The project focuses on analysis of financial time series in a framework of bivariate long memory with a special attention on power-law decaying cross-correlation function and its implications for dynamic properties of such processes. The first target is to use these implications for construction of statistical tests to distinguish between short and long memory.

THINGS2DO is the ENIAC KET Pilot Line project addresses subprogram 3. Energy Efficiency, 6. Design technologies and 4. Health and Ageing Socity. THINGS2DO project is focused on building the Design and Development Ecosystem for FD-SOI-technology. This technology is uniquely positioned to take advantage of some very distinct strengths of the European Semiconductor Industry.

The proposed project is focused on development of new mathematical models of constitutive behavior of shape memory alloys. These models will be based on results of experimental observations, and will reflect the mutual couplings between individual microstructural processes in these materials.

View and illumination dependent representation of real-world material surfaces is crucial for different applications in virtual prototyping, safety visual simulations or cultural heritage digitization. However, the measurement of the corresponding descriptive data is time consuming due to its massive size and dimensionality, which strongly limit any practical utilization.

The project focuses on studying multivariate time-frequency dynamics of financial markets using spectral methods. First target is to formulate new spectral-based realized measure of variance and covariance using wavelets, which will be applied to measure the integrated volatililty and covolatility under the various types of dependent microstructure noise.

Economic and financial activities are often influenced simultaneously by a decision and random factors. Since the decision parameter must be constructed mostly without knowledge of a random element realization, an optimization problem depending on a probability measure corresponds to this situation. Usually in applications this measure must be replaced by an empirical one.