Jorge Gonzalez Cazares
Jorge is a fourth-year PhD student at the Department of Statistics of the University of WarwickLink opens in a new window under the supervision of Prof. Aleksandar MijatovićLink opens in a new window. Jorge is a Visiting Researcher of the Mathematical FoundationsLink opens in a new window Challenge of the Programme on Data-Centric EngineeringLink opens in a new window at The Alan Turing InstituteLink opens in a new window.
Education
Jorge completed his Master's and Undergraduate degrees at the Faculty of SciencesLink opens in a new window of the National Autonomous University of MexicoLink opens in a new window in Mathematical Sciences and Actuarial Sciences, respectively.
Research Interests
- Probability: invariance principles, local time, coupling, stochastic analysis for processes with and without jumps, Levy processes, exchangeable increment processes, random walks, Markov chains, optimal stopping.
- Statistics: machine learning, parametric and non-parametric estimation.
- Numerical stochastics: simulation of processes with and without jumps, weak and strong approximations, Monte Carlo, simulation.
- Mathematical finance: risk management and price prediction, stochastic volatility models with jumps, arbitrage.
Articles
Title: Geometrically Convergent Simulation of the Extrema of Lévy Processes (2018)
Preprints
Recent Presentations
- Ritsumeikan University. Probability seminar. 13th, 20th and 27th of June 2019 and 22th of April 2021.
- National Autonomous University of Mexico. SPH seminar. 24th of May 2021
- Bernoulli One World Symposium. August 2020
- University of Warwick. Algorithms seminar. 31st of May 2019.
- University of Kent. SMSAS seminar. 23rd of November 2018.
Contact Information
Emails: jorge.ignacio.gc@gmail.com, Jorge.Gonzalez-Cazares@warwick.ac.uk or jgonzalezcazares@turing.ac.uk
ResearchGateLink opens in a new window, ORCiDLink opens in a new window, arXivLink opens in a new window, GitHubLink opens in a new window, The Alan Turing InstituteLink opens in a new window, Personal webpageLink opens in a new window
Short YouTube videos of some of the articles are availableLink opens in a new window.