Research group

side Large num­ber of ran­dom dri­ving forces act­ing in a syn­chro­nised way may gen­er­ate com­plex phe­nom­ena with non-lin­ear in­ner in­ter­de­pen­dence. Com­plex mod­el­ling, iden­ti­fi­ca­tion of the in­ter­de­pen­dence struc­ture, de­scrip­tion of ex­tremal be­hav­iour, and long-term pre­dic­tion — all heav­ily in­flu­enced by non-lin­ear­ity — are the fo­cus of in­ter­est of the re­search group. The prob­lems we con­sider orig­i­nate mainly from en­vi­ron­men­tal ap­pli­ca­tions, fi­nan­cial and ac­tu­ar­ial risk man­age­ment. So­lu­tions may be pro­vided by the­o­ret­i­cal con­sid­er­a­tions as well as sim­u­la­tions, boot­strap­ping and cross val­i­da­tion tech­niques.