Thesis: Stochastic Algorithms for Bayesian Estimation and Diffusion Processes

Defense date: December 20, 2024
Jury: Bertrand Cloez (examiner, INRAE Occitanie Montpellier), Aymeric Dieuleveut (reviewer, École Polytechnique), Gersende Fort (chair, CNRS Occitanie Ouest), Sébastien Gadat (PhD advisor, Université Toulouse Capitole), Xavier Gendre (co-advisor, Pathway), Pierre Monmarché (reviewer, Sorbonne Université)

Research thesis: Stochastic Algorithms for Diffusion Processes

Supervisors: Sébastien Gadat(email: sebastien.gadat@tse-fr.eu) and Xavier Gendre(email: xavier.gendre@math.univ-toulouse.fr) 

Research thesis: Mean Reverting Process with Stochastic Volatility

Supervisors: Fredy H. Marín Sánchez (email: fmarinsa@eafit.edu.co) and José E. Valdés Castro (email: vcastro@matcom.uh.cu ) 

Research thesis: Application of BMA Criteria of models selection under Bayesian approach

Supervisor: Vivian Sistachs Vega (email: vivian@matcom.uh.cu)