Mathematical and Statistical Modelling
About the research group
The three main focus areas of the group of Mathematical and Statistical Modelling are Mathematics, Business Mathematics, and Statistics. The group makes research especially using Mathematical and Statistical Modeling.
The members of the group are professors, post-doc researchers, and PhD students. The group has active national and international research collaboration with several researchers from different national and foreign Universities, scientific and other organizations. The members of the group publish their research mainly in international refereed journals such as Bernouilli, Journal of Functional Analysis, Journal für die Reine und Angewandte Mathematik, Mathematische Annalen, Review of Financial Studies, Stochastic Processes and their Applications.
The leader of the research group is Professor Seppo Hassi.
Research themes
Mathematics
- Algebraic curves and function fields over finite fields
- Algebraic number theory, character sums over finite fields
- Algebraic coding theory, cyclic codes and algebraic geometry codes
- Bounded and unbounded operators in Hilbert, Pontryagin and Krein spaces
- Boundary value problems, moment problems, interpolation problems
- Boundary triple and boundary pair techniques
- Classes of complex functions and their representations
- Lebesgue type decompositions for forms and linear operators
- Mathematical system theory in infinite-dimensional spaces
- Realization theory for discrete and continuous time systems
- Reproducing kernel spaces in Hilbert and Pontryagin space setting
- Semibounded and sectorial forms and their representations
- Spectral theory and associated complex functions
- Weyl functions, transfer functions and their realizations
Business Mathematics
- Financial engineering
- Fractional Brownian motion
- Gaussian processes
- Mathematical finance
- Statistics of stochastic processes
- Stochastic analysis
- Volterra processes
Statistics
- Financial econometrics and time series
- Financial event study methodology
- Multivariate statistics
- Non-parametric statistics
- Structural equation models
News and events
Mathematical models can help traders secure their investments through stock market fluctuations
Publications
Contributions to Mathematics and Statistics.
Essays in honor of Seppo Hassi
H.S.V. de Snoo & H.L. Wietsma (toim.)
Professori Seppo Hassin syntymäpäivän kunniaksi kirjoitettu juhlakirja sisältää 13 tieteellistä artikkelia. Kirja keskittyy kolmeen eri aiheeseen: funktionaalinen analyysi ja operaattoriteoria, reuna-arvo-ongelmat, tilastotiede, stokastiikka ja matematiikan historia.
Acta Wasaensia 462. Vaasan yliopisto. 2021
Julkaisun pdf
Reseach group members
Professors
Seppo Hassi
Tommi Sottinen
Seppo Pynnönen
Ilkka Virtanen
Other research group members