The aim of this course is to present a rigorous view of modern statistic techniques to answer fundamental questions of modeling and valuation arising in practice.
We will focus on extreme values, multi-dimensional dependencies in data and dynamical aspects, among other things. The application fields of the studied methods in this course are finance and economy, biology (population dynamics, seismology, epidemiology), climatology, network analysis or sport (match data, performance data...).
- Teaching coordinator: Rosenbaum Mathieu