Project CEMAPRE internal
| Title | Nonparametric estimation of first passage time probabilities |
| Participants | João Nicolau (Principal Investigator) |
| Summary | This project focuses on the first passage time in a bivariate stochastic system. There are several examples of how first passage times can be used to analyse the behaviour of two variables in a system, such as in finance, biology, physics, engineering, and social science. For example, in finance, first passage times might be used to study the co-movement of two stocks, in biology, researchers might use first passage times to understand the interaction of two molecules within a cell, and in social science, researchers might use first passage times to analyse the spread of two different ideas within a population. |