The YUIMA Project

I am member of The YUIMA Project Team since 2017. This is an open source academic project aimed at developing a complete environment for estimation and simulation of stochastic differential equations and other stochastic processes via the R package called yuima.

In my MSc thesis, I developed yuimaGUI, the Graphical User Interface for yuima, under the supervision of S.M. Iacus.

I am now working with N. Yoshida on the implementation of asymptotic expansion formulas for diffusion processes.

Emanuele Guidotti
Emanuele Guidotti
PhD Student in Finance

Interdisciplinary research at the intersection of finance, data science, and statistics.