Grant: Discovery Grants Program - Individual
University of Western Ontario
$37,000.00
Hidden Markov models for decision analytics
EF 2021-22
Résumé
Bessel process; Change-point problems; Cybersecurity risk; Filtering; Financial stability; Higher-order Markov chain; Insurance; Knowledge-based systems; Longevity products; Weather derivatives
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2017-04235
Name nom
Mamon, Rogemar
Department département
Statistical and Actuarial Sciences
Organization id
36
Institution établissement
University of Western Ontario
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2017
Award amount
37000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
3007
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Stochastic processes
Research subject fr
Processus stochastiques
Installment
inst:5
Partie
1
Nb partie
6
Application title
Hidden Markov models for decision analytics
Keyword
NSERC
Application summary
Bessel process; Change-point problems; Cybersecurity risk; Filtering; Financial stability; Higher-order Markov chain; Insurance; Knowledge-based systems; Longevity products; Weather derivatives
