[Forum SIS] Seminario Jan Bulla 21/12/12 Università Roma Tre

[Julia Mortera]

*Nell'ambito della Scuola dottorale in Economia e Metodi Quantitativi*

*Dottorato in Metodi Statistici per l'Economia e l'Impresa, Università 
Roma Tre*

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*presso il **Dipartimento**di Economia -- Via Silvio D'Amico 77, Roma* 
*aula 24 - 3° piano *

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21 dicembre ore 15.00*

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*si terrà il seminario*

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*HIDDEN (SEMI-) MARKOV MODELS IN MARKETING*

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*JAN BULLA*

Laboratoire de mathematiques Nicolas Oresme - Universitè de Caen

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In the past decades hidden (semi-)Markov models (H(S)MM) have become 
increasingly popular. They provide flexible, general-purpose models for 
univariate and multivariate time series, including categorical, 
circular-valued, and many other types of observations. Appealing 
features of H(S)MMs include their versatility and mathematical 
tractability, which have lead to applications in many fields (e.g. 
engineering, finance/econometrics, and environmental studies).

The main aim of this talk is to provide an introduction to the basic 
underlying concepts of these models, and practical examples in finance 
and marketing provide a brief insight into a couple of applications.**


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-- 
Prof.ssa Julia Mortera
Dipartimento di Economia
Università Roma Tre
Via Silvio D'Amico 77
00145 Roma
Tel: +39 06 57335732
Fax: +39 06 57335771
http://dipeco.uniroma3.it/docenti.asp?id=123#

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