Mathematical Analysis and Modelling – Dynamical Systems and Applications

Atanasova-Pacemska, Tatjana (2018) Mathematical Analysis and Modelling – Dynamical Systems and Applications. [Experiment]

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In the framework of this STSM visit, we dealt with mathematical modelling of financial markets and adaptation of this modelling in dynamical systems in biology. A variety of stochastic models are used in modelling the security of prices. Finding a good balance between a realistic and tradeable model is a part of the art of stochastic modelling and it was a subject of this STSM. We considered both discrete (in time and state) and continuous models.
I must also note that the types of models we are going to develop are not used only in the financial word, because examples of significant random fluctuation can be found in: biology (differential equations representing the interaction of predators and pray); engineering (they analyse problems with random inputs as a truck traveling over the essentially random bumps in the road), and other fields of science. This is motivation to split two research fields and comparing models…

Item Type: Experiment
Subjects: Natural sciences > Matematics
Divisions: Faculty of Computer Science
Depositing User: Tatjana A. Pacemska
Date Deposited: 01 Nov 2018 13:37
Last Modified: 01 Nov 2018 13:37

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