Venue: office 10, 3rd floor of the Mathematics Department Building

More information is available here.

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

More information is available here.

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

More information is available here.

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

More information is available here.

Venue: office 2, 3rd floor of the Mathematics Department Building

Speaker: Sandra Thampi (Universidade NOVA de Lisboa, NOVA Math, Portugal).

Title: Fredholm theory of discrete Wiener-Hopf operators on Orlicz sequence spaces.

Time: Thursday, 4 July 2024, from 10h00 to 10h50.

Place: https://videoconf-colibri.zoom.us/j/92219333954?pwd=BrsfbKDEVGddzLiWbdEpoEex4NSawC.1

Abstract: We extend the Fredholm criteria for discrete Wiener-Hopf operators with continuous symbols on the Lebesgue sequence spaces to the setting of reflexive Orlicz sequence spaces. We combine these results with some Banach algebra techniques to obtain a Fredholm criteria for any operator in the closed subalgebra generated by the discrete Wiener-Hopf operators with continuous symbols. Additionally, we study the Fredholm theory of discrete Wiener-Hopf operators with symbols from Douglas-type algebra and study the algebra generated by them. Finally, we present a local principle for assessing the Fredholmnessof discrete Wiener-Hopf operators.

Speaker: Márcio Valente (NOVA School of Science and Technology, Universidade NOVA deLisboa, NOVA MATH - Center for Mathematics and Applications, Portugal).

Title: Fredholm theory for Wiener-Hopf integral operators on Orlicz spaces.

Time: Thursday, 4 July 2024, from 11h00 to 11h50.

Place: https://videoconf-colibri.zoom.us/j/92219333954?pwd=BrsfbKDEVGddzLiWbdEpoEex4NSawC.1

Abstract: We extend the Fredholm criteria for Wiener-Hopf operators with continuous symbols on the Lebesgue space L^𝑝(ℝ₊), 𝑝∈(1,∞), obtained by Roland Duduchava in the late 1970s, to the setting of reflexive Orlicz spaces L^𝛷(ℝ₊). Following this, we formulate a conjecture which seeks to refine this result by removing the reflexivity assumption.
     After this, we introduce the algebra of piecewise continuous symbols and obtain some preliminary results which in turn will lead towards the rediscovery of the Fredholm criteria for Wiener-Hopf operators with piecewise continuous symbols on the Lebesgue space L^𝑝(ℝ₊), 𝑝∈(1,∞), which was also obtained by Roland Duduchava. Finally, a conjecture is presented as we try to extend this result to the setting of Orlicz spaces.

Keywords: Fourier multiplier, Wiener-Hopf operator, Fredholm criteria, Orlicz space.

Venue: office 10, 3rd floor of the Mathematics Department Building

More information is available here.

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

More information available here

Title: Bayesian Inference in Multivariate MSV models

Speaker: Laura Manteigas, PDM & NOVA Math

Date | Time: July 10, 2024 | 16h
Place: FCT NOVA, VII-2.1

Abstract: Financial time series frequently exhibit serially correlated changes in volatility. While this has led to significant research on multivariate ARCH models, MSV models offer significant statistical benefits. Thereby, this study aims to examine temporal volatility patterns through the latter. The research will employ Bayesian MCMC methodology to estimate MSV models, providing a more comprehensive understanding of the multivariate volatility dynamics (e.g., by deriving the posterior distributions for model parameters and studying the complex relationships between the series). Specifically, it aims to investigate volatility patterns in the emerging markets of the EU (as classified by MSCI) across three distinct periods: before, during, and after the COVID-19 pandemic.

Bio: Laura is a Mathematics PhD student. Prior to this, she took a Master's in Applied Mathematics and a Bachelor's in Mathematics.

Organizers: Isabel Natário & Mina Norouzirad & Regina Bispo

LogosTodos.JPG

This work is funded by national funds through the FCT – Fundação para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 (https://doi.org/10.54499/UIDB/00297/2020) and UIDP/00297/2020 (https://doi.org/10.54499/UIDP/00297/2020) (Center for Mathematics and Applications)

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 2, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 22, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building

Venue: office 10, 3rd floor of the Mathematics Department Building