Applications of Multivariate Hawkes Processes in Finance, Insurance and Epidemiology (24rit015)

The Banff International Research Station will host the "Applications of Multivariate Hawkes Processes in Finance, Insurance and Epidemiology" workshop in Banff from July 14 to July 21, 2024.

Research in Team workshop ”Applications of Multivariate Hawkes Processes in Finance, Insurance and Epidemiology” will be devoted to the research activities associated with applications of multivariate Hawkes processes in finance (multidimensional models for stock prices), insurance (modelling of claims arrival and risk processes) and epidemiology (modelling of spread of epidemic diseases accounting for various types of cases and SIR-Hawkes modelling).

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), and Alberta's Advanced Education and Technology.