Mathematics for Industry and Commerce
The 24th ECMI Modelling Week, Milan, September 5-12, 2010
The 23rd ECMI Modelling Week, Wrocław, August 23-30, 2009
Mini course: Multivariate statistical analysis
in insurance and finance (22-23 April 2009)
Mini course: Numerical
Methods for Semiconductor Device Simulation (19-21 May 2008)
Mini course: Multivariate statistical analysis
in insurance and finance (22-23 April 2009)
Course leader: Dr. Zdeněk Hlávka (Charles University in Prague)
Schedule and topics:
- 22 Apr 2009 (Wednesday) -
building C11, room 5.05, 15:15 – 17:00
Graphical
display of multivariate data: scatterplot matrix,
parallel coordinate plot, Chernoff-Flury faces.
Application on house prices and profitability of selected
U.S. companies
- 23 Apr 2009 (Thursday) -
building C11, room 5.05, 8:00 – 9:00
Short
introduction to matrix algebra. Multivariate normality,
marginal and conditional distributions. Characteristics
of multivariate data
- 23 Apr 2009 (Thursday) -
building C11, room 5.05, 9:15 – 11:00
Decomposition
of data matrices by factors. Principal components.
Implementation in R, analysis of the house prices and
profitability data sets
- 23 Apr 2009 (Thursday) -
building C11, room 5.05, 11:15 – 13:00
Selected
tools for market segmentation and credit scoring (cluster
analysis and discriminant analysis)
Recommended reading:
- Applied Multivariate
Statistical Analysis by W. Härdle and L. Simar (html e-book version)
- Multivariate
Statistics: Solutions and Exercises by W. Härdle
and Z. Hlávka (data sets and slides, slides are password protected:
login "multi", pass "variate")
Suggestion:
Mini course: Numerical
Methods for Semiconductor Device Simulation (19-21 May 2008)
Course leader: Prof. W.H.A. (Wil) Schilders (University of Eindhoven, Philips
Research)
Schedule and topics:
- 19 May 2008 (Monday) -
building C13, room 4.02, 3 pm – 5 pm
Introduction
to semiconductor devices, and derivation of the
drift-diffusion model
- 20 May 2008 (Tuesday) -
building C7, room 3.03, 9 am – 11 am
Mathematical
analysis of the model (existence, singularly perturbed,
asymptotic expansions, fixed point theorem, scaling)
- 20 May 2008 (Tuesday) -
building D20, room 1.06, 1 pm – 3 pm
Meshing
and Delaunay triangulation
- 21 May 2008 (Wednesday) -
building C11, room 5.05, 9 pm – 11pm
Discretisation
techniques, most importantly the finite volume method,
properties of M-matrices, maximum principle, positivity,
special methods for singularly perturbed problems
(exponential fitting, harmonic averaging method)
- 21 May 2008 (Wednesday) -
building C11, room 5.05, 1 pm – 3 pm
Nonlinear
solution techniques, Newton's method, damping, nonlinear
variable transformation, nonlinear block Gauss-Seidel
method, vector extrapolation
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