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Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Victor Freguglia Souza in research grants and scholarships supported by FAPESP.
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Markov random fields are often used when analyzing image data. In some applications, these analyses become difficult due to the presence of textures in images, which hinders the use of spatial models with simple interaction neighborhoods because they induce very sophisticated correlation structures. The main goals of the project are (i) to study and develop probabilistic methods for ident…
The project has as its theme the estimation of volatility using high frequency data through realized measures. The main goals of the project are: I) introduction to diffusion process; II) study of the realized measures suggested in the literature; III) comparison of the efficiency of the realized measures under different diffusion process; IV) effect of outliers in the realized measures u…
| 2 / 2 | Completed scholarships in Brazil |
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