C18 - Discrete-time Markov chains

12 Novembro 2018, 17:00 • Alexandra Bugalho de Moura

6. DISCRETE TIME MARKOV CHAINS

6.3. First step analysis.

Examples and exercises.

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C17 - Discrete-time Markov chains

7 Novembro 2018, 11:00 • Alexandra Bugalho de Moura

5. GENERAL NOTIONS OF STOCHASTIC PROCESSES

Examples.

6. DISCRETE TIME MARKOV CHAINS

6.1. Definitions.

6.2. Transition probability matrices.

Examples and exercises.

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C16 - General notions of stochastic processes

5 Novembro 2018, 17:00 • Alexandra Bugalho de Moura

5. GENERAL NOTIONS OF STOCHASTIC PROCESSES

5.1. Some definitions.

5.2. Specification of a stochastic process.

5.3. Classification of a stochastic process.

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C15 - Introduction to Copulas

31 Outubro 2018, 11:00 • Alexandra Bugalho de Moura

4.7. Extreme value copulas

Exercises.

(This class took place on the 22nd of October)

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C14 - Introduction to Copulas

29 Outubro 2018, 17:00 • Alexandra Bugalho de Moura

4.5. Archimedean copulas

4.6. Elliptical copulas

(This class took place on the 22nd of october)

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