Projects funded by the NCN
Sequential Monte Carlo methods - modifications and applications to stochastic processes
2013/11/D/HS4/04014
Keywords:
stochastic processes sequential Monte Carlo methods stochastic differential equations financial time series parallel programming
Descriptors:
- HS4_3: Econometrics, statistical methods
- ST1_18: Control theory and optimisation
- ST1_16: Numerical analysis
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Politechnika Świętokrzyska, Wydział Zarządzania i Modelowania Komputerowego
woj. świętokrzyskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: SONATA 6 - announced on 2013-09-16
Amount awarded: 104 000 PLN
Project start date (Y-m-d): 2014-07-22
Project end date (Y-m-d): 2018-11-21
Project duration:: 52 months (the same as in the proposal)
Project status: Project settled