Lyudmila

Grigoryeva

Assistant Professor



Upcoming Events 2016-2017
Presentations 2016
  • Reservoir computing: information processing of stationary signals. The 19th IEEE International Conference on Computational Science and Engineering (CSE 2016). Ecole de Mines. Paris, August 25. Best Paper Award.
  • Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. Research Seminar, Chair of Statistics, Augsburg, Germany, June 9.
  • Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. The 10th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus, Metabief, France, January 22.
Presentations 2015
  • Volatility forecasting using global stochastic financial trends extracted from asynchronous market quotes. The 9th International Conference on Computational and Financial Econometrics (CFE 2015), London, December 14.
  • Capacity of time-delay reservoir computers in the forecasting, filtering, reconstruction, and parallel processing of stochastic stationary and multidimensional signals. Workshop “Dynamical systems and brain-inspired information processing”. Besançon, France, November 3.
  • Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. Konstanz-Strasbourg Workshop “Applied Econometrics”, Moos, Germany, October 9.
  • Estimation and empirical performance of non-scalar dynamic conditional correlation models. Mathematical and Computational Finance Laboratory (MCFL) at the Department of Mathematics and Statistics, University of Calgary, Canada, July 8.
  • Estimation, reduction, and empirical performance of non-scalar dynamic conditional correlation (DCC) and multivariate volatility (DVEC) models. Workshop “Nouveaux développements dans la modélisation et la prévision des risques extrêmes en finance”, Aix-Marseille School of Economics, May 18-19.
  • Volatility and time series forecasting with non-scalar parametric models and machine-learning based techniques. University of Konstanz, Konstanz, Germany, May 5.
  • Reservoir computing: optimal nonlinear information processing capacity, performance, and universality. Applications to stochastic nonlinear time series forecasting. Journée du Laboratoire de Mathématiques, Besançon, France, January 8.
Presentations 2014
Presentations 2011-2013
Invited Presentations (2008-2010)