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Camilla Damian

Camilla Damian MSc (WU)
Telephone:
+43 1 31336 6232
Email:
Contact information and photo taken from and editable at WU Directory.

CV

since 2015
PhD Candidate (WU Vienna)
2013-2015
MSc Quantitative Finance (WU Vienna)
2009-2012
BSc Economics and Management (University of Trento, Italy)

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

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Expertise

    No expertises found.

Activities

Membership in scientific association
  since 2017 AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali)
Other scientific activities
  2016 WU Wien - Talk at the BBS of Institute of Statistics and Mathematics-Winter Term

Publications

Journal article

2018 Damian, Camilla, Eksi-Altay, Zehra, Frey, Rüdiger. 2018. EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies. Statistics & Risk Modeling, 35 (1-2), 51-72. open access (Details)

Paper presented at an academic conference or symposium

2018 Damian, Camilla, Kurt, Kevin, Frey, Rüdiger. 2018. Hidden Markov Model for the Contagion between Eurozone Spreads. 13th German Probability and Statistics Days 2018, Freiburg, Germany, 27.02-02.03. (Details)
2017 Eksi-Altay, Zehra, Damian, Camilla, Frey, Rüdiger. 2017. EM Algorithm For Markov Chain Observed via Gaussian Noise and Point Processes Information. VIECO 2017 - Vienna-Copenhagen Conference on Financial Econometrics, Vienna, Austria, 09.03-11.03. (Details)
  Damian, Camilla, Eksi-Altay, Zehra, Frey, Rüdiger. 2017. EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies. 41st Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES), Cagliari, Italy, 14.09-16.09. (Details)
  Damian, Camilla, Eksi-Altay, Zehra, Frey, Rüdiger. 2017. EM Algorithm for Markov Chains Observed via Gaussian Noise and Point Process Information: Theory and Numerical Experiments. 21st International Congress on Insurance: Mathematics and Economics - IME 2017, Vienna, Austria, 03.07-05.07. (Details)
  Damian, Camilla, Eksi-Altay, Zehra, Frey, Rüdiger. 2017. EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and numerical experiments. 8th General AMaMeF Conference, Amsterdam, Netherlands, 19.06-23.06. (Details)
2016 Damian, Camilla, Frey, Rüdiger, Eksi-Altay, Zehra. 2016. Filter-based discrete-time EM algorithm with diffusion and point process observation. CFE-2016, Seville, Spain, 9.12-11.12. (Details)

Poster presented at an academic conference or symposium

2016 Damian, Camilla, Frey, Rüdiger, Eksi-Altay, Zehra. 2016. Filter-Based Discrete-Time EM Algorithm with Diffusion and Point Process Observation. VCMF-2016, Vienna, Austria, 12.09-14.09. (Details)

Projects

2015
Stochastic Filtering and Corporate and Sovereign Credit Risk (2015-2020) (Details)