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The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
Abstract. The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential equations. In the yuima package stochastic differential equations can be of very…
YSS2019: Computational and Statistical Methods for Stochastic Process
The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series…
Simulation and Inference for Stochastic Processes with YUIMA
Contains both theory and code with step-by-step examples and figures. Uses YUIMA package to implement the latest techniques available in the literature of inference for stochastic processes. Shows how to create the description of very abstract models in…
Workshop: Computational Aspects of Simulation and Inference for Stochastic Processes
This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed)…
R/Finance 2017, Chicago
From the inaugural conference in 2009, the annual R/Finance conference in Chicago has become the primary meeting for academics and practitioners interested in using R in Finance. Participants from academia and industry mingle for two days to exchange…