Jorge is a fourth-year PhD student at the Department of Statistics of the University of Warwick under the supervision of Prof. Aleksandar Mijatović. Jorge is a Visiting Researcher of the Mathematical Foundations Challenge of the Programme on Data-Centric Engineering at The Alan Turing Institute.
- 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.
Title: Geometrically Convergent Simulation of the Extrema of Lévy Processes (2018)
- 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.
Emails: jorge dot ignacio dot gc at gmail dot com, Jorge dot Gonzalez-Cazares at warwick dot ac dot uk or jgonzalezcazares at turing dot ac dot uk
Short YouTube videos of some of the articles are available.