Summary
Almut Veraart's personal webpage can be found here.
Teaching
I currently teach the following courses:
- MATH40005 Probability and Statistics (for 1st year undergraduate students in mathematics)
- MATH97083/MATH96052 Applied Probability (for 3rd/4th year undergraduate students in mathematics)
Please enrole for my courses on Blackboard Learn in order to view the course material.
In addition, I give tutorials for first year undergraduate students and supervise second year, third year and fourth year undergraduate projects and MSc and PhD theses.
Publications
Journals
Lucchese L, Pakkanen M, Veraart A, 2024, The short-term predictability of returns in order book markets: a deep learning perspective, International Journal of Forecasting, ISSN:0169-2070
Leonte D, Veraart A, 2024, Simulation methods and error analysis for trawl processes and ambit fields, Mathematics and Computers in Simulation, Vol:215, ISSN:0378-4754, Pages:518-542
Nguyen M, Veraart A, Taisne B, et al., 2023, A dynamic extreme value model with applications to volcanic eruption forecasting, Mathematical Geosciences, ISSN:1573-8868
Bennedsen M, Shephard N, Lunde A, et al., 2023, Inference and forecasting for continuous-time integer-valued trawl processes, Journal of Econometrics, Vol:236, ISSN:0304-4076
Benth FE, Schroers D, Veraart A, 2023, A feasible central limit theorem for realised covariation of SPDEs in the context of functional data, Annals of Applied Probability, ISSN:1050-5164