Seminar series
Date
Mon, 30 Oct 2017
Time
15:45 -
16:45
Location
L3
Speaker
ANASTASIA PAPAVASILEIOU
Organisation
University of Warwick
Having made sense of differential equations driven by rough paths, we now have a new set of models available but when it comes to calibrating them to data, the tools are still underdeveloped. I will present some results and discuss some challenges related to building these tools.