This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...

Change-point detection is a pivotal statistical framework used to identify abrupt changes in the behaviour of stochastic systems. These models, which integrate inherent randomness, are essential in ...

When studying for a doctoral degree (PhD), candidates submit a thesis that provides a critical review of the current state of knowledge of the thesis subject as well as the student’s own contributions ...