Yuliy Baryshnikov

Abstract

Oriented areas, the first non-trivial iterated integrals for multidimensional time series, can be interpreted in terms of leader-follower relationships between the observables. In many model situations, applying some spectral tools allow one to reconstruct these relationships.

I will describe a few applications of these ideas, in the areas of finance and neurophysiology.

Our speaker

See https://publish.illinois.edu/ymb/home/past/