Activities
2019
Workshop: Piecewise Deterministic Markov Processes and Applications
https://viasm.edu.vn/en/hdkh/pdp2019
Time:09:00:01/07/2019 to 17:00:05/07/2019
Venue/Location: VIASM, Ha Noi
Organizing Committee
Le Minh HA, Long Hoang NGO, Marc PEIGNE
Scientific Committee
Jean-Stéphane DHERSIN, Long Hoang NGO, Marc PEIGNE
Workshop Statistics and Numerical Analysis for Stochastic Processes
http://viasm.edu.vn/hdkh/snap2019
Time: 09:00 to 16:20 Ngày 25/04/2019
Venue/Location: VIASM
Organisers: Ngo Hoang Long (Hanoi National University of Education), Mohamed Ben Alaya (Université de Rouen Normandie), Le Thi Lan Anh (VIASM)
Scientific Committee: Ngo Hoang Long (Hanoi National University of Education), Mohamed Ben Alaya (Université de Rouen Normandie)
Purpose: The workshop creates a forum to exchange recent results on statistics and approximation for stochastic processes.
Invited Speakers: Mohamed Ben Alaya (Université de Rouen Normandie); Nguyen Thanh Dieu (Vinh University); Ahmed Kebaier (Université Paris 13); Tran Ngoc Khue (Pham Van Dong University); Pham Viet Hung (IMH-VAST); Ngo Hoang Long (Hanoi National University of Education);
Host institution: VIASM
International Workshop on Probability Theory and Related Fields
http://viasm.edu.vn/en/hdkh/ptrf
The International Conference on Applied Probability and Statistics (CAPS 2019) will be organized on April 3-6, 2019 in Hanoi to provide participants with opportunities to promote new applications of probability and statistics to real-world problems.
CAPS 2019 will also offer a unique opportunity for statisticians and data scientists outside Vietnam to exchange ideas and explore opportunities for collaboration with local researchers, practitioners, and graduate students. A large portion of the audience will be the graduate students looking for their research directions.
CAPS 2019 follows similar pattern of international conferences on Applied Probability and Statistics in Vietnam in 1999, 2008 and 2013. CAPS 2019 is mainly sponsored by the Vietnam Institute for Advanced Study in Mathematics of the Vietnamese Ministry of Education and Training.
A one-day pre-conference meeting will also be organized on April 2, 2019 at the Academy of Policy and Development of the Vietnamese Ministry of Planning and Investment with emphasis on official statistics. As Vietnam has emerged as one of Asia’s most popular tourist destinations, CAPS 2019 also provides an excursion around Hanoi and a tour to Ha Long Bay.
2018
Hanoi, October 22-27, 2018
Date: October 22-27, 2018
Place: Institute of Mathematics, Vietnam Academy of Science and Technology, Hanoi, Vietnam
Description: This Workshop aims to bring together scientists and researchers to share experience in numerical treatment of differential, integral, integral-algebraic, and differential algebraic equations and facilitate the existing as well as potential collaboration between the participants. For young researchers, we will organize a two-day School “Numerical Solution of Integral and Differential Equations” with eight lectures given by some experts in the field.
Sections:
- Ordinary, Partial Differential, and Differential Algebraic Equations
- Integral and Integral Algebraic Equations
- Mathematical Modeling and Applications
Time:08:00:14/08/2018 to 17:00:18/08/2018
Venue/Location: Telecommunications University, Nha Trang.
Purpose: Vietnam Mathematical Congress which belongs to Vietnam Mathematical Society is the largest national mathematical conference in Vietnam organized every 5 years. It is an opportunity for Vietnam mathematicians to present their scientific results in research, teaching and applying mathematics the last five years. This is also the forum to discuss the contemporary issues of mathematical development in Vietnam.
Scientific Committee
- Le Tuan Hoa, Institute of Mathematics - VAST (Chairman)
- Pham Ky Anh, VNU University of Science
- Ho Tu Bao, John von Neumann Institute - VNU HCMC
- Ngo Bao Chau, Chicago University & VIASM
- Dinh Dung, VNU Information Technology Institute
- Phan Thi Ha Duong, Institute of Mathematics - VAST
- Dinh Nho Hao, Institute of Mathematics - VAST
- Nguyen Huu Viet Hung, VNU University of Science
- Nguyen Thieu Huy, Hanoi University of Science and Technology
- Phan Quoc Khanh, International University - VNU HCMC
- Ha Huy Khoai, Thang Long University
- Ngo Hoang Long, Hanoi National University of Education
- Nguyen Van Quang, Vinh University
- Nguyen Duy Thai Son, University of Education - UDN
- Do Duc Thai, Hanoi National University of Education
- Dang Hung Thang, VNU University of Science
- Dang Duc Trong, University of Science - VNU HCMC
- Ngo Viet Trung, Institute of Mathematics - VAST
- Nguyen Dong Yen, Institute of Mathematics - VAST
Hà Nội, 26 - 28/7/2018
Địa điểm: Viện Toán học, 18 Hoàng Quốc Việt, Hà Nội
Ban Tổ chức và Ban Chương trình:
Hồ Đăng Phúc (Viện Toán học), Ngô Hoàng Long (ĐHSP Hà Nội), Nguyễn Văn Hạnh (Học viện Nông nghiệp), Phạm Quang Khoái (ĐH Lâm nghiệp), Bùi Quảng Nam (Học viện PKKQ)
Thư ký: Phạm Việt Hùng (email: pvhung@math.ac.vn), Trần Văn Thành (Email:tvthanh@math.ac.vn) (Viện Toán học)
Time:08:00:18/06/2018 to 17:00:22/06/2018
Venue/Location: B4-705, VIASM
Organisers: Le Minh Ha (VIASM); Marc Peigne (Fr. Rabelais Tours Univ., France); Jean-Stéphane Dhersin (Paris 13, France); Ngô Hoàng Long (HNUE, Vietnam)
Purpose: The aim of this lecture is to give an overview of old and new results on Galton-Watson trees. After introducing the framework of discrete trees, we first give alternative proofs of classical results on the extinction probability of Galton-Watson processes and on the description of the processes conditioned on extinction or on non-extinction. Then, we study the local limits of critical or sub-critical Galton-Watson trees conditioned to be large. The workshop will bring together international experts and researchers, PhD students, Master or senior students in Vietnam.
2017
Time:09:00:31/07/2017 to 17:00:03/08/2017
Venue/Location: VIASM
Organisers Nguyễn Hữu Dư (VIASM); Nabil Kazi-Tani (Lyon 1 University, France), Long Ngo Hoang (Hanoi National University of Education), Dylan Possamaï (Université Paris Dauphine, France), Didier Rullière (Lyon 1 University, France)
Purpose The main objective of this workshop is to gather recognized researchers working on probability theory, with applications in insurance and finance. We wish to encourage scientific exchanges between the participants and create new collaborative projects. Practitioners from BNP Paribas Cardif Asia will participate to the workshop, it will also offer the opportunity of ideas sharing between academics and practitioners in Asia. This workshop is funded by the VIASM, the research chair Data Analytics & Models for Insurance, BNP Paribas Cardif, and the DIAF association.
Content:
Topics: Dependence models, Risk measures, Stochastic control, Statistics for stochastic processes.
Workshop on Some selected problems in modern probability
12-14/5/2017
Tuan Chau - Quang Ninh
HỘI THẢO KHOA HỌC
Hà Nội, 11-13/5/2017
Thứ Năm, 11-5-2017, BUỔI SÁNG
08:15 - 09:00 Đăng ký đại biểu (Phòng 301, Nhà A5, Viện Toán học, 18 Hoàng Quốc Việt Cầu Giấy, Hà Nội)
Chủ trì: Hồ Đăng Phúc
09:00 - 09:30 Khai mạc
09:30 - 10:30 Lưu Hoàng Đức, "Long memory processes in econometric and financial statistics"
10:30 - 10:50 Nghỉ giải lao
10:50 - 11:30 Trần Xuân Quang, “Comparison of hypertabastic survival model with other unimodal hazard rate functions using a goodness-of-fit test”
11:30 - 14:00 Nghỉ trưa
Thứ Năm, 11-5-2017, BUỔI CHIỀU
Chủ trì: Lưu Hoàng Đức
14:00 - 15:00 Nguyễn Văn Hạnh, (Thông báo sau)
15:00 - 15:30 Ngô Hoàng Long, "Một số phương pháp ước lượng hệ số biến động ngẫu nhiên và ứng dụng trong tài chính"
15:30 - 15:50 Nghỉ giải lao
15:50 - 16:30 Hoàng Nam Hải, Thảo luận "Một số vấn đề liên quan đến Phân tích số liệu thống kê trong môi trường GD"
Thứ Sáu, 12-5-2017, BUỔI SÁNG
Chủ trì: Nguyễn Văn Hạnh
08:30 - 09:30 Hồ Đăng Phúc "Thiết kế chọn mẫu và xác định cỡ mẫu trong điều tra thu thập dữ liệu"
09:30 - 10:30 Phạm Quang Khoái, , “Phương pháp ước lượng phi tham số adaptive trong lý thuyết các giá trị cực hạn: ứng dụng trong khoa học môi trường”
10:30 - 10:50 Nghỉ giải lao
10:50 - 11:30 Bùi Quảng Nam, "Ứng dụng của phương pháp phân tích dữ liệu có phân bố xác suất ổn định"
11:30 - 14:00 Nghỉ trưa
Thứ Sáu, 12-5-2017, BUỔI CHIỀU
Chủ trì: Phạm Quang Khoái
14:00 - 14:45 Phạm Thế Hải, "Bài toán tối ưu hoá đa mục tiêu trong nghiên cứu và phát triển thuốc mới"
14:45 - 15:30 Nguyễn Thu Hằng - Cao Huy Bình, "Xây dựng một số mô hình QSAR dự đoán tác dụng sinh học của các hợp chất tự nhiên"
15:30 - 15:50 Nghỉ giải lao
15:50 - 16:30 Tư vấn đối với Dữ liệu Lâm nghiệp về khảo sát quần thể chim qua âm thanh
2016
VIASM Workshop on Stochastic Processes: Numerical methods and Related topics
Monday 22.8
Arturo Kohatsu-Higa (Ritsumeikan University)
Probabilistic interpretation of the parametrix method
Ngo Hoang Long (Hanoi National University of Education)
On strong rate of the Euler-Maruyama approximation for stochastic dif- ferential equations with low regularity coefficients
Nabil Kazi-Tani (ISFA, Lyon 1 University)
Overreacting random walks tend to become amnesic
Pham Viet Hung (Vietnam Institute for Advance Study in Mathematics)
On the tail distribution of the maximum of smooth stationary centered Gaussian fields
Johannes Ruf (UCL and Oxford-Man Institute)
Some remarks on functionally generated portfolios
Tuesday 23.8
Shigeyoshi Ogawa (Ritsumeikan University)
Direct inversion formulas for the natural stochastic Fourier transform
Alexander Fromm (Technische Universita ̈t Berlin)
Numerical methods for coupled FBSDEs via decoupling fields
Tran Hung Thao (Hanoi Institute of Mathematics)
On fractional annealing process
Ivan Nourdin (Luxembourg University)
A survey of the Malliavin-Stein method
Tran Ngoc Khue (Pham Van Dong University)
LAN property for an ergodic diffusion with jumps
Dylan Possamai (Universite ́ Paris Dauphine)
An introduction and recent progresses on Principal-Agent problems
Dai Taguchi (Ritsumeikan University)
Euler-Maruyama scheme for SDEs with fractional differential drift
Thursday 25.8
Ilya Pavlyukevich (University of Jena)
Stochastic resonance, metastability, and heavy tails
Le Vi ( Vietnam National University, Hanoi)
Some aspects of drifted Brownian motion
Philipp Harms (Freiburg University)
Markovian representation and approximation of fractional processes
Stefan Ankirchner (University of Jena)
Approximation of Markov processes with iterative Skorokhod embed- dings
Tran Vu Duc (Hoa Sen University)
Simulation of long-memory stochastic volatility
Nguyen Huu Du (Vietnam Institute for Advance Study in Mathematics)
Dynamic behaviour of SIR model perturbed by noise
We hold a weekly seminar at Building C, Room 301 (HNUE 136 Xuan Thuy - Cau Giay - Ha Noi).
Everybody is invited to attend, discuss and give a talk.
2015
7th September: Dai Taguchi (Ritsumeikan University)
Parametric method for skew diffusions
7th September: Le Vi (VNU Hanoi)
Some aspects of reflected Brownian motions.
2014
22rd August: Ms. Pham Thi Tuyen (HNUE)
Euler-Maruyama approximation for stochastic functional differential equations.
29th August: Dr. Nguyen Tien Dung (FPT University)
Gaussian estimates for solutions of some one-dimensional stochastic equations.
Abstract: Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian density bounds and tail estimates for the probability law of the solutions of several types of stochastic differential equations, including Stratonovich equations with boundary condition and irregular drifts, and equations driven by fractional Brownian motion. Our arguments are generally simpler than the existing ones in the literature as our approach avoids the use of the inverse $(-L)^{-1}$ of the Ornstein-Uhlenbeck operator.
5th September: PhD. Trinh Tuan Phong (Paris 13)
A brief introduction to random operator.
Abtract: In this presentation, I would like talk about the motivation and some important quantities for random operator such as non random spectrum, integrated density of states, etc. Finally, if time permits, I would like to introduce some recent results on spectral statistics related to random operators.