Spatio-temporal processes and applications to energy and finance Spatio-temporal processes are powerful tools to model systems that evolve stochastically in time and space.
Some examples of spatio-temporal processes are: Second order processes, marked point processes, hierarchical Bayesian models, measure valued processes and stochastic partial differential equations.
My research program includes a wide range of applications of spatio temporal processes in finance and energy: Some examples are: Modeling of wind power, solar energy, power plant failure, turbulence and fluid mechanics as well as applications to credit risk and mathematical finance.
This supervisor is currently seeking students.
Strong background in probability and statistics. Experience in R or MATLAB computing languages
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