Estimación de variación total y volatilidad en modelos unificados de GARCH-Ito con saltos.

Event Date: Jan 16, 2019 in Seminars, Stochastic Modeling

Estimación de variación total y volatilidad en modelos unificados de GARCH-Ito con saltos. Resumen:   Los modelos discretos de GARCH y continuos de Drift-Difusión son ampliamente utilizados en campos como finanzas y neurociencia. El modelo GARCH-Ito, introducido recientemente por Wang y Kim, superpone un modelo GARCH en tiempos discretos en el modelo de Ito para la volatilidad instantánea. En este trabajo, se propone una metodología conjunta para la estimación de la variación cuadratica para trayectorias con discontinuidades, utilizando criterios basados en Wavelets de Dauchiebis para...

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Applications of noisy quantum devices

Event Date: Jan 11, 2019 in CMM Modeling, Seminars

Abstract: Near-term applications of early quantum devices rely on accurate estimates of expectation values to become relevant. Decoherence and gate errors lead to wrong estimates. This problem was, at least in theory, remedied with the advent of quantum error correction. However, the overhead that is needed to implement a fully fault-tolerant gate set with current codes and current devices seems prohibitively large. In turn, steady progress is made in improving the quality of the quantum hardware and we believe that we can build machines in the near term that cannot be emulated by a...

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Minicuro: Sarnak Conjecture: a link between ergodic theory and number theory

Event Date: Jan 14, 2019 in CMM Modeling, Seminars

Abstract:   In these series of talks we will look how several conjecture in number theory have a translation in ergodic theory and how applications go from one theory to the other. We focus mostly in the mechanisms allowing to pass from one theory to the other. No pre-requisists in number theory are needed.   Date: 10:30 AM, Monday 14, Wednesday 16, Thursday 17, January 2019.

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Uso de imágenes Sentinel para la fiscalización ambiental en Chile

Event Date: Dec 17, 2018 in Ciclo de Seminarios quincenales de la Alianza Copernicus-Chile, Seminars

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New algorithmic ideas for the “de novo” assembly of human populations

Event Date: Dec 05, 2018 in CMM-Bio, Seminars

Abstract: Decoding the genome of the entire human population is currently regarded as a feasible task due to the accelerated development of sequencing technologies. Two major approaches have been proposed to decode the genomic sequence of human individuals namely resequencing and de novo assembly. Currently, resequencing is the dominant approach and consists in sequencing genomic fragments (reads) and compares them to the human reference sequence. Contrary to the resequencing idea, the de novo assembly approach compute overlaps among the sequenced reads and build the genome sequence without...

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Seminario Conjunto Núcleo MESCD/ Modelamiento Escolástico

Event Date: Dec 04, 2018 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

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