Research seminar

Some contributions on mathematical modeling: application in health and in finance

Abstract 

Nowadays, climate change and COVID’19 pose major challenges to public health among other fields. In this talk, we are interested in some mathematical models and their application in health as well as in finance.

Specifically, Firstly GAM (Generalized Additive Models) are used to assess the effect of heat wave on mortality due to cardiovascular, respiratory, infectious, and nervous diseases while considering also age and gender variables.

Secondly, DLNM models are considered to evaluate the nonlinear association of heat wave definition at different lags. Secondly, a regime-switching GJR-GARCH model with a stable distribution is discussed to investigate the predictive power of the S&P 500 index volatility to VaR estimation.