Bergamo-Waseda Workshop on Inference for Stochastic Processes and Applications

BW-WISPA - January 26-28, 2023

Venue: Conference Room - Sant'Agostino - University of Bergamo (Piazzale Sant'Agostino, 2 - 24129 Bergamo)

Workshop on parametric and nonparametric inference for discrete or continuous-time stochastic processes, their applications to finance, insurance, economics, and other sciences.

Three days workshop to celebrate the scientific and academic life of Prof. Masanobu Taniguchi from Waseda University, Tokyo.

Friday Afternoon a special session to celebrate the scientific and academic life of Prof. Roberto Colombi from the University of Bergamo.

Program:

Thursday, January 26, 2023

09:00 - 9:30 - Registration

09:30 - 9:40 - Opening

09:40 - 12:50 - Session I

14:20 - 18:00 - Session II

18:15 - 19:15 - Special event - Concert

Friday, January 27, 2023

09:30 - 12:50- Session III

14:30 - 18:30 - Session IV

20:00 - 24:00 Social Dinner

Saturday, January 28, 2023

09:30 - 12:30 - Session V

12:30 - 12:40 - Closing

14:30 - 16:30 - Tourist visit

Keynote speakers:

Scientific Committee:

Ilia Negri (chair), Masanobu Taniguchi, Ogata Hiroaki, Raffaele Argiento, Sabrina Giordano, Alessandro Fassò

Organizing Committee:

Ilia Negri, Masanobu Taniguchi, Michela Cameletti, Chiara Ghiringhelli, Gabriele Torri, Francesco Finazzi

This workshop is supported by:

• JSPS KAKENHI Kiban (S) Grand-in-Aid No. 18H05290 (M. Taniguchi)

• University of Bergamo - Department of Economics (I. Negri)

• Institute for Mathematical Science, Tokyo - Japan (M. Taniguchi)

• Waseda Research Institute for Science and Engineering, Tokyo – Japan (M. Taniguchi)