11. Functional Data Analysis and Stochastic Differential Equations: Recent advances and Applications in Diffusion-Driven Models

The talk presents my recent research at the nexus of Functional Data Analysis (FDA) and Stochastic Differential Equations (SDEs). After a brief introduction to FDA and SDE, I introduce novel contributions that enhance the FDA toolbox for better adaptability to dynamic and stochastic systems. Key applications emerge in finance and economics. The talk briefly covers the application of the methods I developed to estimation and change point detection, demonstrating their practical impact in important scenarios.
The talk is based on the recent manuscripts: https://arxiv.org/abs/2305.04112 and https://arxiv.org/abs/2404.11813.

Mid-Level

Knowledge

Women in Statistics and Data Science 2024