New Face : Anton Yurchenko-Tytarenko
Start date : 21.08.2019
Section: 3 - Stochastic analysis, finance, insurance og risk
Starting from August 2019, I am a PhD Student at the UiO under supervision of Professor Giulia Di Nunno. My research interests concern Stochastic Analysis, SDEs driven by fractional Brownian motion, Financial Mathematics, Statistics of Random Processes and Machine Learning. Before joining UiO, I graduated from Taras Shevchenko National University of Kyiv with Master's Degree in Theoretical and Applied Statistics. My Thesis was devoted to fractional generalization of Cox-Ingersoll-Ross process useful for financial modeling.