Greek Stochastics ε'
Kalamata, Greece, 6-8 July 2013
processes: probability, statistical inference and financial
The fifth edition of the Greek Stochastics meeting will
take place in Kalamata, Greece, on July 6-8, 2013 . The
meeting's primary aim is to facilitate a broad discussion of current
research themes related to Jump
Processes. It will consist of four short courses by Mathieu
Rosenbaum (Université Pierre et Marie Curie, Paris), Aleksandar Mijatović (Imperial
College, London), Gareth
Roberts (Warwick University) and Nicholas Polson (Chicago Booth School of Business); see below for more information. There
will also be a few contributed talks and poster presentations.
The workshop is organised in collaboration with the Department of Statistics, London School of Economics and is being partially co-financed by the European Union (European Social Fund - ESF) and Greek national funds through the Operational Program "Education and Lifelong Learning" of the National Strategic Reference Framework (NSRF). Project title: "Likelihood methods for jump diffusions and related Markov processes"
Note that this is not going to be a small conference!
The four short courses will be given by :
Rosenbaum (Université Pierre et Marie Curie, Paris) on "Recent advances in high frequency trading: Statistical estimation and optimal strategies"
- Aleksandar Mijatović (Imperial
College, London) on "Jumps and stochastic volatility"
Roberts (Warwick University) on "Exact simulation of jump
Polson (Chicago Booth School of Business) on "Bayesian Sparsity and Normalisation"
If you wish to be considered for a poster presentation please submit an abstract to GrStoch@gmail.com by the 30th of May.
- To be considered for a talk please submit an abstract to GrStoch@gmail.com by the 1st of April -- Acceptance will be confirmed by 10th of April.
- The registration fee is 70 pounds and it includes welcome drinks, conference dinner and refrerefreshments during coffee breaks.
- You can register online here until the 30th of May.
- Note that there is still the possibility to apply for a poster presentation.
- The meeting's programme can be found here.
- The poster session will be held on Saturday evening including a drinks and snacks reception!
- The conference dinner will take place on Sunday -- details will be communicated by email to
Location / Accommodation
- The conference will take place in the Elite City Resort Hotel in Kalamata.
- Elite City Resort Hotel has kindly offered a limited number of rooms at reduced prices at
In order to reserve rooms at these prices you should
- 75 Euros (single room, bed and breakfast) or 90 Euros (single room, half board)
- 90 Euros (double room, bed and breakfast) or 118 Euros (double room, half board).
Please note that the rooms will be given on a first-come first-serve basis.
- register to the conference using the link above;
- book your room either via email (email@example.com) via the phone +302721022434 or fax +302721084369. Emails should be addressed to Mr George Koutivas
and quote the name of the workshop with the order number appearing in the registration receipt.
Click here for some local information about Kalamata and regions nearby.
Here are some options for how to get to Kalamata and Elite City Resort Hotel:
- Option A
- Direct flights to Kalamata from London (Easyjet) and Milan (Ryanair).
A taxi to the hotel can then be taken.
- Fly to Athens airport (El. Venizelos)
- Take bus X93 from the airport to Kifissos Coach Station (costs 5 Euros, buses leave every 15 minutes, and the journey lasts approximately 30 minutes).
- Then take a bus to Kalamata Coach Station (costs 22 Euros, buses leave every hour, and the journey lasts approximately 3 hours).
- Take a taxi from Kalamata Coach Station to the hotel.
- Fly to Kalamata airport (Note that there are some direct charter flights to Kalamata airport over the summer -- look at search engines, such as http://www.skyscanner.net/
Greek Stochastics web page