph.D. at the London School of Economics, LSE, in London, UK. He has also been Visiting Professor at the European University Institute, EUI, IN Florence, Italy; at the London Business School, LBS, in London, UK; at Humboldt Universitat, in Berlin, Germany, and at the University of Turin, in Turin, Italy. He works on theoretical and applied econometrics and has published more than 400 academic papers in international reviewed journals such as Journal of Econometrics, Journal of Applied Econometrics, Journal of Financial Econometrics, Journal of Banking and Finance, Oxford Bulletin of Economics and Statistics, etc. His applied research deals not only with Economics and Finance but also other disciplines line Climatology, Environmental Studies, Sismography, Tourism, Energy, Development, etc.

Talk
Strong Approximation of Trajectories for Brownian Motion, Linear Diffusions, and Bessel Processes

Bio
Prof. Dr. Samuel Herrmann is currently Professor of Applied Mathematics at the Institut de Mathématiques de Bourgogne in Dijon (France). He obtained his PhD in probability theory in Nancy, spent a year as a researcher in Berlin (Germany) before becoming a lecturer at the Ecole des Mines in Nancy (engineering school). For several years, he managed a master's degree in applied mathematics and is currently head of the mathematics teaching department at the University of Burgundy. His research focuses on the analysis of continuous stochastic processes (large deviations, chaos propagation in particle systems), approximation schemes and exact simulation of random trajectories (trajectories of diffusion processes). He has contributed to a book on the mathematical viewpoint of the stochastic resonance phenomenon.

Talk
Fractional Cointegration Versus Quantile Connectedness in the Analysis of Cryptocurrency Pairs

Bio
Dr OlaOluwa S. Yaya holds a PhD in Time Series Econometrics from the University of Ibadan, Nigeria. He is a Senior Lecturer at the University of Ibadan, Nigeria & University Professor & Doctoral Advisor, Global Humanistic University (GHU), Curacao. He holds various international and local research fellowships such as the Postgraduate Doctoral Research Fellowship at the North-West University, South Africa; University of Economics Ho Chi Minh City, Vietnam; ILMA University, Karachi, Pakistan; Global Humanistic University, Curacao; KMU Akademie, Austria; and as the Deputy Director & Research Fellow, Centre for Econometrics and Applied Research (CEAR), Ibadan, Nigeria. He is a Statistician Consultant to Central Bank of Nigeria, West African Institute of Financial and Economic Management and National Mathematical Centre, Nigeria. He has published widely in reputable local and international journals (such as Oxford Bulletin of Economics and Statistics, Physica A: Statistical Mechanics and its Applications; Journal of Applied Statistics; Resources Policy, Energy Policy, Economic Modelling, International Journal of Finance & Economics) in the areas of Economic and Finance Statistics, Environment Statistics, and Computational Statistics. He has over 100 article publications and two books to his credit. He is a member of Editorial Board of Modern Finance journal. He is a Member of Accreditation Team, Chattered Institute of Statistician of Nigeria (CISON), and Associate Editor, Journal of CISON.